Website Quant Singularity
Founding Infrastructure Intern (Data Engine) | Singularity
Singularity is an elite Quantitative Trading firm operating in the high-stakes Indian derivatives market (NSE). This is a Founding Infrastructure role, meaning you aren’t just an intern; you are the architect of “v1.” You are building the bedrock that supports every trade the firm makes.
In the world of Quant, “Data is Alpha.” If your infrastructure has a 1-millisecond lag or a single “bad tick,” the firm loses money. This role is for those who thrive on high pressure and the pursuit of 100% technical reliability.
🟢 Role Overview & Impact
You are building the Data Engine from scratch. This isn’t maintenance; it is a full-scale design-and-build project.
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V1 Infrastructure: Design the real-time ingestion pipelines for market data, alternative data, and broker feeds using Kafka or Redis.
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Time-Series mastery: Build a warehouse optimised for fast backtest reads using databases like QuestDB, TimescaleDB, or KDB+.
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NSE Deep Dive: Engineer data coverage for complex NSE option chains, including IV surfaces, Greeks, and futures rollovers.
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Access Layer: Develop the core APIs (
get_price(),get_signals()) that the strategy and ML teams will rely on for live trading. -
Performance Engineering: Use Python for logic and Rust/C++ for performance-critical, low-latency components.
📊 Compensation & Internship Details (2026)
Singularity is a top-tier quantitative player, and its compensation reflects the high barrier to entry:
🎯 Candidate Profile
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The Builder: You hate maintaining old code; you want to define the schema, the SLA, and the architecture yourself.
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The Expert: You understand Indian market structures (lot sizes, expiry cycles, FII/DII data) and have hands-on experience with low-latency data feeds.
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The Coder: Expert in Python with the ability to drop into Rust or C++ when milliseconds matter.
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The Mindset: You think in “failure modes.” You assume the data is wrong until your validation pipeline proves it’s right.


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