Quantitative Developer - Systematic Strategies (Summer Internship)
The systematic developer internship contributes software to research and investment workflows. Projects may involve analytics, optimisation, deployment automation and pipeline monitoring.
What you’d work on
Our reading of the posting: what a new hire in this role would most likely spend their first months on.
- Build components used by systematic researchers
- Improve analytical and data-processing tools
- Contribute to Kubernetes deployment workflows
- Add monitoring and diagnostics for research pipelines
What they ask for
Required
- Python or C++
- Strong programming foundations
- Interest in systematic investing
- Problem-solving
- Technical communication
Preferred
- Cloud or distributed systems
- Data engineering
- Optimisation or machine learning
- Education
- Bachelor or master student in computing or a related STEM discipline; graduation winter 2027–summer 2028.
- Experience
- Student summer internship.
- Languages and tools
How to prepare
- Build a tested research-data processing component
- Demonstrate a reproducible container deployment
- Add useful metrics and alerts to a small analytical pipeline
What to study
- Quantitative Data Engineering
- Python for Quantitative Finance
- Trading Systems and Low-Latency Infrastructure
The HFT Quant Developer roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
Read the full posting on Balyasny Asset Management’s site before applying: requirements, location and pay can change after we check them.
View the posting on Balyasny Asset Management’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Balyasny Asset Management and doesn’t handle applications.