Quant ML Intern: Financial Time Series & Cross-Asset Signals

A multi-strategy hedge fund firm in Singapore is seeking a Quantitative / Machine Learning Intern to research and develop deep learning models for financial time series. The role involves feature engineering and rigorous backtesting within a small team structure. Ideal candidates are MS or PhD candidates in relevant fields with strong machine learning foundations and Python skills. Interns will work directly with portfolio managers and senior researchers, engaging in a dynamic, hands-on research and engineering environment.
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