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