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Central & Western District, Hong Kong SAR
2026-05-13
Darwinbit
East Asia
Quantitative Research Intern
Role Description
**Who We Are**
We are a top-tier, crypto-native trading firm led by seasoned industry professionals with over a decade of consistent, market-leading performance.
We are looking for highly motivated Quantitative Research Interns to work on cutting-edge alpha research and machine learning-driven modeling in the fast-evolving crypto markets.
**Why Join Us**
**Real Alpha Research Exposure**
Work directly on live alpha generation and modeling problems, contributing to research that can have tangible trading impact.
**Cutting-Edge Data \& Infrastructure**
Gain hands-on exposure to large-scale tick-level market data, modern research infrastructure, and production-grade quantitative workflows.
**Fast Learning Environment**
Collaborate with experienced traders, researchers, and engineers in a highly execution-driven environment with rapid feedback loops.
**What We Offer**
* Exposure to real-world quantitative trading and alpha research
* Hands-on experience with high-frequency and market microstructure data
* Mentorship from experienced quantitative researchers and trading professionals
* Flexible remote working arrangement
* High-performance and collaborative research culture
* Opportunity to convert to a full-time role based on performance
**Quantitative Research Intern (Alpha \& Modeling)**
**Location:**
Remote
**Commitment:**
Minimum 3 months, at least 3 days/week or full-time
**Key Responsibilities**
* Generate and refine alpha ideas with a strong focus on practical implementation and measurable impact
* Apply machine learning and statistical techniques to large-scale structured and unstructured datasets to uncover predictive signals
* Research and optimize predictive model components, evaluating parameter stability, predictive power, and out-of-sample robustness
* Conduct post-trade analysis to improve short-term alpha performance and execution quality
* Perform rigorous backtesting and validation of strategies, including transaction costs, slippage, and market impact analysis
* Work closely with researchers and engineers to iterate rapidly from idea generation to implementation
**What We’re Looking For**
* Currently pursuing or recently completed a Bachelor’s, Master’s, or PhD degree in Mathematics, Physics, Computer Science, Statistics, Engineering, or other quantitative disciplines
* Strong curiosity, analytical thinking, and a hands-on problem-solving mindset
* Excellent programming skills in Python, particularly with scientific and ML libraries such as NumPy, Pandas, SciPy, and scikit-learn
* Strong coding ability in C\+\+ or Rust is a significant plus
* Solid foundation in probability, statistics, optimization, and machine learning
* Ability to independently research and solve complex quantitative problems
* Prior experience in quantitative research, machine learning competitions, academic research, or trading-related projects is highly valued
* Olympiad medalists, ACM/ICPC top performers, or candidates with outstanding research/publication backgrounds are strongly preferred