Quantitative Developer Internship (Winter 2026)

Strong proficiency in modern C++ (C++17 or newer) Solid experience working in UNIX/Linux environments Hands-on experience with GDB for debugging complex systems Familiarity with message buses / messaging systems (e.g., Kafka, ZeroMQ, custom pub/sub) Strong systems fundamentals: memory management, concurrency, performance tradeoffs Ability to write clean, modular, and well-tested code Experience with Python for tooling, testing, or research integration (Nice-to-Have) Familiarity with networking concepts (TCP/IP, latency considerations) (Nice-to-Have) Experience with Docker or cloud environments (AWS) (Nice-to-Have) Prior work on simulation, backtesting, or event-driven architectures (Nice-to-Have)

Build and optimize performance-critical components in modern C++ (C++17+) Develop and maintain event-driven execution systems and real-time services Work with message buses to handle market data and order flow Debug and profile low-latency systems using GDB and standard UNIX tooling Implement and test trading simulations and backtesting components Collaborate with quant researchers to translate strategy logic into production-ready systems Improve system reliability, observability, and fault tolerance Deploy and operate services in UNIX/Linux environments (AWS exposure a plus)