Quant Analyst Intern

Company Description Walton Capital is a multi-asset class family office based in Singapore, with over two decades of active investment experience across sectors. The firm leverages deep expertise and a robust network within numerous S&P 500 companies to build a strong, versatile portfolio. Investments span diverse industries, including oil & gas, real estate, renewable energy, and proprietary trading. Team members gain exposure to global markets, complex instruments, and long-term capital allocation strategies. The environment emphasizes rigorous analysis, innovation, and disciplined risk management. About the Role We are a technology-driven proprietary trading firm in Singapore looking for a Quant Analyst Intern to join our team. This is a broad, high-ownership role for someone who wants to work close to actual trading decisions and P&L. Unlike many roles where research, technology, execution, and trading sit in separate teams, you will work across the full trading lifecycle — from developing an idea, testing it with data, building the tools required to trade it, deploying it into production, and monitoring its live performance. You will work directly with the trading team and gain exposure to how a proprietary trading business operates end-to-end. What You’ll Do Your responsibilities will span trading, research, data, and technology, including: Research new trading strategies, signals, and market opportunities Test hypotheses using historical and live market data Build and improve backtesting and research tools Analyze strategy performance, risk, drawdowns, transaction costs, and execution quality Work with equities, futures, options, and other financial instruments Monitor live strategies and investigate unexpected P&L or trading behaviour Improve execution logic, portfolio construction, and position sizing Work with market data, broker APIs, reference data, and alternative datasets Build and maintain data pipelines and internal trading tools Automate repetitive trading and operational workflows Investigate market, data, system, and execution issues Work directly with traders to turn market observations into systematic or semi-systematic strategies Evaluate new datasets, brokers, technologies, and trading infrastructure Take ownership of problems from initial idea through to live production This is deliberately not a narrowly defined role. We are looking for someone who is comfortable moving between research, coding, markets, and problem-solving depending on what the business needs. What We’re Looking For We are looking for someone who is highly analytical, technically capable, curious about markets, and comfortable working independently. Strong candidates will have: Strong programming skills, particularly in Python Strong analytical and problem-solving ability Good understanding of probability, statistics, and data analysis Experience working with large or complex datasets Good software engineering fundamentals Genuine interest in financial markets and trading Ability to investigate ambiguous problems independently Strong attention to detail A high level of ownership and initiative Ability to learn unfamiliar concepts quickly You do not need to already know every part of the trading stack. We care more about intellectual ability, curiosity, adaptability, and willingness to take ownership. Education Bachelor’s degree or higher in a quantitative or technical discipline, including: Computer Science Mathematics Statistics Physics Engineering Quantitative Finance Economics Data Science Or another highly analytical discipline A Master’s or PhD is welcome but not required. Demonstrated ability matters more to us than credentials alone. Nice to Have Experience in any of the following would be advantageous: Proprietary trading, hedge funds, market making, or systematic investing Equities, futures, or options Options pricing, implied volatility, and Greeks Market microstructure Execution algorithms and transaction-cost analysis Backtesting systematic strategies Tick-level or order-book data Bloomberg, Refinitiv, or exchange market data Broker and exchange APIs FIX protocol SQL Computer architecture C++, Rust Machine learning applied to financial markets Cloud or real-time trading infrastructure None of these are strict requirements. Who Will Do Well Here You are likely to thrive in this environment if you: Are genuinely curious about how markets work Enjoy solving difficult and ambiguous problems Want to understand the entire trading process rather than one narrow function Are comfortable writing code and working with data Care about whether something works in live trading, not just in a backtest Challenge assumptions and think independently Are willing to dig into problems until you understand the root cause Prefer building and automating solutions rather than relying on manual processes Take responsibility for outcomes rather than limiting yourself to a job description Why Join Us You will gain exposure to the full trading lifecycle: Idea → Research → Data → Backtest → Risk → Execution → Production → P&L You will work directly alongside the trading team and see how research and technology translate into real positions, risk, and returns. We are looking for people who want to become exceptionally well-rounded in markets, technology, and trading. This role is best suited to individuals who thrive in a broad, dynamic environment. If you want to learn quickly, build real systems, solve real trading problems, and work close to the people making trading decisions, we would like to hear from you.