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.