Quant Developer / Quant Research Intern - 2026/2027

Anthelion Capital; New York (NY); On-site; USD 81,900 - 91,000; Part time

Job summary

Anthelion Capital invites an intern to join the quant team and contribute to a real piece of the platform. You will help build the internal systems that power a systematic investment workflow and learn by doing across data ingestion, modeling, and backtesting components.

Candidates should be pursuing an undergrad, master's, or PhD in a quantitative field with strong Python skills; C++, Rust are a plus. Onsite in Midtown Manhattan, with guaranteed mentorship and potential full-time offers.

Qualifications

• Pursuing an undergrad, master's, or PhD in CS, math, statistics, physics, or related quantitative field.
• Strong programming ability in Python (C++, Rust, or another language a plus).
• Solid fundamentals in statistics and/or ML, and skepticism toward over-optimistic results.

Responsibilities

• As an intern, you'll work directly with our quant team on a real piece of the platform.
• Build the systems a systematic investment platform runs on — from the inside.
• You might work on data ingestion with as-of-date correctness, model validation, or a component of the backtesting/portfolio path.

Skills

Python

C++

Rust

Statistics

Machine Learning

Research

Education

Undergrad/ Master's/ PhD in CS/Math/Stats/Physics

Tools

Dagster

Prefect

Azure

Git

Job description

About Anthelion

Anthelion Capital is an investment and data science platform. We augment our fundamental investment core with data science to make investments across the capital structure. We are building a proprietary platform that runs the full investment lifecycle, from underwriting to portfolio management.

What you'll do.

As an intern, you'll work directly with our quant team on a real piece of that platform.

Build the systems a systematic investment platform runs on — from the inside.

No prior finance, credit, or trading experience is required — we hire for quantitative and engineering ability and teach the domain.

What you might work on (matched to your strengths):

• Market or reference data ingestion with point-in-time correctness (no lookahead, as-of-date correct).


• Building and validating a candidate factor or risk model on the emerging platform, with an emphasis on robustness and out-of-sample validity.


• A piece of the research-to-production path — the tooling that promotes a signal to production by configuration rather than a rewrite.


• A component of the backtesting / simulation engine, the feature/signal store, or the portfolio optimizer.

We're looking for:

• Currently pursuing an undergrad, master's, or PhD in CS, math, statistics, physics, or a related quantitative field.


• Strong programming ability in Python (C++, Rust, or another language is a plus).


• Solid fundamentals in statistics and/or ML, and the instinct to be suspicious of results that look too good.


• Evidence of building things and going deep — research, open source, competitive programming (ICPC/Codeforces), Kaggle, olympiads, or substantial personal projects.


• Nice to have: exposure to markets/investing, data engineering, orchestration tools (Dagster/Prefect), or cloud (Azure).

Logistics: 12-week onsite internship — Fall 2026 (September–November); Winter 2026 (December–February); or Summer 2027 (June–August). Open to students graduating December 2026 through Summer 2028; PhD candidates with later graduation dates are also considered.

Additional Details:

• Compensation: $1800 - $2000 per week depending on level of coursework. Strong interns are our primary source of full-time offers.


• Location: Onsite, Midtown, New York City


• Other: Must have US work authorization or ability to use OPT during the time of your internship.