Location: Noida / Gurugram

Duration: Summer Internship (8–12 Weeks) | Winter Internship (4 Weeks) | 6-Month Internship (Final Semester)

Eligibility: 3rd Year, Final Year & Last Semester Students

Role Overview

Open Futures is inviting applications for its Internship Program – Core Engineering (C++) & Quantitative Research, designed for exceptional students who aspire to build a career in High Frequency Trading (HFT), Low Latency Engineering, and Quantitative Research.

This internship provides an opportunity to work on real-world engineering and research challenges alongside experienced Portfolio Managers, Quantitative Researchers, Traders, and Core Engineering teams. Interns will contribute to production-grade projects while gaining hands-on exposure to systematic trading technologies, high-performance computing, and quantitative research methodologies.

Whether you’re passionate about building ultra-low latency software or solving complex mathematical problems, this program offers an immersive learning experience within one of India’s leading proprietary trading firms.

Internship Tracks

Core Engineering (C++)

Work on high-performance software and infrastructure that powers our systematic trading platform.

Typical responsibilities include:

  • Develop software using Modern C++ for performance-critical applications.
  • Build internal engineering tools and reusable software libraries.
  • Work on research infrastructure, simulation frameworks, and execution utilities.
  • Optimize applications for performance, scalability, and reliability.
  • Collaborate with experienced engineers on production-grade systems.

Quantitative Research

Work alongside experienced Researchers and Portfolio Managers to discover and validate new alpha opportunities.

Typical responsibilities include:

  • Research and evaluate quantitative trading ideas.
  • Analyze large-scale financial datasets.
  • Build statistical models and predictive signals.
  • Perform feature engineering and hypothesis testing.
  • Develop research prototypes using Python.
  • Present research findings and experimental results.

Eligibility Criteria

  • Students currently pursuing B.Tech., Dual Degree, Integrated M.Tech.
  • Eligible Years:
    • 3rd Year (Summer Internship)
    • Final Year (Winter Internship)
    • Last Semester (6-Month long Internship)
  • Branches (IITs only):
    • Computer Science & Engineering (CSE)
    • Electrical & Electronics Engineering (EEE)
    • Mathematics & Computing (M&C)
  • Strong academic performance throughout.

Technical Skills

Core Engineering (C++)

Candidates should have strong fundamentals in:

  • C++, Data Structures & Algorithms, Object-Oriented Programming, Operating Systems, Computer Networks, Linux

Quantitative Research

Candidates should have strong understanding of:

  • Probability & Statistics, Mathematics, Linear Algebra, Python Programming, NumPy & Pandas, Data Analysis, Problem Solving

What We’re Looking For

We’re looking for students who:

  • Have exceptional analytical and problem-solving abilities.
  • Demonstrate strong computer science or mathematical fundamentals.
  • Enjoy solving challenging engineering or quantitative problems.
  • Are curious, self-motivated, and eager to learn.
  • Thrive in collaborative, high-performance environments.
  • Aspire to build a long-term career in High Frequency Trading and Quantitative Finance.

What You’ll Gain

  • Hands-on experience working on production-grade engineering and quantitative research projects.
  • Mentorship from experienced Engineers, Portfolio Managers, Researchers, and Traders.
  • Exposure to low-latency systems, high-performance computing, and quantitative trading technologies.
  • Opportunity to solve real-world problems with direct business impact.
  • Regular technical learning sessions, code reviews, and research discussions.
  • Competitive internship stipend and access to world-class engineering infrastructure.
  • Outstanding interns may receive a Pre-Placement Offer (PPO) for full-time roles in Core Engineering or Quantitative Research.

Why Join Open Futures?

At Open Futures, interns don’t work on side projects—they contribute to real engineering and research initiatives that support our trading business. You’ll gain practical experience, learn from some of the industry’s brightest minds, and develop skills that prepare you for a career in High Frequency Trading and advanced technology.

If you’re passionate about C++, Quantitative Research, Mathematics, and building high- performance systems, we’d love to hear from you.

Apply now or share your resume at: hiring@openfutures.co.in