Job description
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
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
A Bachelor’s degree (or working toward one) in STEM, Statistics, Econometrics, or Quantitative Finance. Programming Skills: Strong proficiency in Python 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.