Quantitative Research Intern at AlphaGrep Securities

Singapore

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Not SpecifiedCompensation

InternshipExperience Level

InternshipJob Type

UnknownVisa

Financial Services, Capital MarketsIndustries

Requirements

Candidates should be able to thrive in the crucible of an extremely fast-paced, demanding start-up like environment, able to bear immense responsibility for high-stakes, large-scale production infrastructure, highly proficient in machine learning with preference towards deep-learning architectures, proficient in Python and PyTorch and Polars, and possess experience with SQL-like databases such as Postgres and ClickHouse database, as well as experience with Cython in a performance sensitive environment. Some knowledge of financial markets and instruments is a plus.

Responsibilities

The Quantitative Research Intern will create robust data ETL pipelines that clean and process raw data, research and implement features consumed in a machine learning trading pipeline, write clean, well-documented code with appropriate test coverage, assist in troubleshooting and debugging production issues, be on-call on a rotating basis, help establish engineering best practices and coding standards, mentor future junior team members as the team scales, and take ownership of smaller projects and features from design to deployment.

Skills

Python

Cython

PyTorch

Polars

PostgreSQL

ClickHouse

SQL

Data ETL

Data Cleaning

Feature Engineering

Machine Learning

Deep Learning

Production Debugging

Testing

On-call / Incident Response

Mentoring

AlphaGrep Securities

Quantitative trading and market-making firm

About AlphaGrep Securities

AlphaGrep specializes in quantitative trading and investment by developing and executing algorithmic trading strategies. The firm uses advanced mathematical and statistical methods to analyze large amounts of financial market data, allowing it to identify and take advantage of small inefficiencies in the market. AlphaGrep operates on over 30 exchanges worldwide, trading across all asset classes and is recognized as a leading global market maker, ranking high in trading volume on various exchanges. Unlike many competitors, AlphaGrep focuses on creating value through innovation rather than imitation, constantly seeking new opportunities in the financial markets. The company's goal is to provide liquidity and efficient market-making services to a diverse range of clients, including institutional investors, while generating revenue through its proprietary trading strategies.

None, Hong KongHeadquarters

2010Year Founded

M_AND_ACompany Stage

Quantitative Finance, Financial ServicesIndustries

201-500Employees

Benefits

Wellness Program

Gym Membership

Paid Vacation

Risks

New algorithmic trading firms increase competition, threatening AlphaGrep's market share.

Regulatory scrutiny on high-frequency trading may raise AlphaGrep's operational costs.

Cyber-attacks on financial institutions could lead to data breaches for AlphaGrep.

Differentiation

AlphaGrep specializes in algorithmic trading across over 30 global exchanges.

The firm uses advanced mathematical techniques to exploit market inefficiencies.

AlphaGrep focuses on innovation, not imitation, in financial market exploration.

Upsides

AI-driven trading strategies enhance AlphaGrep's algorithmic capabilities.

DeFi platforms offer new opportunities for AlphaGrep in liquidity provision and arbitrage.

5G advancements accelerate AlphaGrep's ultra-low latency trading infrastructure.

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