Quantitative Developer Intern

This three-month, fully remote internship offers hands-on experience insystematic trading,Rust-based infrastructure,Python research workflows, and the chance to contribute to our upcomingstrategy marketplace.

Key Responsibilities

• Build Core Trading Systems:Develop, test, and optimize execution engines, signal pipelines, and strategy modules using our infrastructure.

• Quantitative Research:Implement statistical models, preprocessing engines, and time-series workflows used for production strategies.

• Platform Development:Contribute directly to theNumatix Platform—including strategy builders, analytics interfaces, and automation pipelines.

• Strategy Marketplace Contribution:Assist in designing and deploying strategies that will appear on our upcoming marketplace for retail and institutional users.

• Infrastructure Engineering:Improve systems for data ingestion, strategy orchestration, and API integrations (brokers/exchanges).

• Codebase Ownership:Maintain clean, scalable Python and C++/Rust components, ensuring performance and reliability.

• Collaborate & Innovate:Work closely with quants, engineers, and product teams to translate research ideas into deployable systems.

Requirements

• Educational Background:A Bachelor’s degree (or working toward one) in STEM, Statistics, Econometrics, or Quantitative Finance.

• Programming Skills:Strong proficiency inPythonis expected; familiarity withC++ or Rustis strongly desired.

• Quantitative Foundation:Understanding of statistics, probability, or time-series concepts.

• Analytical Mindset:Ability to break down complex problems and design efficient solutions.

• Interest in Markets:Curiosity for quantitative finance, algorithmic trading, or financial systems.

• Version Control:Basic familiarity with Git/GitHub workflows.

• Adaptability:Comfortable working in a fast-paced, evolving technical environment.

• Communication:Ability to articulate technical ideas clearly and effectively.

Preferred Skills

• Experience with backtesting frameworks or trading libraries.

• Familiarity with low-latency programming concepts or event-driven architectures.

• Understanding of options, derivatives, or portfolio/risk concepts.

• Exposure to distributed systems, API integrations, or real-time data processing.

Who Should Apply

• Students or recent graduates eager to work onreal trading systemsandproduction-grade quant infrastructure.

• Individuals passionate about markets, technology, and systematic trading.

• Self-driven learners who thrive in collaborative, high-ownership environments.

Benefits

• Opportunity for a full-time role based on performance.
• Competitive stipend.
• Flexible working hours and exposure to cutting-edge technologies.
• Work directly oninstitutional-grade trading systemsand contribute to our latest platform,which is utilized by traders, advisors, and hedge funds across over 10 countries.

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