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Internship C++ Quant Developer Jobs (NOW HIRING)

Quadrature Capital

Internships

New York, NY · On-site

Please note that programming experience is a must if you are applying to our Quant Developer internship. This is a paid internship and we provide accommodation in fully serviced apartments. PLEASE ...

Jump Trading

$300K/yr

... quant developer. During our internship you will get training in all of these areas, with a focus on our research process for signal generation, machine learning, trading / market mechanics, C ...

Quant Blueprint LLC

C++ Software Engineer

Manhattan, NY · On-site

$100 - $200/hr

As a quant developer of one of our world class quant trading teams, you'll have the opportunity to ... Knowledge of additional OOP languages like C++ or Java is a plus * Familiarity with machine ...

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How much do internship c++ quant developer jobs pay per hour?

As of Sep 6, 2026, the average hourly pay for internship c++ quant developer in the United States is $57.79, according to ZipRecruiter salary data. Most workers in this role earn between $47.12 and $63.46 per hour, depending on experience, location, and employer.

What is an internship C++ quant developer?

An Internship C++ Quant Developer is a student or recent graduate who works with quantitative analysts and developers, primarily using the C++ programming language, to design and implement financial models and algorithms. This role is common in investment banks, hedge funds, and fintech companies, where interns assist with quantitative research, data analysis, and software development. The internship provides hands-on experience with financial markets, coding, and problem-solving, and is often a pathway to full-time quant developer roles.

What does an internship C++ quant developer do?

As an Internship C++ Quant Developer, you will typically work on tasks like developing, testing, and optimizing quantitative models, implementing algorithms in C++, and assisting with data analysis for trading strategies. You’ll often collaborate with senior quant developers, analysts, and traders to ensure your code integrates seamlessly with existing systems and meets performance requirements. These projects not only help you build technical and analytical skills but also directly support the team's objectives, such as improving trading efficiency or managing risk. The collaborative environment provides valuable learning opportunities and insight into the workflow of a professional quant team.

What skills and qualifications are needed to be an internship C++ quant developer?

To thrive as an Internship C++ Quant Developer, you need a solid foundation in C++ programming, quantitative analysis, and a relevant degree in mathematics, computer science, or engineering. Familiarity with financial modeling tools, version control systems like Git, and potentially statistical libraries such as Boost or Eigen is often required. Strong problem-solving abilities, attention to detail, and effective communication skills set top candidates apart in this role. These skills are crucial for developing efficient quantitative models, collaborating within teams, and ensuring accuracy in financial data analysis.

What is the difference between Internship C++ Quant Developer vs Quant Analyst Intern?

AspectInternship C++ Quant DeveloperQuant Analyst Intern
Required SkillsProficiency in C++, programming, quantitative methodsStrong analytical skills, basic programming, finance knowledge
Work EnvironmentDevelopment-focused, coding-intensive, software teamsResearch-oriented, data analysis, financial modeling
Industry UsageFinancial firms, hedge funds, trading desksAsset management, investment banks, research firms

Internship C++ Quant Developers focus on coding and developing quantitative trading algorithms using C++, while Quant Analyst Interns primarily analyze data and develop financial models. Both roles require quantitative skills, but the developer role emphasizes programming expertise, whereas the analyst role centers on data analysis and financial research.

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Internship C Quant Developer jobs near you
Infographic showing various Internship C++ Quant Developer job openings in the United States as of August 2026, with employment types broken down into 12% Internship, 58% Full Time, 27% Part Time, 1% Temporary, and 2% Contract. Highlights an 85% Physical, 2% Hybrid, and 13% Remote job distribution, with an average salary of $120,212 per year, or $57.8 per hour.

Graduate Quantitative Developer London; New York

DeepFin Research

Manhattan, NY • On-site

$80 - $110/hr

Other

Posted 19 days ago

Job description

DeepFin is a systematic proprietary trading firm combining deep learning, traditional quantitative research methods, and cutting-edge trading technology, to trade global markets. Founded by engineers and researchers, we build and deploy advanced trading systems that operate across global markets.

Our team is lean, highly technical, and impact-driven - every hire plays a direct role in shaping the firm’s technology, strategy, and performance. We value curiosity, precision, and collaboration, and we’re building an environment where exceptional people can do their best work at the intersection of AI and financial markets.

Junior Quant Developer — Backtesting, Simulation & Research, Productionise Research (C++/Python) Role Overview

We’re hiring a junior Quant Developer to help productionise research into robust, high-performance trading systems. You’ll work closely with Quant Researchers and senior engineers to convert Python research code into production C++, build and optimise backtesting / simulation infrastructure, and support strategy development using L3 market data across multiple venues.

This is a hands‑on, engineering‑heavy role in a fast‑moving environment: you’ll own components end‑to‑end and contribute directly to research velocity and trading PnL.

Key Responsibilities
  • Productionise research models into C++: translate Python prototypes into efficient, maintainable C++ production code.
  • Backtesting & simulation: build and improve simulation systems that reflect real market mechanics (order book, fills, cancels, exchange rules).
  • L3 market data handling: ingest and process high‑volume tick/order‑level feeds; create reliable feature pipelines from raw exchange data.
  • Performance optimisation: improve latency and throughput of backtests/sims (profiling, memory optimisation, data structures, parallelism where appropriate).
  • Research support tooling: create utilities for data inspection, experiment tracking, run orchestration, and post‑trade analytics in Python.
  • Debugging & correctness: investigate mismatches between simulation and production behaviour; diagnose edge cases and implement fixes with strong test coverage.
  • Cross‑team collaboration: work daily with researchers and infra/exec engineers to ship improvements from idea → test → production.
Requirements
  • Education: Bachelor’s or Master’s from a top university in Computer Science, Engineering, Math, Physics, or similar.
  • 0‑3 years experience in quantitative finance or other relevant data‑intensive industries working with C++
  • Strong working knowledge of C++ (memory, ownership, STL, performance‑aware coding).
  • Experience: demonstrable evidence of hands‑on systems work in C++ handling large‑scale data (internships, research labs, competitive projects, open‑source).
  • Comfortable with Python for analysis, tooling, and debugging (pandas/numpy/Jupyter a plus).
  • Exposure to quantitative finance, eg through internships/university societies, including market microstructure and L3/order book data.
  • Clear “builder mindset”: you like owning problems end‑to‑end, shipping incrementally, and iterating quickly.

If you’re passionate about applying advanced technology to real‑world markets and want to work alongside a focused, high‑performing team, we’d love to hear from you. DeepFin offers a collaborative, research‑driven environment where ideas move quickly from concept to execution and where every contribution has visible impact.

Join us in building the next generation of deep‑learning‑driven trading systems - shaping the future of finance through innovation, rigour, and technology.

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