Quant Research Analyst Intern

22 hours ago

Singapore J&D Holdings Full time

Company

J&D Holdings

Designation

Quant Research Analyst Intern (AI & Multi-Agent Systems)

Date Listed

10 Sep 2025

Job Type

Entry Level / Junior Executive, Experienced / Senior Executive

Full/PermFree/ProjIntern/TS

Job Period

Immediate Start, For At Least 6 Months

Profession

Engineering

Industry

Finance

Location Name

120 Lower Delta Road, Singapore

Address

120 Lower Delta Rd, Singapore

Map

Allowance / Remuneration

$1,800 - 2,550 monthly

Company Profile

We are an AI-first quantitative trading fund focused on US small-cap equities, crypto, options, and futures. Our edge comes from rapid feature discovery, systematic strategy generation, and the development of multi-agent AI frameworks that continuously generate, evaluate, and evolve trading strategies.

We are seeking a Quant Research Analyst Intern to join our team and help design, test, and deploy multi-agent AI systems for quantitative trading research. This is a hands-on role with real impact, where you will work directly on live research pipelines.

Job Description

Key Responsibilities

  • AI-Driven Research: Use large language models and multi-agent frameworks to generate, classify, and refine trading features and strategies.
  • System Development: Assist in building and testing agentic workflows for continuous strategy generation (feature discovery backtest evaluation iteration).
  • Quantitative Analysis: Develop and evaluate statistical/ML models to detect alpha, regime changes, and market patterns in intraday and cross-asset contexts.
  • Backtesting & Simulation: Work with our custom C++/Python backtesting engines to validate hypotheses and interpret performance results.
  • Feature Engineering: Design new contextual factors (price action, liquidity, sentiment, breadth, etc.) and test their predictive power on trade outcomes.
  • Collaboration: Work closely with researchers, traders, and AI engineers to integrate your outputs into production pipelines.

Requirements

  • Strong background in quantitative fields (Math, Stats, CS, Engineering, Economics, or similar).
  • Proficiency in Python (pandas, numpy, scikit-learn). C++ exposure is a plus.
  • Understanding of machine learning concepts (feature generation, model evaluation, cross-validation).
  • Familiarity with financial markets (equities, options, or crypto) and basic trading concepts.
  • Interest in AI/LLMs and experience with tools like GPT, Claude, or LangChain is highly preferred.
  • Ability to think creatively about quantifying market psychology, order flow, and supply/demand imbalances.
  • Strong analytical skills and ability to work in a fast-paced, research-driven environment.

What You'll Gain

  • Hands-on experience with AI-driven quant systems and next-generation multi-agent research frameworks.
  • Exposure to a systematic trading workflow, from idea generation to live strategy evaluation.
  • Opportunity to publish internal research, contribute features to our backtesting engine, and impact live trading.
  • Mentorship from experienced quant traders, researchers, and AI engineers.
  • Potential for full-time conversion upon successful completion.

Application Instructions

Please apply for this position by submitting your text CV using InternSG.
Kindly note that only shortlisted candidates will be notified.

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