Quantitative Research Intern, Quantitative Strategy (Jan - Jun 2027)

About Temasek

Temasek is a global investment company headquartered in Singapore, with a net portfolio value of S$518 billion (US$401b, €350b, £304b, RMB2.77t) as at 31 March 2026. Our purpose, “So Every Generation Prospers,” guides us to make a difference for today’s and future generations. We seek to build a resilient and forward-looking portfolio that will deliver good sustainable returns over the long term.

We have 13 offices in 9 countries around the world: Beijing, Hanoi, Mumbai, Shanghai, Shenzhen, and Singapore in Asia; and Brussels, London, Mexico City, New York, Paris, San Francisco, and Washington, DC outside Asia. For more information on Temasek, please visit www.temasek.com.sg. For Temasek Review 2026, please visit www.temasekreview.com.sg. For the Sustainability Report 2026, please visit www.temasek.com.sg/SR2026.

Quantitative Strategy Team Overview

The Quantitative Strategy team has three key focus areas:

• Quantitative portfolio management for two stock portfolios.
• Alpha generation and portfolio construction, where the team looks at systematic strategies to enhance risk-adjusted portfolio returns.
• Building an income portfolio by investing in assets such as insurance blocks.

Intern Responsibilities

The intern will assist the team in building up the infrastructure for quantitative analysis and support ongoing research activities. Specific responsibilities include:

• Assist with signal research activities leveraging traditional and alternative data sources.
• Automate signal generation and tracking of trading ideas in the research phase. Work with the team to deploy previously tracked signals to live portfolios.
• Assist with building infrastructure to maintain quantitatively managed portfolios.
• Build dashboards to monitor market and portfolio performance.

Qualifications and Requirements

• Able to commit full-time for a minimum of 20 weeks. Interns who can commit to a full-time (5 days/week) or a minimum of part-time (4 days/week) internship are strongly preferred.
• Pursuing a Bachelor’s degree in a quantitative field (such as Financial Engineering or quantitative subjects like statistics, math, or hard sciences with a demonstrated interest in Finance).
• Prior work experience in finance (sell-side or buy-side) or quantitative investing at a buy-side firm will be advantageous.
• Proficiency in programming (Python is preferred) and strong statistics skillsets are required.