Quantitative Developer Internship
Description For Quantitative Developer Internship
Blockhouse, a fintech company specializing in intelligent execution algorithms for institutional traders, is seeking a Quantitative Developer Intern to join their team. This role sits at the crucial intersection of research, data engineering, and production systems, offering a unique opportunity to work on cutting-edge trading infrastructure.
The position involves working with advanced market microstructure modeling and machine learning systems, focusing on minimizing slippage and improving execution quality across various markets including equities, crypto, and fixed income. As an intern, you'll be hands-on with core infrastructure components that power algorithmic execution pipelines, working alongside experienced quant researchers and ex-HFT engineers.
The role offers significant learning opportunities in both technical and financial domains. You'll work with modern technologies including Python, Kafka, and AWS services, while gaining deep insights into market microstructure and trading systems. The position requires strong programming skills, particularly in C++ and Python, along with an understanding of financial markets and trading concepts.
What makes this opportunity particularly attractive is the direct impact you'll have on real trading environments. You'll be involved in building and deploying performance-critical components, working with real-time market data streams, and contributing to the company's trading strategy implementation. The role offers a blend of technical challenges and practical financial applications, making it ideal for someone interested in quantitative finance and software engineering.
The company offers a flexible work environment with both remote and in-person options in NYC, competitive compensation including equity, and support for international students through CPT/OPT. This is an excellent opportunity for someone looking to launch their career at the intersection of technology and finance, working on sophisticated trading systems with real market impact.
Responsibilities For Quantitative Developer Internship
- Design and implement components of Smart Order Router (SOR) and scheduling systems using Python
- Build scalable backtesting pipelines and integrate benchmarking tools
- Work with Kafka to simulate or ingest real-time market data streams
- Deploy and test infrastructure on AWS EC2, manage artifacts via S3
- Collaborate with researchers to productionize trading strategies
- Integrate with broker APIs using FIX and REST protocols
- Contribute to internal tooling, documentation, and model lifecycle management
Requirements For Quantitative Developer Internship
- Currently pursuing or recently completed a degree in Computer Science, Applied Math, Financial Engineering, or related field
- Strong proficiency in C++, Python including Pandas, NumPy, and asynchronous programming
- Familiarity with market microstructure: limit order books, slippage, order types
- Experience with Kafka, or similar event-driven streaming systems
- Experience using AWS services: EC2, S3, CLI setup, or cloud-based deployment
- Exposure to backtesting frameworks or trading simulation environments
- Solid understanding of Git workflows and clean, modular code practices
Benefits For Quantitative Developer Internship
- Work on production-grade infrastructure used in live trading environments
- Collaborate with experienced quant researchers and ex-HFT engineers
- Direct ownership over projects with real execution impact
- Exposure to distributed systems, streaming data, and cloud-native deployment workflows
- Fast-paced, outcome-driven, and intellectually rigorous environment
- Fully remote-friendly with optional in-person collaboration in NYC
- Mixture of cash and equity-based compensation
- CPT/OPT support and flexible international payment arrangements
