Quant Developer Intern - Hong Kong 2027
An internship with Marshall Wace's Quant Implementation team in Hong Kong, turning quantitative research into live systematic trading systems. Interns analyse market and portfolio data, validate models, and contribute production code in languages like Python, MATLAB, C++ or Java supporting live investment strategies.
- Compensation
- Not disclosed
- Location
- Hong Kong
- Work setup
- Not specified
- Seniority
- Intern
- Employment
- Internship
- Experience
- Not specified
- Category
- Not specified
- Posted
Skills
Must have
- Currently studying toward a master's or PhD in a quantitative subject such as computer science, mathematics, statistics, physics, engineering or a related discipline
- Strong analytical and problem-solving skills, with an interest in applying them to financial markets
- Programming experience in Python, MATLAB, C++, Java or a similar language
- A solid foundation in probability, statistics, linear algebra or numerical methods
- Curiosity about systematic investing and a desire to understand why a strategy works—not only how to code it
- Clear communication skills and the ability to work collaboratively across research and technology teams
- Care, ownership and sound judgement when working with data and code
Nice to have
- Prior finance experience (helpful but not required)
Full description
About Marshall Wace
Marshall Wace is a leading global alternatives investment manager with around $85bn in assets under management and over 700 employees working across London, New York, Hong Kong, Singapore, Shanghai, and Abu Dhabi. Operating as a single team across the globe, we are dedicated to creating long-term relationships with our clients built on trust and integrity. We define our culture as one of continuous innovation and a quest for improvement. We instinctively strive to do things differently, with fresh thinking that enables us to create proprietary value and maximise the benefits to our clients.
We manage quantitative, systematic, and fundamental strategies, specializing predominantly in long/short equity. Our strategies are implemented globally, leveraging proprietary systems and processes. Technology and data have been at the core of our business for more than two decades. In 2002, we launched MW TOPS, the world’s first ‘Alpha Capture’ application. Today, we continue to foster an environment focused on innovation and the pursuit of excellence.
The Opportunity
The Quant Implementation team builds the systems that connect quantitative research to live trading within Marshall Wace’s systematic investment business. Quantitative developers design, implement and maintain alpha algorithms and portfolio construction processes, translating research ideas into robust production systems. The role combines quantitative problem-solving with software engineering and the challenge of operating reliable, high-performance systems at scale.
As a Quant Implementation Intern, you will gain first-hand exposure to the full lifecycle of a systematic investment idea—from research and data analysis through portfolio construction, implementation and performance monitoring. This is not a pure software engineering internship: you will use technology as a tool to solve investment problems and will develop an understanding of how systematic strategies make decisions, manage risk and generate trades.
You will join a collaborative global team and contribute to meaningful projects with direct relevance to the investment process. The internship is well suited to someone who enjoys combining quantitative thinking, markets and hands-on problem solving.
What You Will Do
- Analyse market and portfolio data to understand signal behaviour, trading outcomes and strategy performance.
- Help validate new models and portfolio construction changes before they are introduced into live trading.
- Investigate differences between research expectations and real-world results, considering data, market, risk and implementation effects.
- Contribute clean, reliable code to systems that support live systematic strategies.