Quant Engineering Intern

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.

What You'll Work On

• Backtesting infrastructure: building and improving the internal backtesting platform — data pipelines, execution simulation, performance reporting, and tooling that quant researchers use daily.
• Data engineering: building reliable pipelines for tick, minute, and daily market data (equities, futures, options) — ingestion, validation, storage, and serving to downstream consumers.
• AI engineering support: contributing to internal LLM-powered tooling — building APIs, integrating model outputs into workflows, and maintaining the infrastructure that connects AI capabilities to the research platform.
• Algorithmic execution engineering: implementing and testing order routing logic, execution simulation, and latency measurement tooling that underpins live systematic trading.
• Performance and monitoring tooling: building dashboards, metrics, and diagnostic tools that give researchers and traders visibility into platform health, backtest results, and live system behaviour.

What We're Looking For

• Pursuing B.Tech / M.Tech in CS, EE, or a related engineering discipline from a Tier 1 institution.
• Strong Python…

Skills

• LLMs
• Python
• Pandas
• NumPy
• SQL