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InfiniteQuant LLC is pleased to announce our annual Quantitative Researcher/Developer Internship tailored for students and recent graduates. We are actively seeking candidates with expertise in high-frequency statistical arbitrage, focusing on global commodities and digital assets, as well as in market-making strategies for spot, future, swap, and options. Exceptional interns will have the chance to rotate among various tracks throughout their internship, providing a comprehensive experience in the field. Responsibilities Collaborate with the infra team to design, develop, and maintain high-frequency trading systems Work with quants and traders to implement optimized code from ideas/prototypes Contribute to the data pipeline, simulators, and monitoring software Benefits Team-wide career skills improvement workshops, group coaching, onsite events, and one-on-one training. US/UAE (Dubai) working visa sponsorship for qualified candidates if needed. Career workshop. Team outing event and team dinner. Earn performance-based bonus. Corporate swag. Well-stocked office kitchen. Salary Range $6,000-$10,000 per month Location US: Downtown Manhattan, New York UAE: Jumeirah Lakes Towers (JLT), Dubai HK (Hong Kong) Interview Process The interview process includes a few rounds with Quants, a coding test, and concludes with a final interview. Other Frequently Asked Questions & Answers Please refer to Google Doc https://drive.google.com/file/d/1EhoCCfqRnrNC8S5lbx6x49JulW970-V9/view?usp=sharing Candidates must pursue or hold a Bachelor’s Degree or higher in a CS related degree. Strong knowledge of C++ and Python Experience with trading firms, hedge funds, exchanges, or global banks is a plus. Understand the mindset of Quant Researcher and Software Development Engineer is a plus. Understand the logic of matching engine and simulator/backtester is a plus. InfiniteQuant LLC is an Equal Employment Opportunity employer. We are committed to providing an environment of mutual respect where equal employment opportunities are available to all applicants without regard to race, color, religion, sex, pregnancy, national origin, age, disability, marital status, sexual orientation, gender identity, genetic information, military and veteran status, and any other characteristics protected by applicable law. We seek to recruit, develop, and retain the most talented and qualified applicants from a diverse candidate pool.

This is a hands-on individual contributor role: you will own and extend our C++ simulation/backtesting framework across both digital assets and FX, exposing it to researchers via Python tooling. Your work ensures that strategy ideas move seamlessly from research → simulation → live trading, with accuracy and reliability. You will collaborate closely with traders, researchers, the Principal Engineer, and infra teams. Key Responsibilities Simulation & Backtesting: Maintain and extend our C++ simulation/backtesting framework for both digital assets and FX, ensuring it faithfully reflects live exchange behavior. Matching Engine & Queuing: Implement and refine models of exchange matching engines and order queuing (FIFO, pro-rata, hidden orders, cancel/replace rules), ensuring execution simulations align with production fills. Python Integration: Build and maintain pybind11 bindings so researchers can interact with the C++ simulator from Python. Research Tooling: Develop Python scripts, data pipelines, and visualization tools that leverage the simulator for testing and analysis. Production Alignment: Guarantee that strategies tested in the simulator match production performance by debugging mismatches and validating data flows. Historical Data Handling: Work with large datasets stored on an NFS file system, building efficient indexing, access patterns, and preprocessing pipelines for researchers. Collaboration: Partner with researchers and traders to translate raw ideas into reproducible experiments. Reliability & Debugging: Investigate discrepancies between simulation, research, and production, and improve robustness of the research environment. Location Dubai - United Arab Emirates New York City - United States Strong proficiency in C++, with hands-on experience maintaining or extending large, performance-critical systems. Experience with pybind11 or equivalent Python–C++ integration frameworks. Solid Python skills for research pipelines, data analysis, and scripting. Prior work with distributed simulation or backtesting frameworks in HFT. Deep understanding of matching engines, order book mechanics, queuing models, and special order types (FIFO, pro-rata, priority). Experience working with large datasets stored in a distributed file system — building indexing, parsing, and efficient access pipelines. Familiarity with databases, caching, and messaging systems (SQL, Redis, Kafka) is a plus. Strong debugging skills across both Python and C++. Startup or small-team background with high ownership. Familiarity with trading concepts (PnL, risk, market data, order types) InfiniteQuant is an Equal Employment Opportunity employer. We are committed to providing an environment of mutual respect where equal employment opportunities are available to all applicants without regard to race, color, religion, sex, pregnancy, national origin, age, disability, marital status, sexual orientation, gender identity, genetic information, military and veteran status, and any other characteristics protected by applicable law. We seek to recruit, develop, and retain the most talented and qualified applicants from a diverse candidate pool.