2027 Quantitative C++ Developer Intern
Core
Develop and optimize low-latency trading systems, market data engines, and strategy back-testing frameworks while integrating agentic AI and LLM tools.
Role type
Quantitative C++ Developer Intern
Builds
High-performance data structures, algorithms, and core modules for trading strategies and market data processing.
Domain
Financial technology / Quantitative trading
Deliverable
production ML models
Required skills
C++17, STL, memory management, template programming, data structures, algorithms, Linux development, agentic AI, LLM applications
Preferred skills
Competitive programming (ICPC, Codeforces, USACO), multithreading, lock-free data structures, network programming (TCP/UDP), Python
Technologies
C++, Python, Linux, LLM tools
Responsibilities
Develop and optimize low-latency trading systems and market data engines; Implement high-performance data structures and algorithms; Explore and integrate agentic AI and LLM tools for research workflows; Collaborate with researchers to translate strategy logic into code; Write technical documentation and build reusable components.
Seniority
Intern