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 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 inPython 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.