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Internship Algorithmic Trading Programmer Jobs in Holmdel, NJ

Alpaca

Senior Software Engineer - Trading

New York, NY · On-site +1

$134K - $176K/yr

Our global team is a diverse group of experienced engineers, traders, and brokerage professionals ... Knowledge of algorithms, distributed systems, scalability, high availability, databases, low ...

Hudson River Trading

Algo Developer

New York, NY · On-site

Our researchers are at the forefront of innovation in the world of algorithmic trading. At HRT we welcome a variety of expertise: mathematics and computer science, physics and engineering, media and ...

Morgan Stanley

Associate, Trading

New York, NY

$175K - $200K/yr

Work closely with the quantitative strategists for algorithm design. Manage risk for client and ... Programming, data analysis and modeling using Python; * Conducting risk management, analysis and ...

Alpaca

Team Lead - Trading

New York, NY · On-site

You must have previous software engineering experience with trading or exchange systems (OMS, EMS, exchanges, market making, algorithmic trading, quant trading), and previous experience leading ...

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All JobsAlgorithmic Trading Programmer JobsInternship Algorithmic Trading Programmer JobsInternship Algorithmic Trading Programmer Jobs in Holmdel, NJ

Internship Algorithmic Trading Programmer information

See Holmdel, NJ salary details

$18

$41

$59

How much do internship algorithmic trading programmer jobs pay per hour?

As of Sep 2, 2026, the average hourly pay for internship algorithmic trading programmer in Holmdel, NJ is $41.21, according to ZipRecruiter salary data. Most workers in this role earn between $34.13 and $48.37 per hour, depending on experience, location, and employer.

What is an internship algorithmic trading programmer?

Internship Algorithmic Trading Programmers are students or early-career professionals who work as interns in financial firms to help develop, test, and implement automated trading strategies using programming and quantitative analysis. They typically work under the supervision of experienced traders or quantitative analysts, using programming languages like Python, C++, or Java to code algorithms that trade financial instruments. These internships provide valuable hands-on experience in financial markets, algorithm development, and risk management, helping interns build the skills needed for a career in quantitative finance or trading technology.

What types of projects and tasks can I expect to work on as an internship algorithmic trading programmer?

As an Internship Algorithmic Trading Programmer, you can expect to work on tasks such as coding and backtesting trading algorithms, analyzing financial market data, and optimizing strategies for performance. Interns often collaborate closely with quantitative analysts and senior developers, learning industry-standard tools and platforms. Your daily responsibilities may include debugging code, running simulations, and documenting your findings. This hands-on experience provides excellent exposure to the fast-paced trading environment and is a valuable stepping stone to full-time roles in quantitative finance.

What are the key skills and qualifications needed to thrive as an internship algorithmic trading programmer, and why are they important?

To thrive as an Internship Algorithmic Trading Programmer, you need strong programming skills (typically in Python, C++, or Java), a solid grasp of algorithms, and foundational knowledge in mathematics or finance, often supported by ongoing studies in computer science, engineering, or related fields. Familiarity with version control systems (like Git), data analysis tools (such as Pandas or NumPy), and exposure to trading platforms or APIs is advantageous. Analytical thinking, attention to detail, and effective communication are crucial soft skills for collaborating with teams and troubleshooting complex problems. These skills ensure the development of robust, efficient trading algorithms and contribute to the competitiveness and reliability of trading strategies.

What is the difference between Internship Algorithmic Trading Programmer vs Quantitative Trading Intern?

AspectInternship Algorithmic Trading ProgrammerQuantitative Trading Intern
Required CredentialsBasic programming skills, coursework in algorithms or financeStrong math, statistics, or finance background
Work EnvironmentDeveloping trading algorithms, coding, testing strategiesData analysis, model development, research
Industry UsageCommon in trading firms, hedge funds, investment banksSimilar, often overlapping roles in finance firms

Both roles involve finance and programming, but the Internship Algorithmic Trading Programmer focuses more on coding and implementing trading algorithms, while the Quantitative Trading Intern emphasizes data analysis and quantitative research. The roles are closely related and often overlap in industry usage.

What cities near Holmdel, NJ are hiring for Internship Algorithmic Trading Programmer jobs?

Cities near Holmdel, NJ with the most Internship Algorithmic Trading Programmer job openings:

Internship Algorithmic Trading Programmer jobs near you

C++ Trading & Simulator Engineer (USA)

Trexquant Investment

New York, NY • On-site

$175K - $200K/yr

Full-time

Medical, Dental, Vision

Re-posted 27 days ago

Job description

Trexquant is a growing systematic fund at the forefront of quantitative finance, with a core team of highly accomplished researchers and engineers. We are in the process of optimizing and reimagining our quant platform to keep pace with our expanding trading operations. To support our rapid growth, we are seeking a talented C++ Trading & Simulator Engineer to join our growing technology team and help build the next generation of trading systems and analytics platforms. 

As a C++ Trading & Simulator Engineer, you will work closely with quantitative researchers and traders to design, develop, and optimize high-performance systems for algorithmic trading. Your responsibilities will include building and maintaining the core infrastructure for trading simulations, data pipelines, and low-latency execution platforms. The ideal candidate will have a strong background in C++ development, and experience in creating scalable, low-latency, high-throughput systems.

 Responsibilities

  • Design, build, and maintain the infrastructure for quantitative research, backtesting, and strategy deployment, including data pipelines, computation engines, and integration with trading systems. 
  • Continuously optimize the infrastructure to support large-scale data processing and complex model computations. 
  • Develop and optimize data loading and transformation pipelines to ensure efficient access to high-quality data for analysis and model development.
  • Create tools and automation scripts to streamline research workflows, including model training, evaluation, and deployment. 
  • Collaborate closely with quantitative researchers and traders to understand their needs and deliver technical solutions that enhance research productivity, backtesting accuracy, and trading performance. 
  • Provide ongoing support to researchers and traders, ensuring clear documentation for tools, systems, and processes.

Requirements

  • A degree in Computer Science, Engineering, Mathematics, or a related field, 2+ years of experience writing production-quality code in C++ (C++ 17/20) with a deep understanding of data structures, algorithms, concurrency patterns, and numeric processing 
  • Experience designing, implementing, and optimizing low-latency and high-throughput systems, particularly for financial applications. 
  • Experience with Python programming is a plus. 
  • Experience in alpha/strategy research infrastructure or data pipeline development is a big plus

Benefits

  • Competitive salary plus bonus based on individual and company performance.
  • Collaborative, casual, and friendly work environment. 
  • PPO Health, dental and vision insurance premiums fully covered for you and your. Dependents.
  • Pre-tax commuter benefits. 
  • Weekly company meals. 

Applications are open for both Stamford and New York City offices, the latter with a planned opening in Fall 2026. 

The base salary range is $175,000 to $200,000 depending on the candidate’s educational and professional background. Base salary is one component of Trexquant’s total compensation, which may also include a discretionary, performance-based bonus. This position is classified as overtime-exempt.

Trexquant is an Equal Opportunity Employer