Quantitative Developer Intern

Role overview

An NYC-based hedge fund is looking for an ambitious Quantitative Developer Intern to join its technology and trading function. This role is well-suited for students who like building fast, dependable systems, tackling challenging technical problems, and using software engineering skills in financial markets.

You will partner closely with quantitative researchers, traders, and engineers to create, enhance, and support tools, platforms, and underlying infrastructure that power trading strategies, research processes, data analysis, and order execution.

Responsibilities

• Create, improve, and support software utilities used by traders, researchers, and engineers.
• Develop systems for data handling, strategy research, backtesting, simulation, and performance review.
• Help build trading infrastructure, market data flows, and execution-related tooling.
• Improve code performance in terms of speed, reliability, scale, and long-term maintainability.
• Work with large datasets while helping strengthen data quality, storage, and retrieval processes.
• Work with quantitative researchers to turn models and research concepts into production-ready tools.
• Investigate issues, validate systems, and document software used in live and simulated trading settings.
• Support automation, monitoring, and workflow enhancements across the trading platform.

Requirements

• Currently enrolled in a Bachelor's, Master's, or PhD program in Computer Science, Engineering, Mathematics, Physics, Statistics, or a closely related technical discipline.
• Strong coding ability in Python, C++, Java, C#, Rust, or a similar modern language.
• Good grasp of data structures, algorithms, software architecture, and debugging practices.
• Comfort working with Linux, version control systems, and command-line tools.
• Strong analytical thinking and problem-solving ability.
• Able to work independently as well as with others in a fast-moving environment.
• Genuine interest in financial markets, trading systems, quantitative research, or data-driven decision-making.
• Exposure to high-performance computing, low-latency environments, distributed systems, or cloud platforms is preferred.
• Experience with SQL, pandas, NumPy, or similar data-processing tools is preferred.
• Building APIs, internal tools, dashboards, or research applications is a plus.
• Knowledge of networking, concurrency, memory handling, or systems programming is a plus.
• Prior exposure to financial markets, market data, order execution, backtesting, or risk systems is a plus.
• Previous internship, research, open-source, or project work involving production-grade software is a plus.

Benefits

• Practical experience building software for quantitative trading and research.
• Exposure to real trading infrastructure, market data systems, and analytical tooling.
• Mentorship from experienced quantitative developers, researchers, and traders.
• Opportunity to work on projects that directly influence trading and research workflows.
• Experience creating reliable, scalable, and performance-sensitive systems in a collaborative technical environment.

Additional information

This opportunity is based in New York, NY and is onsite. The role is listed as full-time. No stipend or salary amount was provided. No application deadline, start date, duration, or vacancy count was specified.