Quant Engineering Intern

Role Overview

Nuvama's Quant Engineering team develops systematic trading strategies and the infrastructure to research, test, and deploy them across Indian financial markets. The team operates at the intersection of quantitative finance, software engineering, and applied AI — building tools and models that are used in live trading.

Responsibilities

• Building and improving backtesting infrastructure, including data pipelines and execution simulation.
• Developing reliable data engineering pipelines for tick, minute, and daily market data.
• Contributing to AI engineering support by building APIs and integrating LLM-powered tooling.
• Implementing algorithmic execution engineering, including order routing logic and latency measurement.
• Creating performance and monitoring tooling, dashboards, and diagnostic tools.

Requirements

• Pursuing B.Tech / M.Tech in CS, EE, or a related engineering discipline from a Tier 1 institution.
• Strong Python fundamentals with experience in pandas and numpy.
• Understanding of data structures, algorithms, API design, and SQL.
• Ability to translate quantitative specifications into reliable production code.
• Basic familiarity with financial data types like OHLCV bars and option chains.
• Comfortable working on Linux servers using git.

Nice to Have

• Experience building data pipelines or financial tooling.
• Familiarity with Indian market structure.
• Exposure to statistical libraries like scipy or statsmodels.
• Interest in applying LLMs or ML to financial research.

Skills

• Python
• pandas
• SQL
• Linux
• git