- Data Preparation & Analysis

+ Support the extraction, cleaning, and preparation of time-series financial data (stocks, futures, warrants) using SQL and Python.

+ Assist in ensuring data quality for backtesting, including handling missing values and basic data inconsistencies.

- Backtesting & Strategy Support

+ Assist in implementing and testing quantitative trading strategies (e.g. momentum, mean- reversion, trend-following) using Python.

+ Run backtesting simulations and help evaluate strategy behavior across different market conditions.

- Performance Evaluation & Documentation

+ Analyze key performance metrics (e.g. return, volatility, drawdown, risk-adjusted performance).

+ Summarize backtesting results and observations in clear reports to support discussions with senior quants and traders.

- Model Validation Support

+ Assist with basic robustness checks and parameter sensitivity analysis under guidance from the quant team.

Benefits:

- Fixed amount (VND): 2,000,000/month (for full-time internship)

- Meal/Transport allowance: VND 400,000/month (for full-time internship)

- Mentorship/Training sessions

- Certificate of Completion (Internship Confirmation)

- Must-Haves

+ Senior student or graduated with a Bachelor’s degree in Mathematics, Computer Science, Fintech, or a related quantitative field.

+ Solid working knowledge of Python, with experience using libraries such as Pandas and NumPy.

+ Basic to intermediate experience using SQL for data querying.

+ Strong logical thinking and quantitative problem-solving ability.

- Nice-to-Haves

+ Exposure to quantitative backtesting frameworks (e.g. Backtrader, Zipline).

+ Basic knowledge of machine learning or time-series analysis.

+ Understanding of financial markets and core quantitative trading concepts.

+ Interest or academic exposure to equity or derivative products.

Please send your CV to education@lstf.org.vn and CC linh.ngo@lstf.org.vn