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Quantitative Analyst Intern

Internship Description

If you are passionate about programming, math and quantitative finance, AND want to make a real difference in the world of finance then this role is for you. Working directly with the portfolio management team, we offer a modern work environment with flat hierarchies and a lot of personal freedom to hatch creativity which will allow you to expand your skill set and responsibilities FAST. Interns are not just interns here, they are productive members of our team and are responsible for interesting projects end to end related to their studies.

This role is based in Hong Kong, which offers an amazing quality of life. Here we have a vibrant city and night life that is coupled with beautiful nature, all at our finger tips. Do you like to trail run, do triathlons, bike, hike, swim, play tennis, or golf? Well you can find it all here, and at very close proximity to wherever you live.

About SystematicEdge

We are a cutting-edge financial services provider specialized in Investment & Currency Management Solutions. We believe traditional financial services are at an inflection point. Subsequently, to fully benefit our clients, we are focused on leveraging new technologies, coupled with quantitative research to offer compelling investment and currency management solutions while compressing costs at all levels of the investment process. We use Direct Market Access on the world’s regulated exchanges, in order to access financial instruments at the best price with no counterparty risk and no valuation uncertainty for all of our solutions. SFC Licence No. BLO527

Role Objective

The Intern will assist the Senior Portfolio Manager in the following area:

  • Industrialization of the Portfolio Management Infrastructure: Continuous improvement and automation of processes (quantitative model and portfolio management tools, risk management, trade execution, reporting).
  • Core Responsibilities:
  • Creation and maintenance of a database of client trade information, market data and parameters
  • Development of software modules linking investment and currency management models to the trading application including development of pricing, risk management and other tools.
  • Automation of portfolio management processes

The most qualified candidate will:

  • Be working towards a degree or an advanced degree in engineering, math, physics, computer science, statistics, actuarial studies or quantitative finance
  • Ideally, prior internship experience in trading, quantitative research, quantitative development, trading desk development or market risk management.
  • Open to a 6 month GAP year placement or end of studies intern.
  • Experience across a breadth of financial instruments: futures, options, general knowledge of derivatives
  • Knowledge of trading systems, exchanges and market structures for a variety of securities and instruments
  • Proficiency in Microsoft Excel, and experience with relational database management systems such as Microsoft Access or MySQL
  • Proficiency in programming languages such as VBA, R, Python or C++
  • Strong work ethic and attention to detail
  • Excellent project management and communication skills
  • Ability to work under pressure of time and markets

Apply to: rosemary.goater@systematicedge.com

Deadline: those that apply first will be considered first, so apply now!

Start date: flexible