Mô tả công việc
Role Overview
We are seeking a motivated and detail-oriented Quantitative Trading Intern to join our Equity Derivatives Trading Desk. The intern will support the quantitative trading team in researching, backtesting, and analyzing trading strategies, working closely with quant researchers and traders. This role offers hands-on exposure to quantitative trading workflows using real market data.
Key Responsibilities
1. Data Preparation & Analysis
- Support the extraction, cleaning, and preparation of time-series financial data (stocks, futures, warrants) using SQL and Python.
- Assist in ensuring data quality for backtesting, including handling missing values and basic data inconsistencies.
2. Backtesting & Strategy Support
- Assist in implementing and testing quantitative trading strategies (e.g. momentum, mean-reversion, trend-following) using Python.
- Run backtesting simulations and help evaluate strategy behavior across different market conditions.
3. Performance Evaluation & Documentation
- Analyze key performance metrics (e.g. return, volatility, drawdown, risk-adjusted performance).
- Summarize backtesting results and observations in clear reports to support discussions with senior quants and traders.
4. Model Validation Support
- Assist with basic robustness checks and parameter sensitivity analysis under guidance from the quant team.
Requirements
Must-Haves
- Senior student or graduated with a Bachelor’s degree in Mathematics, Computer Science, Fintech, or a related quantitative field.
- Solid working knowledge of Python, with experience using libraries such as Pandas and NumPy.
- Basic to intermediate experience using SQL for data querying.
- Strong logical thinking and quantitative problem-solving ability.
Nice-to-Haves
- Exposure to quantitative backtesting frameworks (e.g. Backtrader, Zipline).
- Basic knowledge of machine learning or time-series analysis.
- Understanding of financial markets and core quantitative trading concepts.
- Interest or academic exposure to equity or derivative products.