Summer Quant Developer: Low-Latency Market Making

Bluesky Capital; New York (NY); On-site; USD 33,000 - 60,000; Full time

Job summary

Bluesky Capital's Trading division is seeking a Quantitative Developer for a Summer Internship in New York. You will develop and improve low-latency trading technology, working with quants and traders to implement strategies efficiently.

Ideal candidates hold an MS or PhD in a quantitative field, have strong Python/Matlab skills, and experience with C++ low-latency programming. The role emphasizes independent, multi-project work in a fast-paced environment.

Qualifications

• MS or PhD degree from top university in Engineering, Mathematics, Statistics, Computer Science, or related area
• Excellent knowledge and prior hands-on experience with Python or Matlab
• Experience with low-latency programming C++
• Ability to work independently on both short and long-term projects
• Ability to multi-task and work on multiple projects simultaneously and on short-term notice

Responsibilities

• Develop low-latency trading technology and integrations to various exchanges
• Write production quality code to integrate new trading strategies in our current set
• Monitor the performance of the strategies deployed into production

Skills

Python

Matlab

C++

Independent work

Multi-tasking

Education

MS or PhD in Engineering/Mathematics/Statistics/Computer Science or related

Tools

Linux

Networking protocols

REST/Websocket/FIX

Job description

Bluesky Capital's Trading division is seeking a Quantitative Developer for a Summer Internship in New York. You will develop and improve low-latency trading technology, working with quants and traders to implement strategies efficiently.

Ideal candidates hold an MS or PhD in a quantitative field, have strong Python/Matlab skills, and experience with C++ low-latency programming. The role emphasizes independent, multi-project work in a fast-paced environment.