Intern - Software Engineer (2028 Graduates)

At Graviton, software is the infrastructure that enables every research breakthrough, every trading decision and every competitive advantage.

As a Software Engineering Intern, you'll spend eight weeks building systems that power our quantitative research and live trading platforms. You'll work alongside experienced software engineers, quantitative researchers to solve engineering problems where performance, reliability and precision are essential.

This isn't an internship where you'll spend weeks reading documentation or fixing low-priority bugs. From your very first week, you'll write production-quality software, build systems that process enormous volumes of market data and contribute to infrastructure that supports live trading. Your work will be reviewed, deployed and measured by the standards of a world-class engineering team.

If you enjoy building elegant software, solving complex systems problems and pushing technology to its limits, you'll feel right at home.

Over eight weeks, you'll contribute to the engineering systems that enable modern systematic trading.

Your work will include:

• Designing and building software components that power our trading and quantitative research platforms.
• Developing high-performance applications in modern C++ and across our engineering stack.
• Building distributed systems that process and analyze massive volumes of market data.
• Optimizing systems where latency, throughput and reliability directly influence trading performance.
• Debugging complex production systems and improving performance through thoughtful engineering.
• Developing internal tools and platforms that accelerate research and engineering productivity.
• Building AI-powered developer tools and intelligent automation that improve software development workflows.
• Collaborating closely with quantitative researchers and traders to transform ideas into production systems.
• Participating in code reviews, architecture discussions and engineering design sessions.

Every project is real. Every improvement matters. Every line of code has a purpose.

Over two months, you'll gain hands-on experience with the engineering principles behind modern quantitative trading systems.

You'll develop practical experience in:

• High-performance systems programming
• Low-latency application design
• Modern C++ software engineering
• Distributed systems and scalable infrastructure
• Linux systems programming
• Concurrent and multithreaded programming
• Performance profiling and optimization
• Software architecture and engineering design
• AI-assisted software engineering workflows
• Writing production-quality, maintainable code

More importantly, you'll learn how experienced engineers approach difficult technical problems—balancing performance, correctness, maintainability and simplicity in systems that operate at extraordinary speed.

Every intern is paired with:

• A dedicated mentor who guides technical development.
• A reporting manager who provides continuous feedback.
• A buddy who helps you settle into the team and navigate your internship.

You'll receive regular code reviews, architecture discussions and engineering feedback, ensuring continuous learning throughout the internship.

By the end of the internship, successful interns will have:

• Delivered a complete engineering project from design through deployment.
• Written production-quality software used by research or trading teams.
• Improved the performance, scalability or reliability of critical systems.
• Presented engineering solutions to experienced software engineers and quantitative researchers.
• Demonstrated strong ownership, technical curiosity and engineering excellence.

Most importantly, you'll experience what it's like to build software where performance is measured in nanoseconds, reliability is non-negotiable and engineering excellence creates real competitive advantage.

We're looking for exceptional students who love building software and solving difficult engineering problems.

• Pursuing a Bachelor's or Integrated Master's degree
• Expected graduation in 2028
• Mathematics, Computer Science or Electrical Engineering
• CGPA of 8.5 or above
• No active backlogs

You should have:

• Strong programming skills in C++ and/or Python.
• Excellent understanding of data structures, algorithms and object-oriented programming.
• Familiarity with operating systems, computer architecture and networking fundamentals.
• Strong analytical thinking and problem-solving ability.
• Passion for writing clean, efficient and reliable software.

We look for people who are:

• Curious enough to question existing solutions.
• Analytical enough to simplify complex systems.
• Persistent enough to debug difficult problems.
• Detail-oriented enough to care about every line of code.
• Collaborative enough to learn from others and improve together.
• Motivated by solving engineering challenges that have real-world impact.

At Graviton, engineering is a competitive advantage.

You'll work alongside software engineers, quantitative researchers and traders who collaborate to build technology capable of operating in one of the most demanding computing environments anywhere.

You'll gain meaningful ownership from day one, solve problems where milliseconds matter and contribute to systems that process enormous volumes of market data every trading day.

We believe the best ideas can come from anyone. Your impact won't depend on your title. It will depend on the quality of your engineering.

Founded in 2014, Graviton Research Capital has grown from a small team of researchers and technologists into one of the world's leading quantitative trading firms.

Our success is built on exceptional people, rigorous research and world-class engineering.

Across specialized trading teams, quantitative researchers, engineers and traders work together to solve some of the most challenging problems in financial markets. Every team operates with significant autonomy, united by a shared commitment to innovation, intellectual curiosity and continuous learning.

We're constantly pushing the boundaries of technology, mathematics and quantitative research to build the next generation of systematic trading strategies.