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.
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