Quantitative Developer Intern

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 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.

Originally posted on Himalayas