Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology and trading expertise has shaped QRT’s collaborative mindset which enables us to solve the most complex challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors.

Your future role within QRT

• Your core objective is to manage the full recruitment cycle for our intern and graduate positions, taking responsibility for the end-to-end candidate experience
• Develop and maintain strong relationships with top universities and relevant student groups
• Plan and lead campus events for students including giving company presentations, attending career events, hosting in-house days and managing interview days
• You will use your creativity and critical eye to constantly evaluate how we can improve and expand our activities and branding to make sure we reach the right talent
• As a super-user of our recruitment platform, you will efficiently manage the full recruitment cycle and guide candidates throughout the process, leaving all applicants with a positive experience
• You will work together with our Campus Team to deliver a global internship/graduate recruitment programme, increasing the presence of QRT at campus and industry events

Your present skillset

• 3-7 years’ experience recruiting within the technology/investment management/fintech sector - in-house campus recruitment experience is preferred
• Experience working with social media and recruitment platforms, specifically Greenhouse and LinkedIn
• Significant experience using candidate and market data to drive decision-making in the hiring process
• Excellent verbal and written communication skills in English (required) and Mandarin (required) to liaise with stakeholders, with the ability to engage and influence at all levels
• Highly organized and detail oriented with the ability to manage competing priorities and follow through to successful completion of tasks
• Collaborative, critical thinking, analytical and creative problem-solving mindset
• Ability to work in a high-performance, high-velocity, evolving environment

QRT is an equal opportunity employer. We welcome diversity as essential to our success. QRT empowers employees to work openly and respectfully to achieve collective success. In addition to professional achievement, we are offering initiatives and programmes to enable employees to achieve a healthy work-life balance.

Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology and trading expertise has shaped QRT’s collaborative mindset which enables us to solve the most complex challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors.

Your future role within QRT

We are seeking a hands-on Senior Software Engineer to join our Market Access team to design and develop cutting-edge, high-performance systems that power our trading capabilities. 

As a senior engineer, you will: 

• Architect and Develop: Design, develop, and maintain high-performance C++ applications for trading systems, ensuring scalability, robustness, and low-latency performance. 
• Collaborate: Work closely with FPGA engineers, DevOps professionals, and other software engineers to deliver integrated solutions that meet the needs of our trading environment. 
• Code Excellence: Participate in code reviews, debugging, and rigorous optimization to ensure the delivery of high-quality, maintainable code. 
• Drive Architecture: Lead and contribute to architectural discussions, ensuring the evolution of our software systems aligns with business and technological goals. 
• Optimize Systems: Partner with system administrators and network engineers to fine-tune deployment environments for maximum efficiency and performance. 
• Mentor and Innovate: Mentor team members in best practices and contribute to the continuous improvement of our software development processes. 

Your Present Skillset 

• Expertise in C++ Development: Proven experience in modern C++ (C++11/14/17/20) and multithreaded, high-performance applications on Linux. 
• System Architecture: Demonstrated experience in system-level architecture design for trading or other performance-critical environments. 
• Optimization Techniques: Extensive experience with low-latency optimizations, profiling, and performance tuning. 
• Leadership: Previous experience as a people manager or technical lead, demonstrate examples of leading engineers on different projects
• Communication and Collaboration Skills: Strong ability to drive collaboration and work with cross-disciplinary teams, including FPGA engineers and network specialists. 
• Debugging and Tooling: Familiarity with advanced debugging tools and performance analysis techniques. 
• Financial Knowledge: Understanding of financial products and trading systems is preferred. 

QRT is an equal opportunity employer. We welcome diversity as essential to our success. QRT empowers employees to work openly and respectfully to achieve collective success. In addition to professional achievement, we are offering initiatives and programs to enable employees achieve a healthy work-life balance.

Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology, and trading expertise has shaped our collaborative mindset, which enables us to solve the most complex challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors.

Your future role within QRT

The successful candidate will join the global infrastructure team at QRT. You will be responsible for architecting, engineering and subsequent delivery oversight across all aspects of the QRT network estate but with particular focus on our colocation infrastructure. The trading infrastructure is a combination of wide area connectivity and ultra-low latency trading infrastructures. 

The team will deliver network solutions which enable full lifecycle management (architect, design, build, operate, retire) for our network components across core network switching, firewalls, load balancers, instrumentation/telemetry, network CMDB, and automation. It is crucial that any candidates must be able to demonstrate delivery of complex networks, at scale, which have been delivered through a software and automation-driven mindset. 

You will have deep knowledge of high-performance networking, including detailed knowledge of the product capabilities and roadmaps from the likes of Cisco, Arista and Fortinet. You will have direct experience of delivering and managing network solutions supporting corporate infrastructure and exchange specific ultra-low latency infrastructure with associated automation, telemetry and instrumentation frameworks. 

Your present skillset

• As a senior network engineer, you will partner closely with the project management teams and work in a highly collaborative manner within the network team and the wider organisation 
• You will be member of an existing engineering team where you have direct responsibility and accountability for a complex and high-performance network infrastructures 
• You will be able to demonstrate expert knowledge of delivering complex network architectures delivered via software driven and agile methodology 
• You will have deep knowledge of delivering networks supporting high-performance and low latency computing architectures 
• You will have deep knowledge of the network vendor ecosystem and be able to demonstrate building engineering relationships at senior layers with vendor product and engineering teams 
• You will stay informed on industry trends and emerging technologies to ensure the network infrastructure remains cutting-edge 
• You will have knowledge of wide area network engineering focused on traffic prioritisation and steering.  It would be good to have experience of Segment Routing. 

QRT is an equal opportunity employer. We welcome diversity as essential to our success. QRT empowers employees to work openly and respectfully to achieve collective success. In addition to professional achievement, we are offering initiatives and programs to enable employees achieve a healthy work-life balance.

Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology, and trading expertise has shaped our collaborative mindset, which enables us to solve the most complex challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors.

Your future role within QRT

• Your core objective is to create high quality predictive signals
• By leveraging access to large and diversified datasets you will identify statistical patterns and opportunities
• Share and discuss research results, methodology, data sets and processes with other researchers
• Implement the signals and the relevant datasets within the global execution platform
• Monitor signal behaviour and model performance over time
• You would lead the full strategy research cycle from signal generation to implementation

Your present skillset

• Direct experience as a quant researcher or trader, or in data science/machine learning space.
• Students and fresh graduate applicants will be rejected, please apply our internship/graduate positions instead.
• Advanced degree in a quantitative field such as data science, statistics, mathematics, physics or engineering
• Strong knowledge in statistics, machine learning, NLP or AI techniques is a plus
• Capacity to multi-task in a fast paced environment while keeping strong attention to detail
• Coding skills required in at least one leading programing language (Python, R, Matlab and /or C++, C#)
• Experience in exploring large datasets across multiple time frames is a plus
• Intellectual curiosity to explore new data sets, solve complex problems, drive innovative processes and connect the dots between multiple fields
• Capacity to work with autonomy within a collegial and collaborative environment
• Strong capacity to communicate with technologists, data scientists and traders across the globe
• Proven track record in delivering successful systematic strategies

QRT is an equal opportunity employer. We welcome diversity as essential to our success. QRT empowers employees to work openly and respectfully to achieve collective success. In addition to professional achievement, we are offering initiatives and programs to enable employees achieve a healthy work-life balance. 

Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology and trading expertise has shaped QRT’s collaborative mindset which enables us to solve the most complex challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors.

We are looking for a developer with 1+ years of experience in a quant trading environment to work directly with traders and quant researchers.

Your future role within QRT

• Key member to the success of high-frequency and low latency algo trading on APAC markets
• Enrich and implement alpha and trading algorithms
• Implement specific market rules for the main Asian markets
• Collaborate with the traders and quant researchers on providing efficient research platform and tools

Your present skillset

• Computer Science degree or equivalent
• Strong C++ 20/23 development experience on a Linux environment
• Interest in solving technical problems, along with ability to implement robust resilient and flexible solutions
• Familiar with HPC in Cloud environment, good level of Python
• Good communication skills in a dynamic and international environment

Programme duration: From 3-6 months, starting in 2026.  

Who qualifies: Penultimate or final year students completing a Bachelor's, Master's, PhD. 

Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology, and trading expertise has shaped our collaborative mindset which enables us to solve the most complex challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors.  

Over the years, QRT has invested in a global research and execution platform which has been deployed to cover all geographies and asset classes. This platform covers a broad spectrum from high to low frequency trading systems. We thrive at the intersection of cutting-edge technology, smart automation, and scalable processes, enabling us to move fast, think big, and deliver at scale.   

We are committed to identifying and developing exceptional talent, and are inviting a new cohort of outstanding individuals to join us in the year ahead. Our internship offers a stimulating, intellectually rigorous, and high-performance environment, where collaboration is key to success. You will work alongside and be mentored by industry-leading professionals, gaining invaluable experience and positioning yourself for the opportunity to secure a full-time graduate role upon successful completion of the program. 

Your future role at QRT   

Throughout the recruitment process, we will work to align your skills, interests, and potential with the teams where you can make the greatest impact. 

As a Quantitative Research Intern, you could contribute to one of two complementary areas within one of QRT's systematic teams - spanning high, mid, and low-frequencies: 

Research 

Your core objective will be to develop high-quality predictive signals. You will leverage access to vast and diverse datasets to identify hidden statistical patterns and market opportunities. Collaborating with fellow researchers to exchange ideas and refine methodologies. You will be trained to lead the full research cycle - from idea generation to implementation.  

Trading  

You will contribute to the live deployment of QRT’s research by working on the systematic trading platform itself. This involves monitoring signal behaviour, tracking performance, and improving execution efficiency, while also helping to identify and manage potential risks. Working closely with senior Researchers and Traders, you will focus on refining and scaling systematic processes, applying your quantitative and programming skills to ensure strategies perform optimally in production. 

We’re looking for interns who are curious, creative, and collaborative. If you’re passionate about learning, excited to take on challenges, and ready to make a real impact, you’ll find plenty of opportunities to grow with us. 

Your present skillset   

• Pursuing an advanced degree in a quantitative field such as data science, statistics, mathematics, physics, or engineering   

• High level of technical knowledge in statistics, machine learning, NLP or AI techniques is a plus   

• Coding skills required in at least one leading programming language (Python and C++ or C#)  

• Experience in exploring large datasets across multiple time frames is a plus  

• Capacity to multi-task in a fast-paced environment while keeping strong attention to detail   

• Ability to work autonomously, in a collegial and collaborative setting, and with colleagues from diverse backgrounds and areas of expertise.  

• Excellent communication skills  

• Fluent in English, any other language is a plus  

Interviewing:   

• Apply online: applications are evaluated on a rolling basis by a member of our Talent Acquisition team. This is a great opportunity to stand out, as we read every application carefully and look for specific, thoughtful answers that reflect your genuine interests.  

• Technical assessment - Selected candidates will be invited to complete a coding challenge designed to evaluate core technical and problem-solving skills.   

• Interviews - Shortlisted applicants will proceed to interviews conducted either on-site or via Microsoft Teams. These will assess both your technical expertise and your alignment with our culture and values.   

We encourage you to take part in one of our Data Challenges, which offer a valuable opportunity to engage with the types of problems encountered in the Quantitative Research role while showcasing your analytical and technical skills. Strong performance may lead to direct follow-up from our team, making it an excellent way to gain early visibility in the recruitment process: Challenge data (ens.fr)  

QRT is an equal opportunity employer. We welcome diversity as essential to our success. QRT empowers employees to work openly and respectfully to achieve collective success. In addition to professional achievement, we are offering initiatives and programs to enable employees achieve a healthy work-life balance 

As a Machine Learning Engineer Intern at Optiver, you’ll work alongside experienced engineers on high-performing systems that respond to live financial markets in real time.

You’ll contribute to the compute platforms and libraries that support large-scale machine learning model training and simulation workloads, gaining hands-on experience applying modern ML techniques to real quantitative trading problems. Within weeks, you could be building tools or models that run in production and directly support our trading strategies.

By the end of the 8-week internship, you’ll have a clear and practical understanding of how technology and ML techniques are used in the quantitative trading industry. Plus, if you’ve excelled over the summer, you’ll receive an offer to return as a Machine Learning Engineer.

WHAT YOU’LL DO:

Led by our in-house education team that consists of ex-traders and engineers, you’ll delve into advanced engineering concepts and lead innovative projects, during our world-class training program.

In just a few weeks, you'll have the opportunity to:

• Gain first-hand experience applying the latest AI technology to quantitative trading problems.

• Help build the compute platform and libraries for large scale machine learning model training and simulation workloads.

• Manage a project end-to-end, learn how to work with a complex code base and make impactful contributions to production systems.

• Work on real trading and IT problems, both technically and functionally, to improve our trading success.

Throughout the program, you'll be paired with an experienced mentor, who will show you the ins-and-outs of our trading systems, and provide you with guidance and feedback.

Additionally, internal resources will be available for your continuous learning and development.

WHAT YOU’LL GET:

You’ll join a culture of collaboration and excellence, where you’ll be surrounded by curious thinkers and creative problem solvers. Driven by a passion for continuous improvement, you’ll thrive in a supportive, high-performing environment alongside talented colleagues, working collectively to tackle the most complex problems in the financial markets.

In addition, you’ll receive:

• A highly competitive remuneration package.

• Optiver-covered flights and accommodation for the duration of the internship.

• The opportunity to work alongside best-in-class professionals.

• Training, mentorship and personal development opportunities.

• Gym membership, plus weekly in-house chair massages.

• Daily breakfast, lunch and in-house barista.

• Regular social events.
  
  

WHO YOU ARE:

• Students graduating in 2027 or later.

• Foundations in Machine Learning fundamentals, including optimisation and deep learning concepts.

• Hands-on experience with deep learning frameworks such as PyTorch, JAX, or similar.

• Interested in building scalable and reproducible machine learning pipelines, including data preprocessing, training, evaluation, and experiment tracking.

• Natural problem solvers who love nothing more than tackling a complex technical challenge.

• Team players who thrive in collaborative environments and are eager to learn, iterate, and improve.

• Interested in the trading / quantitative finance industry (prior finance knowledge is not required).
  
  Optional:

• Ability to identify and reason about compute and performance bottlenecks, using profiling, benchmarking, and systematic analysis to improve training efficiency.

• Experience with distributed training or GPU acceleration is a plus.

• Familiarity with experiment management tools (e.g. MLflow, Weights & Biases) or workflow orchestration is a plus.

HOW TO APPLY:

If you're ready to take the next step in your career and work on one of the most exciting trading floors in mainland China, we’d love to hear from you. Apply now via the form below. Applications close 16 March 2026.

In your application, please submit the following materials in English:

• Resume

• Cover letter (optional)

For any other inquiries, contact us at chinacareers@optiver.com.au

DIVERSITY STATEMENT

Optiver is committed to diversity and inclusion. We encourage applications from candidates of all backgrounds, and welcome requests for reasonable adjustments during the process.

We accept one application per role per year. If you have previously applied to this position during this season and have been unsuccessful, you can re-apply when the next recruitment season begins in 2027.

PRIVACY DISCLAIMER

Optiver 重视个人信息的保护。请您在提供个人信息给我们之前，认真阅读Optiver China Privacy Notice, 了解我们如何收集及处理您的个人信息。

Personal information protection is of utmost importance to Optiver. Before you provide any personal information to us, we strongly urge you to read our Privacy Policy to acknowledge how we collect and process your personal information.

As a Software Developer Intern at Optiver, you’ll work alongside experienced engineers to develop innovative solutions that enable us to respond to the financial markets at lightning-fast speeds. In just a few weeks, you could develop applications that contribute towards our trading success.

By the end of the 8-week internship, you’ll have deepened your understanding of how technology is used in the quantitative trading industry. Plus, if you’ve excelled over the summer, you’ll receive an offer to return as a Graduate Software Developer.

WHAT YOU’LL DO:

Led by our in-house education team that consists of ex-traders and engineers, you’ll delve into advanced engineering concepts and lead innovative projects, during our world-class training program.

In just a few weeks, you'll have the opportunity to manage a project from end-to-end, learn how to work with a complex code base and make impactful contributions to production systems. You’ll get to work on real trading and IT problems, both technically and functionally, to improve our trading success.

You will also be able to build the compute platform and libraries for large scale machine learning model training and simulation workloads. You will have first-hand experience on applying the latest AI technology to quantitative trading problems.

Throughout the program, you will be paired with an experienced mentor, who will show you the ins-and-outs of our trading systems and provide you with guidance and feedback. Additionally, internal resources will be available for your continuous learning and development.

WHAT YOU’LL GET:

You’ll join a culture of collaboration and excellence, where you’ll be surrounded by curious thinkers and creative problem solvers. Driven by a passion for continuous improvement, you’ll thrive in a supportive, high-performing environment alongside talented colleagues, working collectively to tackle the most complex problems in the financial markets.

In addition, you’ll receive:

• A highly competitive remuneration package.

• Optiver-covered flights and accommodation for the duration of the internship.

• The opportunity to work alongside best-in-class professionals.

• Training, mentorship and personal development opportunities.

• Gym membership, plus weekly in-house chair massages.

• Daily breakfast, lunch and in-house barista.

• Regular social events.

WHO YOU ARE:

• Students who are graduating in 2027 or after 2026 September.

• Studying a Computer Science, Computer/Software/Electrical/Mechatronic Engineering or similarly technical degree.

• Knowledgeable about object orientated design and development concepts (experience with C++, C#, Python or Java is required for our technical assessment). 

• Understanding of the concepts underlying machine learning and deep learning technologies, and experience with modern deep learning frameworks such as TensorFlow, PyTorch etc

• Natural problem solvers who love nothing more than tackling a complex technical challenge.

• Team players who love working with like-minded peers and are always looking to learn and improve.

• Interested in the trading/quantitative finance industry (previous knowledge is not required).

HOW TO APPLY:

If you're ready to take the next step in your career and work on one of the most exciting trading floors in mainland China, we’d love to hear from you. Apply now via the form below. Applications close 16 March 2026.

In your application, please submit the following materials in English:

• Resume

• Cover letter (optional)

For any other inquiries, contact us at chinacareers@optiver.com.au

DIVERSITY STATEMENT

Optiver is committed to diversity and inclusion. We encourage applications from candidates of all backgrounds, and welcome requests for reasonable adjustments during the process.

We accept one application per role per year. If you have previously applied to this position during this season and have been unsuccessful, you can re-apply when the next recruitment season begins in 2027.

PRIVACY DISCLAIMER

Optiver 重视个人信息的保护。请您在提供个人信息给我们之前，认真阅读Optiver China Privacy Notice, 了解我们如何收集及处理您的个人信息。

Personal information protection is of utmost importance to Optiver. Before you provide any personal information to us, we strongly urge you to read our Privacy Policy to acknowledge how we collect and process your personal information.

The Impact You’ll Be Contributing to Moloco:

• Data Science and Analytics (DSA) is a global team of data scientists and analysts. As a Data Scientist, Growth Analytics intern, you will work with data products, e.g. raw data, campaign facts, growth insights to help customers improve campaign performance and maximize their business goals with Moloco.

The Opportunity:

• Moloco Data Scientist, Growth Analytics interns contribute in the following areas, all while working cross-functionally to help meet our client’s needs and advance our machine learning models. 
  • Data Analysis: data gathering, analysis and effective communication of presentations and recommendations to multiple levels of stakeholders. You’ll be responsible for creating custom visual displays of quantitative information through writing queries, scripts, and developing automated reports and dashboards to provide insights at scale.
  • Data validation: verifying the data we obtain from ad exchanges and mobile-app tracking solutions to confirm our campaign models are trained with the most accurate engagement data.
  • Campaign optimization: engaging in the life cycle of campaigns, from monitoring  daily performance to partnering with sales teams on bespoke analysis for clients.
  • Business Collaboration: collaborate with key stakeholders to help Moloco focus on decisions that improve our products and services, with a focus on client growth.  

How Do I Know if the Role is Right For Me?

• Current student in a Bachelor's or Master’s program and able to complete an internship of at least 6 months.
• Statistics: must have strong knowledge and experience in experimental design,  hypothesis testing, and various statistical analysis such as regression or time-series analysis.
• Programming: experience in Python and SQL is required.
• Comfortable balancing multiple projects simultaneously and effectively prioritizing work based on business needs.
• Excellent verbal and written communication skills, with ability to present information and analysis results effectively to technical and less technical stakeholders..
• Ability to build positive relationships within the data science & analytics community, as well as with our business stakeholders and clients.
• Work effectively with cross-functional and cross-cultural partners.
• Have an interest in data, metrics, analysis, and trends from the mindset of helping a customer-centric business. Know when to apply statistical measurement vs 80-20 analysis for business growth.
• Ability to manage multiple projects at the same time while paying attention to detail.
• Distinctive problem-solving skills, good at articulating product questions, pulling data from large datasets and using statistics to arrive at a recommendation.
• Proven ability to own projects end-to-end, even when you have to get creative: you do more than completing delegated tasks.

* This internship is targeted for this summer term or earlier.
* This position does not support work-from-home arrangements.

The Impact You’ll Be Contributing to Moloco:

• Data Science and Analytics (DSA) is a global team of data scientists and analysts. As a Data Scientist, Growth Analytics intern, you will work with data products, e.g. raw data, campaign facts, growth insights to help customers improve campaign performance and maximize their business goals with Moloco.

The Opportunity:

• Moloco Data Scientist, Growth Analytics interns contribute in the following areas, all while working cross-functionally to help meet our client’s needs and advance our machine learning models. 
  • Data Analysis: data gathering, analysis and effective communication of presentations and recommendations to multiple levels of stakeholders. You’ll be responsible for creating custom visual displays of quantitative information through writing queries, scripts, and developing automated reports and dashboards to provide insights at scale.
  • Data validation: verifying the data we obtain from ad exchanges and mobile-app tracking solutions to confirm our campaign models are trained with the most accurate engagement data.
  • Campaign optimization: engaging in the life cycle of campaigns, from monitoring  daily performance to partnering with sales teams on bespoke analysis for clients.
  • Business Collaboration: collaborate with key stakeholders to help Moloco focus on decisions that improve our products and services, with a focus on client growth.  

How Do I Know if the Role is Right For Me?

• Current student in a Bachelor's or Master’s program and able to complete an internship of at least 6 months.
• Statistics: must have strong knowledge and experience in experimental design,  hypothesis testing, and various statistical analysis such as regression or time-series analysis.
• Programming: experience in Python and SQL is required.
• Comfortable balancing multiple projects simultaneously and effectively prioritizing work based on business needs.
• Excellent verbal and written communication skills, with ability to present information and analysis results effectively to technical and less technical stakeholders..
• Ability to build positive relationships within the data science & analytics community, as well as with our business stakeholders and clients.
• Work effectively with cross-functional and cross-cultural partners.
• Have an interest in data, metrics, analysis, and trends from the mindset of helping a customer-centric business. Know when to apply statistical measurement vs 80-20 analysis for business growth.
• Ability to manage multiple projects at the same time while paying attention to detail.
• Distinctive problem-solving skills, good at articulating product questions, pulling data from large datasets and using statistics to arrive at a recommendation.
• Proven ability to own projects end-to-end, even when you have to get creative: you do more than completing delegated tasks.

* This internship is targeted for this summer term or earlier.
* This position does not support work-from-home arrangements.

About Akuna

Akuna Capital is an innovative trading firm with a strong focus on collaboration, cutting-edge technology, data driven solutions and automation. We specialise in providing liquidity as an options market maker – meaning we are committed to providing competitive quotes that we are willing to both buy and sell. To do this successfully we design and implement our own low latency technologies, trading strategies and mathematical models. At Akuna we have a flat structure, where the best idea wins.

Our Founding Partners, including Andrew Killion, first conceptualized Akuna in their hometown of Sydney. They opened the firm’s first office in 2011 in the heart of the derivatives industry and the options capital of the world – Chicago. Today, Akuna is proud to operate from additional offices in Shanghai, Sydney, Singapore and London.

What you’ll do as Junior Developer on the C++ Team at Akuna:

• Work on a range of high-performance and low-latency systems, ranging from exchange connectivity, trading algorithms, pricing, and automation.
• Collaborate closely with colleagues from within the technology team and other departments including quant and trading to identify and deliver high impact projects.
• Be responsible for the full software development life cycle from requirements analysis, design, development, testing, deployment, and post deployment reliability and performance.
• Contribute innovative ideas and solutions to the team.

• BS/MS/PhD in Computer Science, Engineering, or equivalent technical field
• 0-2 years' experience, must be graduating by Jul 2026 or prior
• Familiarity with modern C++ development and best practices
• Excellent communication and collaboration skills
• Passion for building high quality software within a fast-moving environment
• Familiarity with data structures, algorithms, and lower-level performance optimisation
• Familiarity with multi-threaded and distributed systems
• Willing to communicate in English at the technical interviews.

THE ROLE 岗位职责: 

WorldQuant is seeking an exceptional individual to join the firm as a Quantitative Researcher. While prior finance experience is not required, a successful candidate must possess a strong interest in learning about finance and global markets. 

• Have a strong understanding of the investment research process to build computer-based models that seek to predict the movements of the global financial markets.
  根据对投资研究流程的深入理解，创建寻求预测全球金融市场走势的基于计算机的模型
• Analyze and apply various types of data to the financial markets through rigorous exploration and unconstrained thinking
  大胆猜想，严谨探索，不断寻求新方式分析多种类型的数据并将其应用于金融市场

WHAT WE OFFER 你将会获得:

• Competitive compensation
  有竞争力的薪资
• Join our established mentoring program and receive one-on-one guidance by an accomplished advisor 
  完善的导师培训机制、一对一师从资深从业者
• Develop a global vision with opportunities to exchange ideas with various teams in WorldQuant global offices. Top performers may be eligible to relocate to one of WorldQuant overseas trading offices to work as Portfolio Managers.
  国际化视野，与WorldQuant 全球各地多个团队共事、交流，表现优异者有机会前往WorldQuant驻海外的办公室任职基金经理
• Flexibility of self-managed work progress, comfortable working environment, rich employee activities, and generous employee benefits
  灵活自主安排工作进度，舒适的办公环境、丰富的员工活动及优渥的员工福利

WHAT YOU'LL BRING 你需要具备:

• Pursuing a B.S., M.S. or Ph.D. degree from a leading university in related fields (e.g. Electrical Engineering, Physics, Computer Science, Mathematics, Financial Engineering, Big Data)
  正在攻读相关领域的本科、硕士或博士学位（例如电子工程，物理，计算机科学，数学，金融工程, 大数据等）
• Candidates should be graduating in 2025 or 2026.
  候选人需于2025年或2026年毕业
• Demonstrated ability of at least one programming language, e.g. C++, python, etc.; familiar with systems like Linux/Unix
  熟练掌握至少一种编程语言，如C++、python等； 熟悉Linux/Unix等操作系统
• Good English reading and writing skills
  良好的英语读写能力

If any issues encountered accessing the online application webpage or if you have any questions, please mail your latest CV to or contact us at WQBJQuantJobs@worldquant.com.
如无法浏览在线申请网页或您有任何疑问，请将您的简历或问题发送至 WQBJQuantJobs@worldquant.com . 

The position is based in our research office in Beijing or Shanghai.
预期工作地点为北京或上海的研究办公室。

THE ROLE 岗位职责: 

WorldQuant is seeking exceptional individuals to join the firm as a Quantitative Research Intern. While prior finance experience is not required, a successful candidate must possess a strong interest in learning about finance and global markets.

• Have a strong understanding of the investment research process to build computer-based models that seek to predict the movements of the global financial markets.
  根据对投资研究流程的深入理解，创建寻求预测全球金融市场走势的基于计算机的模型
• Analyze and apply various types of data to the financial markets through rigorous exploration and unconstrained thinking
  大胆猜想，严谨探索，不断寻求新方式分析多种类型的数据并将其应用于金融市场

WHAT WE OFFER 你将会获得:

• Top performers during internship may be eligible for a full-time offer
  优秀的实习生可能获得全职offer
• Competitive internship compensation
  有竞争力的实习薪资
• Join our established mentoring program and receive one-on-one guidance by an accomplished advisor during the internship
  完善的导师培训机制、一对一师从资深从业者
• Develop a global vision with opportunities to exchange ideas with various teams in WorldQuant global offices.
  国际化视野，与WorldQuant 全球各地多个团队共事、交流
• Flexibility of self-managed work progress, comfortable working environment, and rich employee activities
  灵活自主安排工作进度，舒适的办公环境及丰富的员工活动

WHAT YOU'LL BRING 你需要具备:

• Pursuing a B.S., M.S. or Ph.D. degree from a leading university in related fields (e.g. Electrical Engineering, Physics, Computer Science, Mathematics, Financial Engineering, Big Data)
  正在攻读相关领域的本科、硕士或博士学位（例如电子工程，物理，计算机科学，数学，金融工程, 大数据等）
• Candidates should be graduating in late 2026 or 2027
  候选人需于2026年底或2027年毕业
• Demonstrated ability of at least one programming language, e.g. C++, python, etc.; familiar with systems like Linux/Unix
  熟练掌握至少一种编程语言，如C++、python等； 熟悉Linux/Unix等操作系统
• Good English reading and writing skills
  良好的英语读写能力

If any issues encountered accessing the online application webpage or if you have any questions, please mail your latest CV to or contact us at WQChinaIntern@worldquant.com
如无法浏览在线申请网页或您有任何疑问，请将您的简历或问题发送至 WQChinaIntern@worldquant.com

The position is based in our research office in Beijing or Shanghai.
预期工作地点为北京或上海的研究办公室。

Key Skills & Requirements:

• Core Technical
• Strong Python proficiency — you'll refactor research code into robust, tested production pipelines daily
• Awareness of performance and optimisation — profiling, memory management, and computational efficiency when scaling research code across large universes
• Solid software engineering practices: version control, unit testing, code review, CI/CD, and refactoring — you care about code quality, not just code that works
• Comfortable on Linux platforms with working knowledge of shell scripting
• Experience with data analysis libraries (NumPy, SciPy, pandas) and handling large datasets
• Familiarity with databases and data infrastructure (SQL, data pipelines, or tools like ArcticDB)
• Exposure to ML/DL frameworks (PyTorch, TensorFlow, scikit-learn) or LLM-related tooling
• Research & Domain
• Relevant mathematical knowledge — statistics, optimisation, or factor modeling — enough to understand the research you're productionising
• A keen interest in financial markets and how quantitative strategies are built and deployed
• Nice-to-Haves
• Prior internship in quantitative development, systematic investing, or front-office technology
• Education
• Currently enrolled at a top-tier university in Computer Science, Software Engineering, Mathematics, Physics, or a related field with strong computational content

Key Skills & Experience:

• Core Technical
• Strong Python proficiency — you'll use it daily for signal research, backtesting, data processing, and prototyping
• Solid foundation in quantitative methods: statistics, probability, optimization, and factor modeling
• Hands-on experience with ML/DL (PyTorch, TensorFlow, or similar) — not just coursework, but building and validating models end-to-end
• Practical exposure to LLMs and AI agents — whether prompt engineering, fine-tuning, or building LLM-powered research workflows
• Research & Domain
• Exposure to factor-based strategies, portfolio construction, or systematic alpha research — able to independently design, test, and critically evaluate signals with rigour
• Comfortable working with new or unstructured datasets — cleaning, exploring, and extracting value from imperfect data
• Ability to assist PMs with portfolio analytics — analysing return attribution, risk decomposition, and testing portfolio construction parameters
• Nice-to-Haves
• Prior internship in quantitative research or systematic investing
• Familiarity with China equity markets (A-shares, market structure)
• Versatility to move between research and engineering — equally comfortable exploring a novel idea and shipping high-quality code
• Education
• Currently enrolled at a top-tier university in Computer Science, Mathematics, Statistics, Physics, or a related quantitative field

Ready to kickstart your career in one of the world's leading tech-driven trading firms?

Join FutureFocus, our immersive five-day program designed to ignite your potential as a future trader at Optiver.

Dive into the fundamentals of trading, gain unique insights into Optiver’s cutting-edge trading systems and build the key skills that our traders and researchers use every day.

Plus, if you've excelled in the program, you could receive a direct offer for our 2027 Summer Internship Program.

• Eligible for pre-penultimate university students (graduating in 2028), who are studying a bachelor's or master's degree

• Program dates:

Option 1: June 29, 2026 to July 3, 2026

Option 2: September 7, 2026 to September 11, 2026

• Where: Shanghai, details will be announced

*Note: If you reside outside of Shanghai, Optiver will cover your travel and accommodation costs.

What you'll do

Led by ex-traders and ex-engineers, our renowned in-house education team will guide you through the intricacies of market making. You will be immersed in a mix of hands-on and classroom learning, empowering you to thrive in the world of trading and technology.

As part of the FutureFocus program, you’ll have the opportunity to:

• Kickstart your journey in trading or research, as you learn the fundamentals of trading theory. You’ll also learn how to build trading strategies and deploy them in a virtual market.

• Immerse in our dynamic trading floor and see our cutting-edge systems in action. You'll discover unique insights into our in-house trading systems and understand how we remain at the forefront of the global financial markets.

• Connect with recent graduates and hear their personal experiences.

• Receive mentorship and support from our in-house trainers and senior traders, who are committed to ensuring you have the guidance and support needed to succeed.

• Experience Optiver's culture and enjoy our incredible perks, including daily breakfast, lunch and coffee, weekly massages and more.

Who you are

• A pre-penultimate university student, graduating in 2028 who are studying a bachelor's or master's degree

• An inquisitive thinker, with a passion for quantitative problems and working in collaborative, dynamic environments.

• Holds superior quantitative and logical reasoning skills, and enjoys working on an array of problems, with a strong focus on results.

• Excited to test yourself in one of the most dynamic areas of the financial market.

Applying for the program

Our Traders make trading decisions based on market conditions and other factors. They’re driven and have a flair for analytical problem solving. Check out Will’s ‘Day in the life’ story to learn more.

Ready to kickstart your career with Optiver? Apply for FutureFocus to ignite your potential today.

Diversity statement 

Optiver is committed to diversity and inclusion, and it is hardwired through every stage of our hiring process. We encourage applications from candidates from any and all backgrounds, and we welcome requests for reasonable adjustments during the process to ensure that you can best demonstrate your abilities.

Questions? Get in touch with our team at  Chinacareers@optiver.com.au

Privacy disclaimer

Optiver 重视个人信息的保护。请您在提供个人信息给我们之前，认真阅读Optiver China Privacy Notice, 了解我们如何收集及处理您的个人信息。

Personal information protection is of utmost importance to Optiver. Before you provide any personal information to us, we strongly urge you to read our Privacy Policy to acknowledge how we collect and process your personal information.

WHAT YOU’LL DO:

We look for an experienced quantitative researcher to join our options trading team. Key skillset requirements include:

• Formulate and improve data driven forecasts utilising our vast arrays of inhouse and external data
• Work closely with traders, who’ll directly use your results to inform their trading
• Work on complex mathematical and statistical problems related to volatility forecasts and optimisation
• Collaborate closely with other researchers both locally and regionally

WHO YOU ARE:

• Solid skills in working with big data and pipeline design; Strive to understand the business problem and apply the work to production
• Proficient and passionate about all things mathematics related, and comfortable with coding
• Ability to solve complex problems independently and able to utilise the resources available around
• Collaborate with stakeholders and lead complex discussions
• Communicate effectively and not afraid to challenge the status quo
• Past experience on either options data driven research or systematic trading in delta one space is preferred
• English speaking is a must

WHAT YOU’LL GET:

• The chance to work alongside best-in-class professionals
• Training, mentorship and personal development opportunities
• Competitive compensation package, office breakfast, lunch, snacks etc.
• Sponsored gym membership, sports and leisure activities, plus weekly in-house chair massages
• Regular social events, clubs and Friday afternoon drinks

DIVERSITY STATEMENT

Optiver is committed to diversity and inclusion, and it is hardwired through every stage of our hiring process. We encourage applications from candidates from any and all backgrounds, and we welcome requests for reasonable adjustments during the process to ensure that you can best demonstrate your abilities.

Questions? Get in touch with the recruitment team at careers@optiver.com.au.

PRIVACY DISCLAIMER

Optiver 重视个人信息的保护。请您在提供个人信息给我们之前，认真阅读Optiver China Privacy Notice, 了解我们如何收集及处理您的个人信息。

Personal information protection is of utmost importance to Optiver. Before you provide any personal information to us, we strongly urge you to read Optiver China Privacy Notice for acknowledging how we collect and process your personal information.

WHAT YOU'LL DO

As a Senior Portfolio Manager / Quantitative Researcher on our Shanghai team, you'll lead the development of systematic intraday strategies that capture opportunities from minute to hour horizons across a range of asset classes. You'll own the full research-to-production lifecycle and have direct impact on live trading performance. You can expect to:

• Lead alpha research: generate ideas, discover signals, and decide what's worth pursuing at intraday horizons
• Build and validate models: design predictive models tailored to intraday dynamics and ensure robustness through rigorous backtesting
• Construct portfolios: combine signals, manage intraday risk exposures, and optimise for costs, turnover and capacity
• Drive production & execution: own performance end-to-end and ensure strategies are tradable and aligned with real market microstructure

WHO YOU ARE

We expect someone who is a driven, passionate and collaborative researcher with a strong track record in systematic intraday trading. To succeed in this role, you'll need:

• 3+ years of experience in quantitative research or trading, preferably at a proprietary trading firm, with solid production results in live intraday strategies
• A strong research mindset, and a proven ability to generate original ideas and take them from concept to production
• Programming experience in languages such as Python, Java or C++, and experience working with large-scale datasets and data pipelines
• A quick-learning, team-oriented and open-minded attitude, with a continuous improvement mindset and drive to succeed

WHAT YOU'LL GET

• The chance to work alongside diverse and intelligent peers in a rewarding environment
• Competitive remuneration including an attractive bonus structure and additional leave entitlements
• Training, mentorship and personal development opportunities
• Daily office breakfast, lunch, snacks etc.
• Sponsored gym membership, sports and leisure activities, plus weekly in-house chair massages
• Regular social events, clubs and Friday afternoon drinks

DIVERSITY STATEMENT

Optiver is committed to diversity and inclusion, and it is hardwired through every stage of our hiring process. We encourage applications from candidates from any and all backgrounds, and we welcome requests for reasonable adjustments during the process to ensure that you can best demonstrate your abilities.

Questions? Get in touch with the recruitment team at careers@optiver.com.au.

PRIVACY DISCLAIMER

Optiver 重视个人信息的保护。请您在提供个人信息给我们之前，认真阅读Optiver China Privacy Notice, 了解我们如何收集及处理您的个人信息。

Personal information protection is of utmost importance to Optiver. Before you provide any personal information to us, we strongly urge you to read Optiver China Privacy Notice for acknowledging how we collect and process your personal information.

WHAT YOU’LL DO

We are looking for a Senior Quantitative Researcher with deep expertise in Delta One equities trading to join our Shanghai team. In this role, you will own the full lifecycle of systematic trading strategies and directly impact trading performance in live markets. You can expect to:

• Lead alpha research: define ideas, discover signals, and decide what’s worth pursuing
• Build and validate models: develop predictive models and ensure they are robust through rigorous backtesting
• Construct portfolios: combine signals, manage risk exposures, and optimize for costs and capacity
• Drive production & execution: own the team performance ensure strategies are implemented, tradable, and aligned with real market conditions

WHO YOU ARE

You are a highly driven and collaborative researcher with a strong track record in systematic equity trading and a passion for solving complex problems in fast-moving markets.

Additionally, as part of our team you’ll need:

• 5+ years of experience in quantitative research or trading within equity markets
• A strong research mindset, with hands-on experience applying machine learning / deep learning techniques to financial data
• Proven ability to generate original ideas and take them from concept to production
• Experience working with large-scale datasets and data pipelines

WHAT YOU’LL GET

• The chance to work alongside best-in-class professionals
• Training, mentorship and personal development opportunities
• Daily office breakfast, lunch, snacks etc.
• Sponsored gym membership, sports and leisure activities, plus weekly in-house chair massages
• Regular social events, clubs and Friday afternoon drinks

DIVERSITY STATEMENT

Optiver is committed to diversity and inclusion, and it is hardwired through every stage of our hiring process. We encourage applications from candidates from any and all backgrounds, and we welcome requests for reasonable adjustments during the process to ensure that you can best demonstrate your abilities.

Questions? Get in touch with the recruitment team at careers@optiver.com.au.

PRIVACY DISCLAIMER

Optiver 重视个人信息的保护。请您在提供个人信息给我们之前，认真阅读Optiver China Privacy Notice, 了解我们如何收集及处理您的个人信息。

Personal information protection is of utmost importance to Optiver. Before you provide any personal information to us, we strongly urge you to read Optiver China Privacy Notice for acknowledging how we collect and process your personal information.

WHAT YOU’LL DO

We look for a senior quantitative researcher who has expertise in Delta One derivatives quant trading. You will be working on complex, high impact projects that will have immediate feedback. As the key member of Optiver Shanghai’s trading team, you can expect to:

• Take the lead in developing new strategies for and delivering improvements to the trading system, in the pricing, modelling and execution domains, leveraging our mature tech stack
• Collaborate with peers to conduct and review research
• Participate in strategic discussions to set the direction of the business

WHO YOU ARE

Our success has been founded on the collaborative nature of how we operate. We look for people who thrive in team environments, love to be challenged daily and are intuitively strong.

Additionally, as part of our team you’ll need:

• 3+ years experience in quant trading, on a desk that has been at or near the market dominant position
• Hands-on, on top of all the implementation details of current strategies and has the capability to implement the solution end-to-end with some support
• Experience in computationally intensive research
• Quick learner, driven, team player, open minded and eager for success
• Strong analytical and mathematical skills
• Programming experience in Python or C++

WHAT YOU’LL GET

• The chance to work alongside best-in-class professionals
• Training, mentorship and personal development opportunities
• Daily office breakfast, lunch, snacks etc.
• Sponsored gym membership, sports and leisure activities, plus weekly in-house chair massages
• Regular social events, clubs and Friday afternoon drinks

DIVERSITY STATEMENT

Optiver is committed to diversity and inclusion, and it is hardwired through every stage of our hiring process. We encourage applications from candidates from any and all backgrounds, and we welcome requests for reasonable adjustments during the process to ensure that you can best demonstrate your abilities.

Questions? Get in touch with the recruitment team at careers@optiver.com.au.

PRIVACY DISCLAIMER

Optiver 重视个人信息的保护。请您在提供个人信息给我们之前，认真阅读Optiver China Privacy Notice, 了解我们如何收集及处理您的个人信息。

Personal information protection is of utmost importance to Optiver. Before you provide any personal information to us, we strongly urge you to read Optiver China Privacy Notice for acknowledging how we collect and process your personal information.

WHAT YOU’LL DO

As a Senior Portfolio Manager or Quantitative Researcher on our Equity MFS (Medium Frequency Statistical arbitrage) team, you’ll jointly lead the effort to build Optiver Shanghai’s proprietary equity MFS strategy. In addition, you’ll:

• Be hands-on, and responsible for the end-to-end implementation of our current strategy, with some support
• Have experience specialising in Equity Statistical Arbitrage strategies that predict horizons from intraday to couple of days
• Have experience in computationally intensive research

WHO YOU ARE

To succeed in this role, you’ll need to have the below skills and experience.

• 3+ years of experience on a successful equities trading team, preferably a proprietary trading firm
• An educational background in Statistics, Mathematics, Engineering, Computer Science, or similar
• Strong analytical and mathematical skills
• Programming experience in languages such as Python, Java and C++ is a strong plus
• Quick learner, driven, team player, open minded and eager for success
• Collaborative attitude and continuous improvement mindset

WHAT YOU’LL GET

• The chance to work alongside diverse and intelligent peers in a rewarding environment
• Competitive remuneration including an attractive bonus structure and additional leave entitlements
• Training, mentorship and personal development opportunities
• Daily breakfast, lunch and snacks
• Gym membership, sports and leisure activities, plus weekly in-house chair massages
• Regular social events, clubs and Friday afternoon drinks.

DIVERSITY STATEMENT

Optiver is committed to diversity and inclusion, and it is hardwired through every stage of our hiring process. We encourage applications from candidates from any and all backgrounds, and we welcome requests for reasonable adjustments during the process to ensure that you can best demonstrate your abilities.

Questions? Get in touch with the recruitment team at careers@optiver.com.au.

PRIVACY DISCLAIMER

Optiver 重视个人信息的保护。请您在提供个人信息给我们之前，认真阅读Optiver China Privacy Notice, 了解我们如何收集及处理您的个人信息。

Personal information protection is of utmost importance to Optiver. Before you provide any personal information to us, we strongly urge you to read Optiver China Privacy Notice for acknowledging how we collect and process your personal information.

WHAT YOU’LL DO:
As a data scientist in our options market making team, you will play a key role in improving our trading strategies through rigorous data-driven analysis. You’ll take a scientific approach to understanding how our systems perform in live markets—developing hypotheses, building experiments, and using advanced analytics to uncover opportunities for improvement.
You’ll work with large-scale production trading data to identify patterns, test ideas, and evaluate strategic changes. This may include leveraging statistical modeling, machine learning techniques, and other quantitative methods to better understand market dynamics and strategy behavior.
You’ll collaborate closely with traders and engineers, but your work will be rooted in independent thinking, analytical rigor, and a strong focus on real-world impact.

WHO YOU ARE:

• Strong research skills with a scientific mindset and a passion for solving real-world problems with data.
• Proficient in Python for data analysis and prototyping; familiarity with C++ is a plus.
• Experience applying machine learning or statistical modeling techniques to complex systems or noisy data.
• Excellent critical thinking and attention to detail.
• Effective communicator who can challenge ideas constructively, explain reasoning clearly, and collaborate across teams.
• Prior experience in trading or financial markets is a plus, but not required.

Diversity Statement

Optiver is committed to diversity and inclusion. We encourage applications from candidates of all backgrounds, and welcome requests for reasonable adjustments during the process.

Privacy Disclaimer

Optiver 重视个人信息的保护。请您在提供个人信息给我们之前，认真阅读Optiver China Privacy Notice, 了解我们如何收集及处理您的个人信息。

Personal information protection is of utmost importance to Optiver. Before you provide any personal information to us, we strongly urge you to read our Privacy Policy to acknowledge how we collect and process your personal information.

WHAT YOU’LL DO:

• Explore, ingest, process and analyze diverse and alternative data sources
• Collaborate directly with traders and analysts on signal ideas, commodity research, and market intuition. Work with traders and analysts to develop, backtest and productionize trading signals
• Build and maintain data pipelines and analytics dashboards for various data sources
• Leverage AI technology, work with developers to improve the team's research pipelines and tools

WHO YOU ARE:

• Degree in a quantitative discipline (Mathematics, Statistics, Computer Science, Physics, Engineering, or Finance)
• Strong team player and communication skills
• 0-3 years of experience in quantitative research, data science, or a related field
• Strong Python proficiency
• Passion in AI and proved track record of leveraging AI to improve work quality
• Demonstrated ability to learn new domains quickly
• Familiar with operating systems

WHAT YOU’LL GET:

• The chance to work alongside best-in-class professionals
• Training, mentorship and personal development opportunities
• Competitive compensation package, office breakfast, lunch, snacks etc.
• Sponsored gym membership, sports and leisure activities, plus weekly in-house chair massages
• Regular social events, clubs and Friday afternoon drinks

DIVERSITY STATEMENT

Optiver is committed to diversity and inclusion, and it is hardwired through every stage of our hiring process. We encourage applications from candidates from any and all backgrounds, and we welcome requests for reasonable adjustments during the process to ensure that you can best demonstrate your abilities.

Questions? Get in touch with the recruitment team at careers@optiver.com.au.

PRIVACY DISCLAIMER

Optiver 重视个人信息的保护。请您在提供个人信息给我们之前，认真阅读Optiver China Privacy Notice, 了解我们如何收集及处理您的个人信息。

Personal information protection is of utmost importance to Optiver. Before you provide any personal information to us, we strongly urge you to read Optiver China Privacy Notice for acknowledging how we collect and process your personal information.

Ready to accelerate your growth in one of the most fascinating and dynamic industries? Our Research Summer Internship program will give you real insights into how data and research is used to improve global financial markets. Expand your knowledge of the financial markets and solve challenging problems that could impact the way we trade. Plus, if you’ve excelled over the summer and shown us your potential, you could receive an offer to join us as a graduate quantitative researcher.

With Optiver’s internship program, your work improving the market starts today.

Who we are:

Optiver is a global market maker founded in Amsterdam, with offices in London, Chicago, Austin, New York, Sydney, Shanghai, Hong Kong, Singapore, Taipei and Mumbai. Established in 1986, today we are a leading liquidity provider, with close to 2,000 employees in offices around the world, united in our commitment to improve the market through competitive pricing, execution and risk management. By providing liquidity on multiple exchanges across the world in various financial instruments we participate in the safeguarding of healthy and efficient markets. We provide liquidity to financial markets using our own capital, at our own risk, trading a wide range of products: listed derivatives, cash equities, ETFs, bonds and foreign currencies.

Since its establishment in 2012, our Shanghai office is a rapidly growing participant in the Chinese markets, trading exchange-listed futures, options and equities in China mainland. Our vision is to become the trusted partner in the development of Chinese financial markets. With the culture of a start-up but the backing of a 35+ year-old trading firm, the Optiver Shanghai office is truly unique. Everyone who joins us will help shape the future of our company and its global impact. Get ready: we are only just beginning. 

What you’ll do:

As a Quantitative Research Intern, you’ll work with our researchers and traders on real-life research projects, that directly impact the way we trade. Our quantitative researchers are responsible for the accuracy of our core pricing models. They work closely with our traders to analyse and improve all facets of our trading strategies.

As part of the internship, you’ll get to:

• Perform extensive analysis in order to implement new algorithms that support and improve our existing models.
• Develop risk management and portfolio optimisation tools to improve our execution algorithm.
• Work with petabytes of low latency, high-frequency market data sets.
• Collaborate with our developers to test and drive changes to our trading system, that will improve our ability to make successful trades.
• Keep up to date on the latest development of new models and technologies
• No previous experience in trading or financial markets? You bring the passion and we'll have the training to support you along the way 

Who you are:

• PhD student, who will graduate during 2028.
• Major in a highly quantitative field.
• Strong knowledge of probability and statistics, experience in machine learning and time-series analysis is a big plus.
• Programming experience in any language (C, C++, Python, JAVA, etc.), ideally with a preference towards Python.
• Ability to carry a project on your own in a structured way within a short timeframe.
• Experience in working with large datasets.
• Both a self-motivated contributor and a team player, with an entrepreneurial attitude and hunger for success.
• Interest in the trading/quantitative finance industry.

What you’ll get:

• The chance to work alongside diverse and intelligent peers in a rewarding environment.
• Competitive remuneration, including an attractive bonus structure and additional leave entitlements.
• Training, mentorship and personal development opportunities.
• Daily breakfast, lunch and snacks.
• Gym membership, sports and leisure activities, plus weekly in-house chair massages.
• Regular social events, clubs and Friday afternoon drinks.

Diversity statement:

Optiver is committed to diversity and inclusion, and it is hardwired through every stage of our hiring process. We encourage applications from candidates from any and all backgrounds, and we welcome requests for reasonable adjustments during the process to ensure that you can best demonstrate your abilities. 

Questions? Check out our internship and graduate FAQs or get in touch with the team at chinacareers@optiver.com.au.

How to apply:

If you’re interested in taking your career to the next level and work on one of the most exciting trading floors in China mainland, apply now via the form below. 

While we love how bilingual our teams are, be sure to submit the below application materials in English:

• Resume
• Academic transcripts, including Bachelors and Masters and PhD if any

For any other inquiries, please email chinacareers@optiver.com.au.

Privacy disclaimer:

Optiver 重视个人信息的保护。请您在提供个人信息给我们之前，认真阅读Optiver China Privacy Notice, 了解我们如何收集及处理您的个人信息。

Personal information protection is of utmost importance to Optiver. Before you provide any personal information to us, we strongly urge you to read our Privacy Policy to acknowledge how we collect and process your personal information.

Ready to kickstart your career in one of the world's leading tech-driven trading firms?

Join FutureFocus, our immersive five-day program designed to ignite your potential as a future developer, trader or researcher at Optiver.

Dive into the fundamentals of trading, gain unique insights into Optiver’s cutting-edge trading systems and build the key skills that our developers, traders and researchers use every day.

Plus, if you've excelled in the program, you could receive a direct offer for our 2027 Summer Internship Program.

• Eligible for pre-penultimate university students (graduating in 2028), who are studying a bachelor's or master's degree

• Program dates:

Option 1: June 29, 2026 to July 3, 2026

Option 2: September 7, 2026 to September 11, 2026

• Where: Shanghai, details to be announced

*Note: If you reside outside of Shanghai, Optiver will cover your travel and accommodation costs.

What you'll do

Led by ex-traders and ex-engineers, our renowned in-house education team will guide you through the intricacies of market making. You will be immersed in a mix of hands-on and classroom learning, empowering you to thrive in the world of trading and technology.

As part of the FutureFocus program, you’ll have the opportunity to:

• Kickstart your journey as a developer and explore our tech career pathways. Discover the cutting-edge techniques that keep us at the forefront of the global financial markets and see our world-class trading systems in action.

• Learn the core fundamentals of trading and build trading strategies for deployment in a virtual market.

• Connect with recent graduates and hear their personal experiences.

• Receive mentorship and support from our in-house trainers and senior developers, who are committed to ensuring you have the guidance and support needed to succeed.

• Experience Optiver's culture and enjoy our incredible perks, including daily breakfast, lunch and coffee, weekly massages and more.

Who You Are

• A pre-penultimate university student, graduating in 2028. Major in computer science or software engineering related.

• An inquisitive thinker, with a passion for quantitative problems and working in collaborative, dynamic environments.

• Holds superior quantitative and logical reasoning skills, and enjoys working on an array of problems, with a strong focus on results.

• Excited to test yourself in one of the most dynamic areas of the financial market.

Applying for the program

Our Software Developers play a critical role in executing successful trades. Driven by the desire to find the simplest solutions to the most complex problems, they design and build high performance systems that solve real business problems. Check out Brenda’s ‘Day in the Life’ story to learn more.

Ready to kickstart your career with Optiver? Apply for FutureFocus to ignite your potential today.

Optiver is committed to diversity and inclusion, and it is hardwired through every stage of our hiring process. We encourage applications from candidates from any and all backgrounds, and we welcome requests for reasonable adjustments during the process to ensure that you can best demonstrate your abilities.

Questions? Get in touch with our team at chinacareers@optiver.com.au.  

Privacy disclaimer

Optiver 重视个人信息的保护。请您在提供个人信息给我们之前，认真阅读Optiver China Privacy Notice, 了解我们如何收集及处理您的个人信息。

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关于我们

安贤投资（AXQ Capital）致力于以严谨的量化研究与先进的信息技术驱动投资。我们打造科学高效的量化研究框架，构建多市场多策略投资体系。策略布局覆盖全球股票统计套利、A股指数增强、CTA、股票日内、期货高频等领域，在全球市场部署运行，覆盖多个地区、资产类别及交易周期。自2018年成立以来，安贤持续为海内外投资者创造长期稳健的投资回报，资产管理规模稳步增长。公司在北京、上海、香港、纽约设有办公室，为国内员工提供海外交流与培训机会。

岗位职责

作为资深量化开发工程师（Senior Quantitative Developer），您将研究团队共同合作，为策略研究、系统化交易和风险管理等领域提供解决方案，例如：

• 设计和维护全球多市场接入，设计跨地域多资产类别的数据、投研、回测和交易系统
• 设计和维护事件驱动的高频回测与模拟交易框架，保证研究、回测与生产环境在数据语义与时间模型上的一致性，加速策略迭代与上线
• 设计和迭代订单管理、执行算法与实时风控系统，兼顾系统效率、正确性和稳定性

岗位要求

• 拥有 5 年以上软件工程经验，或 3 年以上量化投资及相关领域的开发经验
• 国内外知名院校计算机科学、自然科学、工程或金融数学等相关专业本科及以上学历
• 扎实的编程能力与计算机基础，精通至少一门静态编程语言（C++/Rust/Go），熟练使用 Python
• 熟悉 Linux 系统编程、网络与并发
• 具有良好的工程习惯和出色的沟通能力
• 具有解决新问题的勇气、热情和能力
• 具有强烈的责任感

加分项

• 有跨市场、多资产或多策略生产交易系统的端到端经验
• 有团队管理或技术负责人经验
• 熟练使用 AI 辅助编程工具（如 Claude Code、Cursor、Codex等）

Scopely is looking for a Director of Product to join an unannounced title working with External Development in our Shanghai office on a hybrid basis.

At Scopely, we care deeply about what we do and want to inspire play, every day - whether in our work environments alongside our talented colleagues, or through our deep connections with our communities of players. We are a global team of game lovers who are developing, publishing and innovating the mobile games industry, connecting millions of people around the world daily. 

We are in the early stages of development on an ambitious, unannounced AAA mobile game, and we’re assembling a team of passionate game makers to craft unforgettable environments and immersive adventures that players will love.

What You Will Do

You will be responsible for developing product strategy for a portion of Scopely’s new game development portfolio to help us have the best chance of a breakout success. You will need to work with our User Insights team, and do qualitative and quantitative analysis on the market/competitive set to form a strong Point of View on where the products of opportunities and threats are. You will then work with our internal game teams to guide them toward the best commercial outcomes and help them answer commercial viability questions during the Greenlight process. You will also have the opportunity to partner with our corporate development team to find the right talent/product mix to add to our slate based on the product strategies you develop. In some cases, you will help the team to form the free-to-play live and monetization strategies during the meta game design phase of the project.

• Work closely with stakeholders and partners worldwide to comprehend market demand, user needs, and competition in order to create a product that fulfills customer expectations
• Analyze Western and Eastern user behavior to derive insights and concepts, and then translate them into product features
• Develop and articulate product strategies aligned with business goals and market potential
• Determine clear product roadmaps and priorities
• Understand the variances in Western and Chinese product development and navigate the challenges
• Set Beta / Soft Launch / Launch KPI’s for the game during development and testing phase
• Business intelligence analysis
• Competitor’s products tear-down/de-construction
• Lead product and data analytics to comprehend competitor set KPIs
• Market insight analysis on game genres, user behaviors, and UA trends
• Monitor the global trend of the Chinese gaming industry in terms of both development and publishing
• Prepare professional decks for executive-level reporting
• Collaborate with the research team, assist the studio in understanding the gameplay behavior of western users, and translate the product requirements into implementation

What We’re Looking For

• A combination of strong quantitative skills, research capabilities, and F2P/Live operations understanding
• Expert in comp analysis and the ability to quantify what excellence looks like in design/live operations
• Expert in modeling P&L from individual product KPI’s
• Be passionate about game development
• Strong analytics mindset and capability desired
• 5+ years of experience in product strategy or development-related projects on F2P titles in live operations environment
• Track record in successfully influencing product strategy with the game teams
• User research/consultative/analytical background preferred

Please submit your CV in English.

At Scopely, we create games for everyone - and want to ensure that the people behind our games reflect that!   We are committed to creating a diverse, supportive work environment where everyone is treated with respect. We are committed to providing equal employment opportunities and welcome individuals from all backgrounds to join us & embrace the adventure!

About Us 

Artefact is the next generation end-to-end data service company, with a focus on consulting and marketing, that helps organisations transform data into value and business impact.  

Our broad range of data-driven solutions in data consulting and digital marketing are designed to meet our clients’ specific needs, always conceived with a business-centric approach and delivered with tangible results.  

We have 2000+  employees across 36 offices who are focused on accelerating digital transformation. Thanks to a unique mix of company assets: State of the art data technologies, lean AI agile methodologies for fast delivery, and cohesive teams of the finest business consultants, data analysts, data scientists, data engineers, and digital experts, all dedicated to bringing extra value to every client. 

About The Role  

Key Responsibilities 

As a Data Scientist Intern, your role will encompass: 

• Apply machine learning algorithm to solve business problem 
• Develop and industrialize AI model with cloud service  
• Conduct quantitative and qualitative analyses of clients’ data to generate actionable insight 
• Securing delivery on your projects 
• Communicating your work and achievements among the team 
• Working closely with your Consulting counterpart to build and maintain strong relationships with your clients and best understand their needs 
• Ensuring that your solutions are bringing value to the client 
• Being a good team player, knowing your role and responsibility in the global ambition 

What we are looking for 

• Currently pursuing a BA/BS or MA/MS in machine learning, mathematics, computer science, or related fields ( statistics, business analytics, engineering, economics, or a related field) from an accredited college or university. 
• Experience (internship, school project, Junior Enterprise, etc.) in consulting and/or data ecosystem would be a plus. 
• Good understanding of the digital and data ecosystem and its technologies: machine learning, business analytics, data warehouse(lake), programmatic, DataViz and etc.  
• Having knowledge on cloud services (AWS, Azure, GCP, AliCloud) and Martech(CDP, DMP) would be a plus. 
• Intellectual curiosity, along with excellent problem-solving skill, including the ability to disaggregate issues, identify root causes, and recommend solutions 
• With a practical and analytical mindset, you will be passionate about the creation of bespoke solutions for our clients 
• Good Communication skills 
• Ideal candidates should be passionate about using business acumen along with big data and analytics to address real-world problems and drive significant change. 

SH office address : The Roof, Building D, 2nd Floor, No. 458 Madang Road, Huangpu Shanghai 

Our Belief 

We believe data is changing the world, and it’s just the beginning. We want this to be done in the right way, with transparency and ethics. This is the only way to create sustainable impact for business and society. 

Our Mission 

We are on a mission to build the next generation of data leaders who:   

Fully capture the power of data & digital to deliver business value;

Bring understanding, trust & transparency of data into our society. 

Our Values 

• Collaboration : People of different background and expertise working closely together; 
• Trust & Transparency: Dealing with data topics with integrity and ethics; Realistic and honest with our capabilities and limitations; 
• Innovation: Always working on the most trendy and new topics on data and digital; Always on top of the new ways of using data; 
• Action: We would rather do than to tell what to do; Has a “building the plane while flying” agile mentality. 

Our Unique Attributes 

• We bring great value to business and create a better society with the understanding, transparency and ethical use of data ; 
• We build the next generation of data leaders ; 
• We disrupt the market : 
• Data Native - Born with data and defining data ; 
• ART + SCIENCE - Mixture of talents in ART (Creative, Planning, Media, Consumer Engagement) and SCIENCE (Data Consulting, Data Science, Data Engineer) ;  
• One P&L - Integrated & collaborative, with all chapters working toward the same goal ;
• End to End - Capabilities from Strategize to Build to Run. 

Visit our website at www.artefact.com or follow us on WeChat. 

Who we are

At ACT Commodities we trade environmental products and help our clients reach their environmental and sustainability objectives through trading products such as carbon offsets, environmental certificates, biofuels and many others. We do this by utilizing our knowledge and network. We are a young-minded company with 400+ ambitious people from all over the world, all working in an open environment where no day is the same.

About the Role

We are seeking a highly motivated and analytical Business Commercial Intern to join our S&W team. This internship offers an exciting opportunity to support strategic initiatives by identifying and assessing environmental product trends and business opportunities across the Asia-Pacific (APAC) region.

As part of the team, you will gain practical exposure to a fast-growing and dynamic sector, supporting the trading team in the registration and onboarding of environmental assets and conducting targeted market research to guide commercial and regional decision-making. You’ll learn how environmental commodities are structured, tracked, and traded, while contributing insights that help strengthen the company’s market position.

Key Responsibilities

• Support the trading team in the end-to-end process of registering and onboarding environmental assets across various registries.
• Maintain accurate documentation and ensure compliance with registry requirements and internal controls.
• Conduct qualitative and quantitative market research on environmental commodities, regulatory developments, and emerging market opportunities in APAC.
• Assist in gathering, organizing, and analyzing data from public databases, industry reports, and proprietary sources.
• Prepare concise market updates, asset summaries, and internal briefing materials for commercial and trading stakeholders.
• Collaborate with internal stakeholders to support ad hoc market research.

公司介绍

在 ACT Commodities，我们从事环境产品交易，并通过交易碳抵消、环境证书、生物燃料等多种产品，帮助客户实现其环境与可持续发展目标。我们通过自身的专业知识和广泛的网络来实现这一点。公司拥有超过400名来自世界各地、充满抱负的员工，秉持年轻化的企业文化，在一个开放且充满活力的环境中工作，每一天都充满变化。

岗位介绍

我们正在寻找一位积极主动、具备分析能力的商业实习生（Business Commercial Intern）加入我们的 S&W 团队。该实习机会将为您提供一个参与战略项目的良好平台，主要负责在亚太地区（APAC）识别和评估环境产品趋势及商业机会。

作为团队的一员，您将有机会接触一个快速发展且充满活力的行业，支持交易团队完成环境资产的注册及上线流程，并开展有针对性的市场研究，为商业及区域决策提供支持。您将学习环境大宗商品的结构、追踪及交易方式，同时通过提供洞察来增强公司的市场竞争力。

主要职责

• 协助交易团队完成各类环境资产在不同注册机构中的全流程注册及上线工作
• 维护准确的文件记录，并确保符合注册机构要求及公司内部控制规范
• 针对亚太地区的环境大宗商品、政策法规发展及新兴市场机会开展定性与定量市场研究
• 协助收集、整理并分析来自公共数据库、行业报告及内部数据来源的信息
• 准备简明的市场更新、资产总结及内部汇报材料，供商业及交易团队参考
• 与内部相关团队协作，支持临时性的市场研究需求

Jump Trading Group is committed to world class research. We empower exceptional talents in Mathematics, Physics, and Computer Science to seek scientific boundaries, push through them, and apply cutting edge research to global financial markets. Our culture is unique. Constant innovation requires fearlessness, creativity, intellectual honesty, and a relentless competitive streak. We believe in winning together and unlocking unique individual talent by incenting collaboration and mutual respect. At Jump, research outcomes drive more than superior risk adjusted returns. We design, develop, and deploy technologies that change our world, fund start-ups across industries, and partner with leading global research organizations and universities to solve problems.

We're looking for an experienced, detail-oriented Risk Associate to join our global team. This unique position is ideal for candidates with strong risk management skills, technical proficiency, and a readiness to contribute to the operational flow of global trading. You will be immersed in both risk management and post-trade operations, gaining broad exposure and playing a key part in the reliability and safety of our trading activity. 

This is a 4-day workweek role, with one weekend day (Saturday or Sunday) as part of your schedule. During onboarding and training, you’ll initially work a standard Monday–Friday week before transitioning to the 4-day schedule (Wednesday–Saturday or Sunday–Wednesday). Candidates must be comfortable with and prepared for this arrangement. Flexibility and reliability to support weekend trading are essential to success in this role. 

What You’ll Do: 

• Participate in daily and real-time risk monitoring across asset classes, helping to identify, assess, and address risk exposures related to trading activities 
• Use and develop your Python, SQL, and Excel skills to analyze large datasets, automate reporting, and support projects related to market risk (such as VaR, factor models, and portfolio analytics) 
• Work closely with trading, technology, treasury, clearing, and compliance teams around the globe. 
• Support daily clearing activities including trade reconciliation, resolving breaks, and ensuring smooth post-trade workflows across various products and venues 
• Suggest enhancements to workflows and documentation, actively build your expertise, and contribute to team projects focused on continuous improvement 
• Other duties as assigned or needed  

Skills You’ll Need: 

• 5+ years of relevant risk management, trading, or financial operations experience, ideally at a trading firm, hedge fund, asset manager, or investment bank 
• Hands-on familiarity with at least one major asset class (Equities, Treasuries, Futures, FX, or Options); willingness to expand your multi-asset risk expertise 
• Strong proficiency in Excel (using pivot tables, v-lookups, etc.); experience with Python (including libraries such as Pandas, NumPy, SciPy) and SQL is highly valued 
• Comfort with analyzing financial data (daily or intraday) and building tools for automation or reporting 
• Effective communicator, able to explain technical and financial concepts clearly to a variety of audiences 
• Self-motivated, proactive, and able to learn quickly on the job 
• Bachelor’s degree in a quantitative, technical, or business field 
• Reliable and predictable availability 

Bonus Points: 

• Experience with post-trade clearing systems or break resolution 
• Familiarity with risk modeling or analytics (such as VaR, factor models, or portfolio analysis) 
• Experience with Linux/Unix environments or in 24/7 trading operations 

Riot Games was established in 2006 by entrepreneurial gamers who believe that player-focused game development can result in genre-defining games. Back in 2009, that vision gave birth to our debut title League of Legends, which achieved critical acclaim among players and became the most played PC game in the world. We are honored to serve over 100 million players worldwide every month. 

We’re looking for humble but ambitious, razor-sharp professionals who can teach us a thing or two. We promise to return the favor. We embrace those who see things differently, aren’t afraid to experiment, and who have a healthy disregard for constraints. As a Rioter in Team China, you'll join a team of culturally diverse professionals that share our prioritization of player experience, rejection of convention and maniacal passion for gaming.  

The Product Management function in VAL China Publishing, is responsible for representing the best player’s in-game experience in China. The team will support VAL Mobile to make rightful product related decisions across Engagement and Monetization, to not only ensure a satisfying game experience to players, but also a long-term sustainable business for Riot Games. You will work closely with our regional publisher, and global teams across many craft and functions. From monitoring/analyzing game performance, to ensuring a smooth live-service experience, to managing daily business operation decisions, and to explore new product features/opportunities. You will get deeply involved in every aspect of player experience in the game.

As a Publishing Product Manager on the VAL Publishing team, you will need strong critical/structural thinking, superb understanding of the local mobile industry, and deep understanding of VALORANT. You need the ability to see through ambiguous market dynamics and player behavior, rightfully define the root cause of problem or opportunity for growth, and drive the thinking behind player experience oriented local event content optimization through publishing capabilities. You will report directly to the Mobile Publishing Product Management lead in China.

Responsibilities:

• Responsible for in-game event experience through close collaboration with VAL regional and global team, and local publishers.
• Responsible for in-game asset resource management. Design and run a healthy and sustainable asset distribution program to effectively control the in-game and out-of-game asset usage.
• Identify local key publishing moments to deliver various in-game and out-of-game events and rewards contents. Leverage moments and thematic contents to drive gaming activity growth and player sentiments.
• Work closely with the monetization, product and insights team in applying quantitative/qualitative research methods, generating local player research reports, and forecasting future business performance.
• Provide timely business insights and performance updates to China and global leadership.

Required Qualifications: 

• Bachelor’s degree and 3-5+ years of professional experience in game operations, event operations, monetization operations.
• Strong data analytic skill with good product sense and critical thinking skill
• Fluent in Chinese and English, and can drive collaboration across language and culture 
• Strong cross team communication and in building trust with stakeholder
• Willingness to travel frequently

Desired Qualifications:

• Deep experience of Valorant and other FPS games & competitive titles
• Good project management mindset, could work with different teams & stakeholders with multi-tasks ability and good communication skills
• You have a big picture understanding of game development and game publishing, knowing how each team and each workflow should work together to deliver gaming contents
• You have a product design mindset, you care about how the gaming contents you design will deliver the best user experience to players

Employment Type: employment contract with FESCO Adecco, a professional personnel company in China.

Jump Trading Group is committed to world class research. We empower exceptional talents in Mathematics, Physics, and Computer Science to seek scientific boundaries, push through them, and apply cutting edge research to global financial markets. Our culture is unique. Constant innovation requires fearlessness, creativity, intellectual honesty, and a relentless competitive streak. We believe in winning together and unlocking unique individual talent by incentivizing collaboration and mutual respect. At Jump, research outcomes drive more than superior risk adjusted returns. We design, develop, and deploy technologies that change our world, fund start-ups across industries, and partner with leading global research organizations and universities to solve problems.

We’re expanding our successful global equity stat arb business with the build out of a new team of quantitative researchers focused on developing mixed-frequency (low/mid) strategies based out of Hong Kong. This team will leverage new and differentiated approaches to research and will be comprised with top talent across the fields of Quantitative Research, ML/LLM & Engineering.

What You'll Do: 

Quantitative Researchers collect and analyze tens of thousands of data sets, identify patterns and extract insights into the complexities in global financial markets. Researchers lean heavily on statistical analysis, machine learning, and data engineering skills; applying the results of their research to forecasts and predictive trading models. Jump’s Quantitative Researchers are constantly collaborating with other scientists, traders, hardware and software developers, and market facing business teams to push for the best expression of our new ideas.

Skills You'll Need:

• Creative thinkers who are driven, self-motivated, and eager to solve challenging problems

• Proven experience developing successful quantitative trading strategies is highly preferred, though not required

• Demonstrable experience leveraging forecasting and machine learning techniques, such as linear regression analysis, neural networks or other state-of-the-arts models

• Bachelor, Masters or PhD in Computer Science, Statistics, Physics, Mathematics (or related subject)

• Strong programming skills in C++/python in a Linux environment 

• Desire to work within a collaborative, team-driven, fast-paced environment

About the Company:

AlphaGrep is a quantitative trading and investment firm founded in 2010. We are one of the largest firms by trading volume on Indian exchanges and have significant market shares on several large global exchanges as well. We use a disciplined and systematic quantitative approach to identify factors that consistently generate alpha. These factors are then coupled with our proprietary ultra-low latency trading systems and robust risk management to develop trading strategies across asset classes (equities, commodities, currencies, fixed income) that trade on global exchanges.

Responsibilities:

AlphaGrep Securities seeks a Software Developer who will be part of our infrastructure development group based in Shanghai and help them design in – house trading applications which are robust and extremely fast. 

• Design, develop and test proprietary software. Examples include:
  • Trading strategy simulation software optimized for distributed computation
  • Large scale data acquisition, storage, accessibility, and visualization
  • Real time trade management and risk analysis
• Identify innovative solutions to complex problems and advocate for their implementation to your team by communicating your ideas in a clear and concise manner
• Collaborate with other software developers, quantitative traders and researchers in cross-functional team environments

Qualifications:

• 2+ years of hands-on Software Development experience in C++
• A strong understanding of object-oriented design, data structures and algorithms
• Brilliant problem-solving abilities
• Exposure to network programming (TCP/IP), multi‐threaded applications, computational intelligence and real‐time programming 
• A passion for new technologies and ideas
• The ability to manage multiple tasks in a fast-paced environment
• Strong communication skills
• A working knowledge of Linux/Unix

Why You Should Join Us:

• Great People. We're curious engineers, mathematicians, statisticians and like to have fun while achieving our goals
• Transparent Structure. Our employees know that we value their ideas and contributions
• Relaxed Environment. We have a flat organizational structure with frequent activities for all employees such as yearly offsites, happy hours, corporate sports teams, etc.
• Health & Wellness Programs. We believe that a balanced employee is more productive. A stocked kitchen, gym membership and generous vacation package are just some of the perks that we offer our employees

关于我们

安贤投资（AXQ Capital）致力于以严谨的量化研究与先进的信息技术驱动投资。我们打造科学高效的量化研究框架，构建多市场多策略投资体系。策略布局覆盖全球股票统计套利、A股指数增强、CTA、股票日内、期货高频等领域，在全球市场部署运行，覆盖多个地区、资产类别及交易周期。自2018年成立以来，安贤持续为海内外投资者创造长期稳健的投资回报，资产管理规模稳步增长。公司在北京、上海、香港、纽约设有办公室，为国内员工提供海外交流与培训机会。

岗位职责

作为资深量化研究员（Senior Quantitative Researcher），您将深入参与公司投资流程的多个核心环节，包括数据工程、策略开发、投资组合构建及风险管理。我们提供先进的研究与交易基础设施，并由经验丰富的量化投资经理提供指导，支持您推进策略从构想到实盘交易的全过程。您的主要职责包括：

• 运用概率统计、机器学习等方法，开发并优化量化交易策略
• 跟踪和分析策略表现，提出改进建议并主导策略迭代
• 搭建或优化策略研究框架，提升研发效率与策略迭代速度
  
  

岗位要求

• 至少3年海内外股票或期货市场量化策略研发的工作经验，有实盘运行的策略
• 国内外知名高校本科及以上学历，有扎实的数理统计基础，熟悉alpha research和投资组合管理
• 对量化充满热情，善于钻研，能够独立推动项目落地并对结果负责
• 抗压能力强，具备良好的沟通能力和团队协作精神
• 有志于通过PM Track的实践成长，独立管理投资组合和团队

关于我们

安贤投资（AXQ Capital）致力于以严谨的量化研究与先进的信息技术驱动投资。我们打造科学高效的量化研究框架，构建多市场多策略投资体系。策略布局覆盖全球股票统计套利、A股指数增强、CTA、股票日内、期货高频等领域，在全球市场部署运行，覆盖多个地区、资产类别及交易周期。自2018年成立以来，安贤持续为海内外投资者创造长期稳健的投资回报，资产管理规模稳步增长。公司在北京、上海、香港、纽约设有办公室，为国内员工提供海外交流与培训机会。

岗位职责

作为量化研究员（Quantitative Researcher），您将深入参与公司投资流程的多个核心环节，包括数据工程、策略开发、投资组合构建及风险管理。我们提供先进的研究与交易基础设施，并由经验丰富的量化投资经理和资深量化研究员提供指导，助您全面理解策略从构想到实盘交易的全过程。您的主要职责包括：

• 运用概率统计、机器学习等方法，开发并优化量化交易策略
• 跟踪和分析策略表现，提出改进建议并主导策略迭代
• 搭建或优化策略研究框架，提升研发效率与策略迭代速度

岗位要求

• 国内外知名高校本科及以上学历，具有理工科或金融工程等强定量背景 
• 扎实的数理统计基础，熟悉常见的统计建模、时序分析与机器学习方法
• 熟练掌握 Python，具备良好的数据处理与分析能力
• 对量化充满热情，善于钻研，具备创新意识和快速学习能力

加分项：

• 有量化策略研发经验者优先
• 在顶级学术期刊或会议上发表过研究成果
• 获得过国际或国内数学、物理、计算机等奥林匹克竞赛奖项

About Us

AXQ Capital is a global quantitative investment firm with offices in New York, Beijing, Shanghai, and Hong Kong. We pursue consistent alpha through rigorous scientific research and sustained investment in technology and data infrastructure. Our strategies are deployed across global markets, spanning multiple geographies, asset classes, and trading horizons.

Job Duties 

As an AI Engineer, you will build the next generation of agentic AI research infrastructure. Working closely with our quantitative research team, you will push the frontiers of modern AI — with the rare advantage of real financial market feedback as your ground truth.

• Design and build a multi-agent framework for quantitative finance research
• Develop tools and deep integrations with AXQ's proprietary research infrastructure
• Research frontier model capabilities and develop rigorous agentic evaluations
• Partner with quantitative researchers to create best-in-class system observability, well-grounded research pipelines, and novel research ideation methods
• High-performing candidates may also contribute directly to model work, including post-training

Qualifications

• 2+ years of experience in software engineering, machine learning, AI research, or a related role
• Bachelor's, Master's, or PhD from a top-tier university in a quantitative or technical discipline (mathematics, physics, statistics, computer science, or similar)
• Strong foundation in statistics and machine learning fundamentals
• Deep, practical knowledge of agentic systems, pre/post-training evaluations, or related AI engineering domains
• Prior experience in quantitative finance is not required
• Self-motivated and highly productive, with a strong sense of ownership and a bias toward action

关于我们

安贤投资（AXQ Capital）致力于以严谨的量化研究与先进的信息技术驱动投资。我们打造科学高效的量化研究框架，构建多市场多策略投资体系。策略布局覆盖全球股票统计套利、A股指数增强、CTA、股票日内、期货高频等领域，在全球市场部署运行，覆盖多个地区、资产类别及交易周期。自2018年成立以来，安贤持续为海内外投资者创造长期稳健的投资回报，资产管理规模稳步增长。公司在北京、上海、香港、纽约设有办公室，为国内员工提供海外交流与培训机会。

项目概览

安贤投资2026暑期实习项目面向全球优秀在校生。作为量化研究实习生（Quantitative Research Intern），您将师从一位经验丰富的投资经理，在其指导下参与一项完整的量化研究项目。公司提供业界一流的量化研究框架、充足的云计算资源以及全程指导支持。研究方向可能涉及策略开发、数据工程、机器学习、投资组合构建、交易执行或风险管理等量化交易的核心环节。项目具有明确的考核标准，您将在实习结束时向用人经理和公司合伙人展示工作成果。

实习安排

• 实习地点：上海
• 实习时长：6 月 29 日 – 9 月 4 日（共 10 周）
• 实习薪酬：2000 元 / 天 + 餐补
• 住宿安排：为异地实习生按需统一安排住宿

培训计划

• 6 月 29 – 30 日于北京开展集中培训与团建（QR Intern + QD Intern）
• 实习期间公司提供为实习生定制的系列讲座，系统补充量化知识
• 配备专属导师一对一带教，持续跟进项目进展与提供阶段性反馈

Return Offer

• Final Presentation 评定达到 A 或 S 级，即可获得全职 Return Offer
• 评定达到 S 级，Return Offer 将保证百万年薪，并安排前往纽约办公室参加培训
• 全职入职地点可在北京 / 上海之间，根据个人意愿及团队实际需求综合协商确定
  
  

岗位要求

• 国内外知名高校本科及以上学历，具有理工科或金融工程等强定量背景 
• 扎实的数理统计基础，熟悉常见的统计建模、时序分析与机器学习方法
• 熟练掌握 Python，具备良好的数据处理与分析能力
• 对量化充满热情，善于钻研，具备创新意识和快速学习能力
• 抗压能力强，具备良好的沟通能力和团队协作精神

加分项：

• 有量化策略研发经验者优先
• 在顶级学术期刊或会议上发表过研究成果
• 获得过国际或国内数学、物理、计算机等奥林匹克竞赛奖项

如遇任何问题，请联系我们：recruiting@axqcap.com

About Us

AXQ Capital is a global quantitative investment firm with offices in New York, Beijing, Shanghai, and Hong Kong. We pursue consistent alpha through rigorous scientific research and sustained investment in technology and data infrastructure. Our strategies are deployed across global markets, spanning multiple geographies, asset classes, and trading horizons.

Job Duties 

As a Machine Learning Researcher, you will develop ML/DL models to generate alpha from large-scale financial and alternative datasets. Working closely with portfolio managers and senior quantitative researchers, you will conduct research across a range of trading strategies within a fast, iterative research-feedback loop.

Qualifications

Below is a list of skills and experiences we believe are relevant. Even if you don’t consider yourself a perfect match, we still encourage you to apply because we are committed to helping our people grow and develop.

• Master’s or PhD from a top-tier university in a quantitative discipline (e.g., mathematics, physics, statistics, computer science, or related fields)
• Strong foundation in machine learning, statistics, and optimization, with deep expertise in at least one area such as time series modeling, NLP, or LLMs
• Strong communication skills and ability to collaborate effectively in a research-driven environment
• Experience with the Python scientific and ML ecosystem (e.g., NumPy, Pandas/Polars, PyTorch, TensorFlow)
• Proven ability to build and improve models that perform under noisy, non-stationary, and high-dimensional data conditions
• Intellectually curious, highly analytical, and driven to discover alpha in complex systems
• Self-motivated and highly productive, with strong ownership and a bias toward action
• Publications at top-tier venues such as NeurIPS, ICML, KDD, or IJCAI
• Strong track record in competitive ML platforms (e.g., Kaggle) or academic competitions
• Prior experience in quantitative research, systematic trading, or alpha signal generation

What You Will Do

This engineering team is responsible for building ultra low latency trading and risk management systems to access trading interfaces of major cryptocurrency exchanges around the world, reducing latency through algorithm and network optimization, and provides support for a large number of strategies deployed globally.

You will be responsible for the architecture design, development and performance optimization of the trading and transaction risk management systems with low latency and high throughput, ensuring their stability and efficient operation.

Who You Are

• Bachelor/Master degree in Computer Science or a similar discipline with a strong academic background
• Proficiency in C++ 20 and above, familiarity with Python or other scripting languages is a plus
• Infra development experience in financial services or tech firms
• Familiar with the Linux environment, multithreading, TCP, UDP communication
• Experience in trading and/or risk management systems, data analysis and data mining is preferred
• Fluent in both English & Mandarin in order to communicate effectively with colleagues across different regions
• Programming contest (e.g. ACM/ICPC, NOI, etc.) experience is a plus
• Experience in AI related implementation projects is a plus

Jump Trading established its dedication to the China market with the launch of our Shanghai office in late 2017 with the ambition of building an independently operational office. Due to this ambition, we are growing our competencies in Trading, Technology and Operations. We bring together the best of two worlds; A start-up environment powered by Global Jump Trading dedication and resources.

This position is part of software development in a trading team. As a Quantitative Developer, you will work on a core team of technologists that build and improve the platforms that drive the trading team. You will work closely with the quantitative researchers on the team to create and improve research, trading infrastructure, improve the scalability of the production systems, maintaining the production trading environment, troubleshooting problems, and developing software to automate and improve deployment, configuration, validation.

The team is looking for someone who will be passionate about development and demonstrates intellectual curiosity and an ability to solve difficult technical problems in a fast-paced and energetic environment.

What You'll Do:

• Full cycle development including researching and prod system, writing, testing & debugging code, deployment of finished code into the production environment and ensuring that all code is checked into the source code control system.
• Direct support of end users, trouble-shooting problems and upgrading applications
• Monitoring, troubleshooting, break/fix of production trading system
• Other duties as assigned or needed

Skills You’ll Need:

• Efficient in python, C++ and able to develop/maintain code for prod applications
• Strong analytical and problem solving skills
• Must be extremely detail-oriented
• Proven success working with large data sets
• Self-directed and comfortable taking ownership of projects and responsibilities.
• Reliable and predictable availability 

基金运营

Business Operations

关于我们 / About Us

AlphaGrep 是一家全球领先的量化交易公司，专注于股票、商品、外汇及固定收益等资产的算法交易。我们在国际市场拥有显著份额，依托自主开发的超低延迟系统与严格的风控体系，持续构建高效能策略。

AlphaGrep is a leading global quantitative trading firm specializing in algorithmic strategies across equities, commodities, FX, and fixed income. We hold significant market share internationally, powered by proprietary low-latency infrastructure and robust risk controls.

AlphaGrep China 是专注于中国市场人民币资产管理的机构，服务对象涵盖机构投资人、家族办公室与高净值客户。我们深耕中国资本市场，涵盖股票及衍生品等多类资产，结合全球量化研究体系与本地实战经验，构建多元交易策略，致力于实现长期稳健增长。

AlphaGrep China is a dedicated RMB asset management platform focused on the Chinese market, serving institutional investors, family offices, and high-net-worth individuals. We leverage deep expertise in China’s equity and derivatives markets, together with AlphaGrep’s global quantitative research capabilities, to deliver diversified strategies targeting long-term and stable returns.

岗位职责 / Responsibilities

1. 产品全生命周期管理： 负责公司私募证券投资基金的全流程运营工作，包括但不限于产品的设立、备案、开户、日常申赎、分红、清盘等环节的操作与协调。
2. 交易支持与结算： 负责产品资金划拨指令执行，协调托管、经纪商完成每日交易数据的清算、估值核对及资金结算，确保交易链路顺畅无误。
3. 数据维护与分析： 维护产品运营相关数据，对准确性进行复核，协助处理与运营相关的数据统计、分析及报表制作。
4. 账户维护与管理： 负责基金产品的证券账户、期货账户、资金账户等各类账户的开立、变更及日常维护。
5. 信息披露与合规报送： 按照监管要求及基金合同约定，编制及复核各类定期/不定期报告，向投资者、监管机构及合作方进行准确、及时的信息披露。
6. 其他工作： 完成上级交办的其他运营相关事务性工作，配合跨部门相关工作。

任职要求 / Qualifications

1. 工作经验： 至少2年以上私募证券基金、券商托管部或相关金融机构的运营工作经验。熟悉私募证券基金“募投管退”全流程。
2. 专业技能： 熟悉交易规则及结算估值流程，对基金相关数据指标计算有清晰的理解。
3. 逻辑思维强： 面对复杂的业务流程和多方的数据核对，能够条理清晰地理顺逻辑，发现并解决问题。
4. 严谨耐心细心： 对数字敏感，做事一丝不苟，能沉下心处理重复性、细节性的核对工作，具备极强的责任心。
5. 沟通协调： 具备良好的内部及跨部门沟通能力，能够灵活高效协调各方的关系。
6. 语言能力：可以使用英语作为工作语言，进行书面沟通以及日常口语交流。

加入我们 / Why You Should Join Us

信任是团队协作的根基

我们鼓励坦诚沟通与主动承担，让每一位成员都能在安全感中成长，自主决策、共同前行。这份信任源于彼此支持与并肩作战，是我们最珍贵的团队资产。

Trust is the foundation of collaboration.

We foster open communication and proactive ownership, empowering every team member to grow with a strong sense of security, make autonomous decisions, and move forward together. This trust—built through mutual support and shared commitment—is our most valued asset.

优秀的团队成员，我们汇聚了工程师、数学家、统计学家，保持好奇心，乐在其中。

Great People. We’re curious engineers, mathematicians, statisticians and like to have fun while achieving our goals.

透明的组织架构，我们重视每一位成员的想法与贡献。

Transparent Structure. Our employees know that we value their ideas and contributions.

轻松的办公环境，无等级文化，常有团建、聚会与休闲活动。

Relaxed Environment. Flat organization with yearly offsites, happy hours, and more.

健康福利支持，健身补贴、零食饮品、充足年假。

Health & Wellness Programs. Gym membership, stocked kitchen, and generous vacation.

Jump Trading Group is committed to world class research. We empower exceptional talents in Mathematics, Physics, and Computer Science to seek scientific boundaries, push through them, and apply cutting edge research to global financial markets. Our culture is unique. Constant innovation requires fearlessness, creativity, intellectual honesty, and a relentless competitive streak. We believe in winning together and unlocking unique individual talent by incentivizing collaboration and mutual respect. At Jump, research outcomes drive more than superior risk adjusted returns. We design, develop, and deploy technologies that change our world, fund start-ups across industries, and partner with leading global research organizations and universities to solve problems.

Our trading teams are each comprised of a dynamic group of traders, quantitative researchers, and engineers who work together to examine the global markets, seeking to understand the complexities of various traded products and exchanges. They leverage their impeccable statistical analysis and data mining skills, using the results of their research to make forecasts and develop profitable predictive trading models.

-------------------------------
*Candidates should be interested in working in Asia for their full-time job after graduation.

*INTERNATIONAL STUDENTS are encouraged to apply. 
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Who Should Apply?

• We are seeking researchers with a demonstrated ability to apply machine learning to achieve state-of-the-art capabilities in complex and challenging domains. 
• The ideal person for this role will be capable of implementing an open-ended research project from concept to production and continuously improving model design, tools, and infrastructure. 
• Potential projects may target any area of the quantitative research and monetization process. We believe that successful research efforts require a fluid mix of skills including ML expertise, engineering pragmatism, statistics and market intuition.
• No prior knowledge of finance or trading is necessary. We’ll give you the training that you’ll need.
  
• Other duties as assigned or needed.

Skills You'll Need: 

• Creative thinkers who are driven, self-motivated, and eager to solve challenging problems with a pragmatic outlook
• Strong publication record at ICML, ICLR, AAAI, NeurIPS, UAI, KDD, or equivalent and/or contributions to open-source AI research
• Familiarity with ML libraries/frameworks such as PyTorch, TensorFlow, and/or JAX
• Proficiency in Python and/or C++
• Ability to thrive in a collaborative, team-oriented environment
• Ability to reason through quantitative problems and communicate effectively with trading researchers
• Strong general ML background with exposure to modern deep learning techniques and/or language modeling architectures (e.g. transformers, SSMs)
• Reliable and predictable availability required

If you have outstanding skills in math, ML, and programming, and you are curious about the challenge of improving research with daily feedback from competitive markets, we hope you’ll apply.

Jump Trading Group is committed to world class research. We empower exceptional talents in Mathematics, Physics, and Computer Science to seek scientific boundaries, push through them, and apply cutting edge research to global financial markets. Our culture is unique. Constant innovation requires fearlessness, creativity, intellectual honesty, and a relentless competitive streak. We believe in winning together and unlocking unique individual talent by incenting collaboration and mutual respect. At Jump, research outcomes drive more than superior risk adjusted returns. We design, develop, and deploy technologies that change our world, fund start-ups across industries, and partner with leading global research organizations and universities to solve problems.

Jump Trading's Post Trade Analytics Team plays a crucial role in measuring and optimizing performance and trade execution across all global markets where the firm operates. This team is responsible for developing, operating, and maintaining performance measurement solutions, as well as conducting a wide range of post-trade analyses for various departments, including trading, business development, and other central teams. Daily, the team's core infrastructure collects, organizes, and stores billions of data points related to trading performance.

As a Data Scientist on the PTA team, you will conduct cutting-edge analyses on this extensive data to uncover competitive edges, answer complex business questions, and identify root causes of underperformance. This role offers a comprehensive view into Jump's business through the lens of data, along with the opportunity to develop both trading and technical expertise. Your work will significantly contribute to Jump's success by mining and enriching data to drive informed decisions and strategies. The ideal candidate will have the ability to work closely with and collaborate across trading and trading infrastructure teams. We are looking for an individual who is instinctively curious, self-driven, keen to dive into the complex trading world, and has demonstrated an ability to independently drive tasks and projects to completion in a team environment.

What You'll Do:

• Partner with trading teams to perform post trade analysis on trading performance, linking PnL metrics with latency and other infrastructure measurements
• Identify relationships between business metrics and changes in the infrastructure technology
• Conduct research for the purpose of modeling exchange performance
• Develop mathematical methodology to quantify the impact that specific internal applications have on general performance
• Design innovative alert detection algorithms to proactively detect new business opportunities, performance degradation or abnormal PnL-impacting events
• Participate in the building of new and innovative datasets
• Develop and improve quantitative research frameworks
• Other duties as needed

Skills You’ll Need:

• At least 5+ years of programming experience in Python with a data science and analytics focus
• Strong data intuition combined with a healthy skepticism for easy conclusions
• Excellent problem-solving abilities
• Experience in documenting and communicating analysis to both technical and business audiences, including members of the senior leadership team
• Background in statistics
• Experience with SQL is a plus.
• Practical experience with machine learning technics is a plus.
• Understanding of network protocols (IP, UDP, TCP, Ethernet) is a plus
• Reliable and predictable availability
• Shanghai based

Jump Trading Group is committed to world class research. We empower exceptional talents in Mathematics, Physics, and Computer Science to seek scientific boundaries, push through them, and apply cutting edge research to global financial markets. Our culture is unique. Constant innovation requires fearlessness, creativity, intellectual honesty, and a relentless competitive streak. We believe in winning together and unlocking unique individual talent by incenting collaboration and mutual respect. At Jump, research outcomes drive more than superior risk adjusted returns. We design, develop, and deploy technologies that change our world, fund start-ups across industries, and partner with leading global research organizations and universities to solve problems.

Jump Trading's Post Trade Analytics Team plays a crucial role in measuring and optimizing performance and trade execution across all global markets where the firm operates. This team is responsible for developing, operating, and maintaining performance measurement solutions, as well as conducting a wide range of post-trade analyses for various departments, including trading, business development, and other central teams. Daily, the team's core infrastructure collects, organizes, and stores billions of data points related to trading performance.

This role offers the opportunity to develop both business and technical expertise while significantly contributing to our global post trade analytics effort. We are seeking an experienced Data Engineer with 3+ years of experience to work closely with our Shanghai team, building and maintaining sophisticated datasets and data pipelines that will shape the way we trade.

What you’ll do:

• Build, operate, and maintain complex datasets and end-to-end dataset pipelines for analytics and research use cases.
• Partner directly with traders, quantitative researchers and data scientists to understand data requirements and deliver reliable data products in both real-time and next-day environments.
• Ensure data quality and reliability through validation frameworks, monitoring, alerting, lineage, and incident response.
• Optimize data processing and workflows for performance, cost, and robustness; troubleshoot pipeline failures and production issues.
• Maintain and improve associated internal tools, documentation, and operational runbooks.

Skills you’ll need:

• At least 3+ years’ experience as a Data Engineer
• Proficient in Python development, DevOps, and Linux environments.
• Proven expertise building and operating ETL/ELT pipelines (including orchestration, scheduling, and dependency management).
• Hands-on experience with relational and non-relational databases, including schema design and query optimization.
• Familiarity with SQL and data analytics tools and libraries, such as Pandas and NumPy.
• C++ experience is a plus.
• Strong analytical and problem-solving abilities.
• Other Duties as assigned and needed.
• Reliable and predictable availability.
• Shanghai based