highly driven Quantitative Developer Intern to join our team,
contributing to the development of high-performance trading
systems, quantitative research pipelines, and our flagship
strategy-building platform. As a Quant Dev Intern, you will
leverage your programming, analytical, and mathematical skills to
help build scalable, production-grade components powering
real-world trading strategies across Traditional and
non-Traditional markets.
This three-month,
fully remote internship offers hands-on experience in systematic trading , Rust-based
infrastructure , Python research
workflows , and the chance to
contribute to our upcoming strategy
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 the Numatix 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
in Python is expected ; familiarity with C++
or Rust is 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 on real trading
systems and production-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 on institutional-grade
trading systems and contribute
to our latest platform, which is utilized by
traders, advisors, and hedge funds across over 10
countries.