Quantitative Developer Intern - Summer 2026

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

Overview

Everhaven Securities runs one of the largest prediction markets crypto market‑making operations across Kalshi, Polymarket, and other venues. We are hiring a Quantitative Developer Intern to work on a C++/Python trading platform for event‑contract markets such as Kalshi and Polymarket. Candidates will be required to work onsite in New York City and can start immediately (July 2026).

Responsibilities

• Implement and maintain market‑making strategies for binary/event contracts.
• Work on the C++20 OMS, order gateway, and WebSocket/FIX trading infrastructure.
• Integrate new pricing and theo models.
• Improve latency, throughput, and reliability across order placement, order state tracking, reconciliation, and IPC/data feeds.
• Support venue integrations for Kalshi, Polymarket, and future exchanges.
• Build and maintain Python tooling for supervisors, dashboards, monitoring, rotations, and analysis.
• Add tests, benchmarks, and diagnostics for trading logic and infrastructure changes.
• Collaborate with senior engineers and researchers to bring new strategies from idea to production.

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.
• Understanding of order books, limit orders, fills, position/risk management, and exchange APIs.
• Comfort with concurrency, networking, WebSockets, REST, and preferably FIX.
• Ability to debug production systems and reason carefully about correctness, latency, and risk.

Tech Stack

C++20, Python, CMake, Boost/Beast/Asio, FIX, WebSockets, REST, ONNX Runtime, GTest, Google Benchmark, ZMQ, shared‑memory IPC, Rust FFI, Linux.

Salary

The annual base salary is $114,400–$156,000 (USD). The salary will be prorated based on internship start and end date and does not include discretionary bonuses. Actual compensation offered may vary based on geographic location, work experience, education, and/or skill level.