Quant Developer (Python)-Intern

We are a leading fintech company focused on developing systematic and quantitative investment strategies for global hedge funds, covering both USD- and RMB-denominated products. We are seeking highly motivated students and fresh graduates who are passionate about quantitative finance, machine learning, and financial markets. Key Responsibilities Assist in developing quantitative models and trading strategies based on large-scale financial datasets. Conduct research on machine learning, reinforcement learning, quantitative modeling, and statistical arbitrage strategies. Analyze and process market data across multiple asset classes, including futures and U.S. equities. Support backtesting, strategy evaluation, and performance optimization. Participate in quantitative research and development using Python and/or C++. Collaborate with senior researchers and portfolio managers on strategy research projects. Requirements Undergraduate, Master's student in Computer Science, Mathematics, Statistics, Finance, Physics, Engineering, or related quantitative disciplines. Strong interest in quantitative finance, algorithmic trading, machine learning, or reinforcement learning. Proficient in Python; familiarity with C++ is a plus. Solid foundation in mathematics, statistics, data analysis, and programming. Strong analytical and problem-solving skills with attention to detail. Good communication skills and ability to work effectively in a team environment. Previous experience in quantitative research, machine learning projects, trading competitions, or related internships is advantageous. Preferred Qualifications Experience with machine learning, reinforcement learning, time-series analysis, or quantitative modeling. Familiarity with financial markets, futures, equities, or derivatives. Experience in high-frequency trading research, statistical arbitrage, or factor modeling is a plus. Publications, competition awards, or open-source project contributions are highly regarded. Wha…