Conduct ML research (deep learning, NLP) on large and unstructured financial datasets, implement algorithms in high-quality code, back-test models, document findings, and collaborate with senior researchers during an 11-week summer internship in Hong Kong or Singapore.

Conduct innovative machine learning research and develop scalable, robust models for financial markets across asset classes. Apply deep learning, sequence and time-series modeling, natural language processing, large language models, pre-training, fine-tuning, and reinforcement learning to model price formation, market behavior, and risk. Design, implement, optimize, and deploy models using Python and modern machine learning frameworks while collaborating with quantitative researchers, engineers, and traders.