Posted today · be early
Quantitative Developer Intern
Numatix Solutions
IndiaremotePosted 1 day ago
Skill Required
Quantitative-DeveloperTrading-Systems-DeveloperQuantitative-Research-EngineeringSoftware-EngineerFinancial-Systems-EngineerQuant-DeveloperSystem DesignEngineeringR ProgrammingStatisticsanalyticalautomationdesigninganalyticsbuildingPythondesignGitC++RustandInternship
Key highlights
- Competitive stipend
- Three-month duration
- Fully remote
- STEM degree or currently pursuing
- Proficiency in Python
- Opportunity for full-time role
Role overview
Numatix is seeking a 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.
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.
Nice to have
- 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.
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.
Additional details
- Who Should Apply: Students or recent graduates eager to work on real trading systems and production-grade quant infrastructure.
- Who Should Apply: Individuals passionate about markets, technology, and systematic trading.
- Who Should Apply: Self-driven learners who thrive in collaborative, high-ownership environments.
- Originally posted on Himalayas
