Quantitative C++ Developer Intern

This internship offers a 3-6 month opportunity to develop and optimize low-latency trading systems, market data engines, and strategy backtesting frameworks. The role involves implementing high-performance data structures and algorithms while exploring the integration of agentic AI and LLM tools to support research and code generation. Interns will collaborate with quantitative researchers and traders to translate strategy logic into efficient, robust code within a high-performance trading environment.