Quant Dev Intern — High-Impact Market Making (C++/Python)

Everhaven Securities; New York (NY); On-site; USD 114,400 - 156,000; Full time

Job summary

Everhaven Securities is seeking a Quantitative Developer Intern to work in New York City on a C++/Python trading platform for event-contract markets. Responsibilities include implementing market-making strategies, working on trading infrastructure, and collaborating with senior engineers.

The ideal candidate must possess strong C++ experience and Python proficiency. The role offers a competitive salary and involves hands-on engagement with trading systems and low-latency infrastructure.

Qualifications

• Strong C++ experience, ideally C++17/20.
• Python proficiency for research, automation, and operational tooling.
• Experience with trading systems, market making, exchange connectivity, or low-latency infrastructure.

Responsibilities

• Implement and maintain market‑making strategies for binary/event contracts.
• Work on the C++20 OMS, order gateway, and WebSocket/FIX trading infrastructure.
• Improve latency, throughput, and reliability across order placement and tracking.

Skills

C++ experience

Python proficiency

Experience with trading systems

Understanding order books and exchange APIs

Comfort with concurrency and networking

Tools

CMake

Boost

WebSockets

REST

Job description

Everhaven Securities is seeking a Quantitative Developer Intern to work in New York City on a C++/Python trading platform for event-contract markets. Responsibilities include implementing market-making strategies, working on trading infrastructure, and collaborating with senior engineers.

The ideal candidate must possess strong C++ experience and Python proficiency. The role offers a competitive salary and involves hands-on engagement with trading systems and low-latency infrastructure.