Quantitative C++ Developer Intern

About this role

Batch: 2027/2028. About the role: - Develop high-performance quantitative systems using modern C++ in a professional trading environment - Work on market data processing, strategy backtesting infrastructure, and real-time trading systems - Collaborate with quantitative researchers and senior engineers to build and optimize production-grade software - Contribute to systems that handle large-scale financial data and execute trading logic with microsecond precision What you'll work on: - Core C++ development with emphasis on performance-critical code - Data structure and algorithm design for financial applications - Integration of agentic AI and LLM capabilities into quantitative workflows - Linux-based development and debugging of complex systems - Python scripting for prototyping, data analysis, and bridging C++ components What we're looking for: - Currently pursuing a Bachelor's or Master's degree in Computer Science or related field - Advanced C++ proficiency including C++17 or later, STL, memory management and template metaprogramming - Strong knowledge of data structures and algorithms with ability to analyze time and space complexity - Proficiency developing and debugging in Linux environments - Hands-on experience building agentic AI and LLM-based applications We'd especially value: - Competitive programming background with achievements in ICPC, CCPC, Codeforces (2000+ rating or equivalent), USACO, NOI/NOIP or similar contests - Prior work on quantitative projects including strategy backtesting, high-frequency trading systems or market data engines - Knowledge of multithreading, concurrency patterns, lock-free data structures or network programming (TCP/UDP, multicast market data protocols) - Fluency in Python for rapid prototyping and data analysis alongside C++ work - Open-source contributions or public portfolio demonstrating coding ability What we offer: - Visa support provided