Python Backtester Engineer
Build and optimize the backtesting engine, design event-driven simulation logic, and ship reliable performance analytics for trading strategies.
- Strong Python and Pandas
- Interest in trading and markets
- Clean, testable code
Quantify Terminal builds the infrastructure that turns every filing, earnings call and macro print into updated models, thesis health, portfolio risk and auditable decisions. Internship applications are now closed. Thank you to everyone who applied.
Every role is an internship, fully remote, with flexible hours and duration. What you get is real-world startup experience, a completion certificate, and a genuine reference. Applications are closed for now; new roles will be posted on this page.
Build and optimize the backtesting engine, design event-driven simulation logic, and ship reliable performance analytics for trading strategies.
Research quantitative strategies, build factor models, and analyze market microstructure to power data-driven decisions.
Build ML models for market prediction, sentiment analysis and research tooling across the Quantify Terminal platform.
Craft fast, responsive interfaces for real-time market data, charts, and dashboards with a sharp eye for detail.
Design ingestion pipelines for market and reference data, ensuring reliability, freshness, and clean access across the platform.
Drive growth through campaigns, community building, and brand strategy aimed at quantitative analysts, hedge funds, portfolio managers, and institutional desks.
Create research notes, product explainers, and newsletters that communicate the Quantify Terminal vision to quantitative analysts, portfolio managers, and institutional investors.
Design test strategies, write automated tests, and ensure product quality across the terminal and its data services.
Open conversations with quant desks, funds, prop shops, and research teams. Build the pipeline, run product demos, and turn interest into paying users.
Real ownership, real product, real impact, the kind of experience that compounds.
Work on a live desktop terminal used by quantitative analysts, hedge funds, portfolio managers and risk teams, and on the Data Fabric, model compiler and portfolio risk systems beneath it. Not throwaway practice projects.
Work side by side with the founder and learn how quantitative finance, canonical data, deterministic finance engines and desktop engineering come together in production.
Ship features that reach real users. Your work lands in the product, not in a drawer, and you see it in action.
Earn a completion certificate and a genuine reference letter that reflects the work you actually shipped.
Take real responsibility for your work. You own features end to end, from idea and design through to release.
Fully remote with flexible hours. Work around your studies while still making meaningful progress on the product.
Move quickly through real problems in markets, data, and product. You will grow more in months than in most year-long roles.
Strong interns are first in line as the team grows. Prove yourself and there is a clear route to a long-term role.
Thank you to everyone who applied. New roles will be posted on this page when they open.