Internship

Job description:

Pandtong Quantitative Research Limited is a science and technology institution operating in the global financial markets. We are regulated by Hong Kong SFC with licenses Type 4 (Advising on securities) and Type 9 (Asset management). Our founders were respectively managing director of Morgan Stanley and JP Morgan, portfolio managers in leading quantitative hedge funds such as Citadel, Millennium Partners LP, Winton, Blackrock and Virtu Financial.

We at PandTong are determined to build a world class fintech company based on our partners successful experiences trading in global equities, FX and futures markets, based on our deep understanding of the modern quantitative trading practices and cutting-edge technologies.

Our office in Shenzhen, China is recruiting bright student summer interns from top universities for quantitative market analysis. The candidates should be undergraduate or graduate students in computer science, math and statistics, physics or other science and engineering departments. They should be passionate for the financial market and are excited by the challenge to apply modern machine learning techniques to the markets. Guided by experienced quantitative analysts, the successful candidates will use advanced quantitative methods to search for structural patterns in the global markets, generate predictive market indicators and risk factors. The intern will work on big data, using machine learning methods from linear regression to recurrent neural networks. Proficiency in python or R is required. In depth experiences of tools like Tensorflow and Open AI gym are a plus. At the end of the internship the successful candidates will be invited to join the firm full time.

We offer generous stipend and housing assistance for eligible students.

Please forward your resume to careers@pandtong.com, we are looking forward to working with you this summer.

Workplace:

Shenzhen