Quantitative Developer Internship - Remote

Overview

Blockhouse is looking for a Quantitative Developer Intern who will support core infrastructure for algorithmic execution pipelines, working closely with quants and engineers.

In Short

• Design and implement components of Smart Order Router 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

• Pursuing or recently completed a degree in Computer Science, Applied Math, or Financial Engineering.
• 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.
• Exposure to backtesting frameworks or trading simulation environments.
• Solid understanding of Git workflows and clean, modular code practices.
• Bonus: Experience with Clickhouse, FIX APIs, containerization (Docker).

Benefits

• 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.
• Compensation: Mixture of cash and equity-based compensation.