Project Intern, Quantitative Strategy (Jan - Jun/Jul 2026)
Singapore, SG, 238891
Temasek is a global investment company headquartered in Singapore, with a net portfolio value of S$434 billion (US$324 billion, €299 billion, £250 billion, and RMB2.35 trillion) as at 31 March 2025. Marking our unlisted assets to market would provide S$35 billion of value uplift and bring our mark to market net portfolio value to S$469 billion.
Our Purpose “So Every Generation Prospers” guides us to make a difference for today’s and future generations.
Operating on commercial principles, we seek to deliver 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 2025, please visit www.temasekreview.com.sg.
- For Sustainability Report 2025, please visit https://www.temasek.com.sg/content/dam/temasek-corporate/sustainability/2025/Temasek-Sustainability-Report-2025.pdf.
Introduction
The Quantitative Strategy team has 3 key focus areas: (1) Quantitative portfolio management for 2 stock portfolios (2) Alpha generation and portfolio construction, where the team looks at systematic strategies to enhance risk-adjusted portfolio returns and (3) Building an income portfolio by investing in assets such as insurance blocks.
Responsibilities
The intern will assist the team in building up the infrastructure for quantitative analysis and support ongoing research activities. Specific responsibilities can 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 team to deploy previously tracked signals to live portfolio
- Assist with building infrastructure to maintain quantitatively managed portfolio
- Build dashboards to monitor market and portfolio performance
Requirements
- Pursuing a Bachelor’s or Master’s degree in a quantitative field (such as Financial Engineering or quantitative subjects like statistics, math, hard sciences with a demonstrated interest in Finance)
- Prior work experience in finance (sell-side or buy-side) or quantitative investing at buy-side firm will be advantageous
- Programming (python preferred) and statistics skillsets are required
- Please state your availability clearly in your resume/CV (Start date, End date)
