Teams at BlockTech

Own and evolve BlockTech’s self-hosted data infrastructure for trading systems, including low-latency ingestion, Kafka and NATS streaming, PostgreSQL, ClickHouse, and Iceberg storage. Ensure data reliability through gap detection, repair, schema evolution, capacity planning, and failure handling. Partner with trading and research teams, lead projects from concept through production, establish technical standards, mentor engineers, and influence platform architecture.

Quantitative Research Intern supporting BlockTech’s Delta One algorithmic trading team in Singapore. The intern will complete an end-to-end research project from design through deployment, work with perpetual futures, spot markets, and real-world trading data, and collaborate with quantitative researchers and software engineers. Responsibilities include market and company training, research development, understanding trading infrastructure, and contributing to automated trading systems.

This 8–10 week internship involves completing an end-to-end quantitative research project for the option pricing team, from design through deployment. The intern will receive training in financial markets and algorithmic trading, collaborate with quantitative researchers and software engineers, and develop an understanding of trading, market data, infrastructure, and research systems.