Software Developer Intern

ALPRESI RESEARCH; Vadodara; On-site; INR 167,000 - 279,000; Part time

Benefits offered by this job

Paid Internship

Job summary

ALpresi Research invites a Software Engineering Intern to join the core development team. You will bridge complex mathematical trading ideas and production-grade execution systems, collaborating with researchers to optimize algorithms and manage data pipelines.

You will contribute to low-latency trading infrastructure using Python and C/C++, while gaining exposure to risk models and live financial markets. A strong engineering mindset is essential.

Qualifications

• Pursuing a technical degree in CS/Math/Quant with strong fundamentals.
• Experience with Python and C/C++ preferred.
• Solid knowledge of data structures and algorithms.

Responsibilities

• System Development: write clean, robust, and highly optimized code in Python and C++ for trading systems.
• Data Engineering: build and optimize high-throughput data pipelines for real-time and historical market data.
• Strategy Implementation: translate quantitative strategies into production code.
• Performance Optimization: identify bottlenecks to reduce latency and increase throughput.
• Testing & Validation: implement automated testing and validation for stability and risk management.

Skills

Python

C/C++

Data structures

Algorithms

Memory management

Multi-threading

Quantitative finance interest

Problem solving

Education

Pursuing B.Tech / M.Tech / MS in CS/Math/Quant

Job description

About ALpresi Research

ALpresi Research is a premier, data-driven quantitative research and technology firm operating at the intersection of mathematical finance, advanced data science, and institutional-grade software development. We design and build sophisticated quantitative trading software and infrastructure, specializing in fully automated, high-performance, and risk-managed trading systems.

Role Overview

We are seeking a highly motivated and technically sharp

• System Development: Write clean, robust, and highly optimized code in Python and C++ for our proprietary trading systems and infrastructure.
• Data Engineering: Build, maintain, and optimize high-throughput data pipelines for real-time and historical financial market data.
• Strategy Implementation: Help translate quantitative trading strategies and mathematical models into fully automated production code.
• Performance Optimization: Analyze existing codebases to identify performance bottlenecks, reducing latency and increasing system throughput.
• Testing & Validation: Implement rigorous automated testing and validation frameworks to ensure system stability and strict risk management.

About ALpresi Research

ALpresi Research is a premier, data-driven quantitative research and technology firm operating at the intersection of mathematical finance, advanced data science, and institutional-grade software development. We design and build sophisticated quantitative trading software and infrastructure, specializing in fully automated, high-performance, and risk-managed trading systems.

Role Overview

We are seeking a highly motivated and technically sharp Software Engineering Intern to join our core development team. In this role, you will help bridge the gap between complex mathematical trading ideas and production-grade execution systems. You will work closely with researchers to optimize algorithms, manage data pipelines, and develop low-latency trading infrastructure using Python and C/C++.

Key Responsibilities

• System Development: Write clean, robust, and highly optimized code in Python and C++ for our proprietary trading systems and infrastructure.
• Data Engineering: Build, maintain, and optimize high-throughput data pipelines for real-time and historical financial market data.
• Strategy Implementation: Help translate quantitative trading strategies and mathematical models into fully automated production code.
• Performance Optimization: Analyze existing codebases to identify performance bottlenecks, reducing latency and increasing system throughput.
• Testing & Validation: Implement rigorous automated testing and validation frameworks to ensure system stability and strict risk management.

Required Skills & Qualifications

• Technical Stack: Strong proficiency in Python (for data processing, analysis, and scripting) and C/C++ (for object-oriented design and performance-critical systems).
• Academic Background: Pursuing a Degree (B.Tech / M.Tech / MS) in Computer Science, Quantitative Finance, Mathematics, or a highly technical engineering field.
• Core Fundamentals: Deep understanding of data structures, algorithms, memory management, and multi-threading concepts.
• Domain Interest: A strong interest in financial markets, quantitative trading structures, or algorithmic execution (prior knowledge of cash/derivatives is a huge plus).
• Mindset: A strong engineering-first approach, analytical problem-solving mindset, and the ability to work under minimal human intervention.

What You Will Gain

• Paid Internship: Competitive monthly stipend based on skills and performance.
• Direct, hands-on experience building production-grade software for live financial markets.
• Mentorship from quantitative software developer market professionals with over a decade of execution experience.
• Exposure to low-latency infrastructure design and real-world risk management models.
• Potential for a full-time role (Pre-Placement Offer) based on exceptional internship performance.