About the job
Join Trexquant, a pioneering quantitative investment fund founded in 2014, as we manage a substantial multi-billion dollar portfolio of equities and other liquid assets across global markets. Utilizing an extensive array of data sets, we apply innovative machine learning techniques to identify trading signals and integrate them into market-neutral portfolios. Our team, composed of seasoned professionals with backgrounds in leading hedge funds, is dedicated to fostering a culture of problem-solving through quantitative analysis.
Responsibilities:
- Dive deep into diverse datasets to uncover signals for systematic quantitative strategies.
- Research and apply cutting-edge academic findings in machine learning and quantitative finance.
- Craft features from unique data sets to enhance the predictive accuracy of our models.
- Utilize machine learning techniques for alpha discovery and portfolio construction.
Requirements:
- Recent graduates from the class of 2027 are encouraged to apply.
- A strong enthusiasm for machine learning and quantitative finance.
- Exceptional problem-solving abilities and a collaborative mindset.
- Proficiency in Python; knowledge of financial accounting is an advantage.
- Prior experience in quantitative research is preferred.
- Availability for a full-time, on-site internship in Beijing from July to September 2026.
- Effective communication skills in English.
Benefits:
- Engage in a supportive team environment where your input shapes research directions and you can spearhead innovative ideas.
- Receive mentorship and guidance from experienced quantitative researchers.
- Access to proprietary technology platforms for transforming ideas into actionable trading signals.
- Potential to transition into a full-time role upon successful completion of the internship.
Trexquant is proud to be an Equal Opportunity Employer.

