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 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.