It depends what kind of job you want. If you want to go into quant research you’re probably just going to be writing inefficient python code. So if you want to

It depends what kind of job you want. If you want to go into quant research you’re probably just going to be writing inefficient python code. So if you want to do that, just go straight to something like Quantopian where the infrastructure is already set up. If you want to be the guy who actually knows how to program (the guy translating the Python into C++), then I think a backtester would be a nice project. Look at the python libraries zipline and pyfolio and then try to create something yourself (ideally not in python).