Quantitative Developer Intern - Summer 2026
About The Position
Everhaven Securities runs one of the largest prediction markets crypto market-making operations across Kalshi, Polymarket, and other venues. We are hiring a Quantitative Developer Intern to work on a C++/Python trading platform for event-contract markets such as Kalshi and Polymarket. You will work with a small team to maintain and improve the market-making engine, implement new strategies, integrate research models, and optimize latency-sensitive trading infrastructure. Candidates will be required to work onsite in New York City. This role is ideal for someone who enjoys both quantitative strategy work and production engineering.
Requirements
- Strong C++ experience, ideally C++17/20.
- Python proficiency for research, automation, and operational tooling.
- Experience with trading systems, market making, exchange connectivity, or low-latency infrastructure.
- Understanding of order books, limit orders, fills, position/risk management, and exchange APIs.
- Comfort with concurrency, networking, WebSockets, REST, and preferably FIX.
- Ability to debug production systems and reason carefully about correctness, latency, and risk.
Responsibilities
- Implement and maintain market-making strategies for binary/event contracts.
- Work on the C++20 OMS, order gateway, and WebSocket/FIX trading infrastructure.
- Integrate new pricing and theo models
- Improve latency, throughput, and reliability across order placement, order state tracking, reconciliation, and IPC/data feeds.
- Support venue integrations for Kalshi, Polymarket, and future exchanges.
- Build and maintain Python tooling for supervisors, dashboards, monitoring, rotations, and analysis.
- Add tests, benchmarks, and diagnostics for trading logic and infrastructure changes.
- Collaborate with senior engineers and researchers to bring new strategies from idea to production.
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What This Job Offers
Career Level
Intern
Education Level
No Education Listed
