Quantitative Developer Intern

Summary: 1P Algorithms is a cutting-edge algorithmic trading firm specializing in the development of proprietary trading strategies and automated trading tools. The role involves developing and maintaining algorithmic trading strategies, optimizing performance, and collaborating with the trading team to translate market edge into code. Responsibilities: - Develop and maintain algorithmic trading strategies in C# (NinjaScript), Python, and/or C++ - Build and backtest quantitative models using historical market data across Futures and equities - Create and iterate on Pine Script indicators and strategies for TradingView integration - Collaborate directly with the founder and trading team to translate market edge into deployable code - Integrate AI/ML tools into strategy research, signal generation, or workflow automation - Debug and optimize live strategy performance — execution logic, latency, and risk parameters - Document strategies clearly for internal use and client-facing product materials Required Qualifications: - Proficiency in C++ and/or Python for quantitative or systems development - Working knowledge of Pine Script for TradingView strategy and indicator development - Understanding of statistics, probability, and signal processing for financial data - Ability to build, backtest, and evaluate trading strategies using objective metrics - Comfort working with time series data, tick data, and OHLCV price feeds - Familiarity with C# / NinjaScript is a strong plus - 1–5 years of industry experience in quantitative development, algorithmic trading, financial engineering, or systems development - Currently enrolled in a Master's or PhD program in Computer Science, Mathematics, Finance, Financial Engineering, Computational Finance, or a closely related field - Must be able to commit meaningful weekly hours to the role - Self-directed, results-focused, and excited to work in a fast-moving startup environment where your code ships to live markets Preferred Qualifications: - Experience with AI tools: Claude Code, Claude API, OpenAI API, or similar LLM integrations - Hands-on ML experience: scikit-learn, PyTorch, TensorFlow, or reinforcement learning - Familiarity with prompt engineering, agentic workflows, or AI-assisted development - Live or simulated trading experience in futures, options, or equities - Knowledge of prop firm evaluation mechanics (TopstepX, Apex Trader Funding FTMO) - Understanding of order flow, market microstructure, or institutional execution concepts Required Skills: C++, Python, Pine Script, Statistics, Probability, Signal Processing, Trading Strategy Backtesting, Time Series Data, Tick Data, OHLCV Price Feeds, C#, NinjaScript, Results-focused Benefits: Direct collaboration with the founder — learn from the person who built the product suite., Live market exposure — your code runs in real accounts, not just simulation., Cutting-edge AI toolset — we actively use and build with Claude, LLM APIs, and AI dev workflows., Performance-based compensation — competitive base with upside tied to strategy results., Portfolio-worthy work — build real, commercially deployed trading systems., Remote-first, async-friendly culture — results matter, not hours on a clock.