BranchFactor Summary

The original posting with the fluff stripped out

Management level: Individual contributor
Contract: Internship

Compensation

No salary listed for this role.

Role speciality

Agentic AIMarket Data ProcessingQuantitative DevelopmentTrading Systems

Useful technologies

C++C++17LinuxLLMPythonSTLTCPUDP

Preferred qualifications

Field of studyComputer Science (or related)

Study levelBachelor's or higher

Original posting

The Role

We are seeking a Quantitative C++ Developer Intern to join our team and contribute to the high-performance systems that power our trading strategies, market data processing and research infrastructure. The role will suit someone with strong competitive programming instincts, solid C++ fundamentals, and genuine curiosity about applying agentic AI tools to real-world quantitative workflows. The internship will be 3-6 months, including the summer.

What You’ll Do

Develop and optimize low-latency trading systems, market data engines and strategy back testing frameworks.
Implementing the high-performance data structures and algorithms that underpin core modules.
Explore and integrate agentic AI and LLM tools to support strategy research, code generation and research workflows.
Collaborate with quantitative researchers and traders to translate strategy logic into efficient, robust code.
Write clear technical documentation and help build reusable components and tooling.

What You’ll Bring

Pursuing a Bachelor's or Master's degree in Computer Science or a related field.
A strong foundation in C++ (C++17 or later), including the STL, memory management and template programming.
A solid grasp of data structures and algorithms and the ability to analyze time and space complexity.
Comfortable working in a Linux development environment.
Hands-on experience with agentic AI and LLM applications.

Strongly Preferred

Competitive programming achievements or strong contest rankings — ICPC, CCPC, Codeforces (2000+ or equivalent), USACO, NOI/NOIP or similar.
Prior experience on quantitative projects such as strategy backtesting, high-frequency trading systems or market data engines.
Familiarity with multithreading and concurrency, lock-free data structures, or network programming (TCP/UDP, multicast market data).
Proficiency in Python for rapid prototyping, data analysis and integration with C++ modules.
A record of open-source contribution.

What We Offer

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