Quantitative Researcher | Internship | Summer '27

As a Quantitative Research Intern at BlockTech, you join our Delta One team in Singapore for a 12-week summer internship starting 10 May 2027. You will own an end-to-end research project with real business impact, working with linear products (perpetual futures and spot) in fast-moving, data-rich cryptocurrency derivatives markets.

What you'll do

• Participate in a customized training program covering financial markets, the company, and your project
• Own a research project from design to deployment, guided by experienced Quantitative Researchers
• Work with linear products and the data surrounding them
• Understand how technology and research enable trading, market data, and infrastructure systems
• Collaborate with fellow quantitative researchers and software engineers to deliver your project
• Learn using technology built for speed and precision

What you bring

• Currently in your penultimate or final year studying a quantitative field at a top university in Singapore
• Availability for full-time work in Singapore for 12 weeks over summer 2027
• Working knowledge of Python
• Comfort with probability, statistics, and working with messy real-world data
• A critical mind that follows things to completion, high ownership, and clear communication in English

What we offer

• A summer internship in a modern office in Singapore's financial district
• A dedicated mentor, a cohort of fellow interns and full-time quantitative researchers, an in-house training program, and exposure to how engineering, research, and trading work together
• The opportunity to work at the forefront of automated trading using technology built for speed and precision, in an environment that embraces AI
• Daily breakfast, warm lunch, snacks, drinks, and regular socials
• The opportunity to convert into a full-time role after graduation, based on performance

About BlockTech

BlockTech is an algorithmic market maker trading its own capital 24/7 across global cryptocurrency derivatives and spot markets. The firm uses data-rich venues and novel microstructure to generate trading edge in one of the few markets where researchers can meaningfully move performance quickly from idea to live results.