Quant Developer Summer Intern
Position: Quant Developer Summer Intern 2025
Location: Boston
Firm Overview
Founded in 2005, Walleye Capital LLC is a global multi-strategy investment firm founded in Minnesota and headquartered in New York City. With over $5.3 billion under management, Walleye Capital currently employs over 350 people and maintains additional seven offices in the United States, including Boston. Our investment approach is rooted in an intellectually honest assessment of what role we play in this industry – constantly testing our assumptions of where we have edge and how we adding value.
Our approach helps us achieve our continued goal of building a best-in-class, mid-sized multi-strategy hedge fund utilizing robust infrastructure, sophisticated technology, and skilled people to develop an investment business comprised of high-quality implementations of uncorrelated strategies trading across the globe and in multiple asset classes. Importantly, we expand the scope of our investment activities to encompass volatility, fundamental equities, quant, and macro. We invest through a single, centrally managed investment team which affords us the greatest flexibility in opportunistically and quickly deploying capital.
Role Overview and responsibilities
Walleye Capital is hiring a Quantitative Developer Intern to work in our systematic strategies group Quantic in Boston. We are a tight-knit, collaborative, and intellectually rigorous team responsible for managing systematic trading strategies in equity statistical arbitrage, volatility arbitrage, and futures. We are looking for talented coders who can rapidly work on developing and supporting processes for automated trading strategies in both equity statistical arbitrage and volatility arbitrage.
A successful candidate will work extremely closely with our Quantic investment team and will be involved in all aspects of the investment process. The successful candidate will be extremely versatile, productive, creative and be excited to learn and evolve quickly.
What will you do?
- Develop and implement quantitative infrastructure for alpha generation, portfolio construction, and algorithmic trading
- Monitor and support daily alpha construction and trading
- Create and monitor data pipelines using a Directed Acyclic Graph (DAG) based scheduler in Python
- Triage vendor data quality in a Linux based PostgreSQL data warehouse
- Oversee automated equity and option trading strategies in Java, R, and Python
- Provide high-level technical and investment support to the team
- Parse and analyze new data sources such as exchange data, fundamental company data, or unstructured data
- Design reporting and analysis tools for strategy risk, trade cost and execution using data from a proprietary columnar database
- Work with traders and researchers to build new proprietary trading strategies and alphas
What are you like?
- Highly analytical, creative and capable of quickly and enthusiastically tackling new projects
- Ability to prioritize and multi task
- Pursuing a Bachelors or advanced degree in computer science, engineering, statistics, or other computational or quantitative field.
- Familiarity with popular machine learning/deep learning/statistical packages (such as scikit-learn, TensorFlow, PyTorch, etc.) a plus
- Experience in UNIX/Linux/BSD environments required
- Proficiency in a scripting language (Python/BasH/Perl) required