2027 DMFI Quant Developer Intern
London, England, United Kingdom·Posted 3d ago
python
<p><strong><span data-contrast="auto">The Role</span></strong><span data-ccp-props="{}"> </span></p> <p><span data-contrast="auto">We are seeking an exceptional intern to join our Discretionary Macro Fixed Income (DMFI) Quant team in London where you will have an opportunity to meaningfully contribute to building and enhancing our derivatives pricing and risk infrastructure, delivering solutions that directly impact our trading operations across multiple asset classes.</span><span data-ccp-props="{"201341983":0,"335559739":0,"335559740":240}"> </span></p> <p><span data-ccp-props="{"201341983":0,"335559739":0,"335559740":240}"> </span></p> <p><strong><span data-contrast="auto">What You’ll Do</span></strong><strong><span data-contrast="auto"> </span></strong><span data-ccp-props="{}"> </span></p> <p><span data-contrast="auto">Reporting to our Quant Services and Applications Lead, you will help expand the services infrastructure supporting the DMFI-QR analytics platform. The current focus of this expansion is on </span><strong><span data-contrast="auto">reference data management, market data client feed integrations, and bond curve configuration</span></strong><span data-contrast="auto">, all of which support our </span><strong><span data-contrast="auto">curve fitting services</span></strong><span data-contrast="auto">. This is a hands-on opportunity to learn how backend services are designed, built, and scaled to support real-world fixed income analytics workloads using </span><strong><span data-contrast="auto">C++ and Python</span></strong><span data-contrast="auto">. You will:</span><span data-ccp-props="{"201341983":0,"335559739":0,"335559740":240}"> </span></p> <ul> <li data-leveltext="" data-font="Symbol" data-listid="22" data-list-defn-props="{"335552541":1,"335559685":720,"335559991":360,"469769226":"Symbol","469769242":[8226],"469777803":"left","469777804":"","469777815":"multilevel"}" data-aria-posinset="1" data-aria-level="1"><span data-contrast="none">Learn how reference data and market data feeds flow into the curve fitting pipeline</span><span data-ccp-props="{"201341983":0,"335559685":1080,"335559738":30,"335559739":30,"335559740":240}"> </span></li> </ul> <ul> <li data-leveltext="" data-font="Symbol" data-listid="22" data-list-defn-props="{"335552541":1,"335559685":720,"335559991":360,"469769226":"Symbol","469769242":[8226],"469777803":"left","469777804":"","469777815":"multilevel"}" data-aria-posinset="2" data-aria-level="1"><span data-contrast="none">Assist in building and testing integrations with market data client feeds using C++ and Python</span><span data-ccp-props="{"201341983":0,"335559685":1080,"335559738":30,"335559739":30,"335559740":240}"> </span></li> </ul> <ul> <li data-leveltext="" data-font="Symbol" data-listid="22" data-list-defn-props="{"335552541":1,"335559685":720,"335559991":360,"469769226":"Symbol","469769242":[8226],"469777803":"left","469777804":"","469777815":"multilevel"}" data-aria-posinset="3" data-aria-level="1"><span data-contrast="none">Help design and implement configuration frameworks for bond curve construction</span><span data-ccp-props="{"201341983":0,"335559685":1080,"335559738":30,"335559739":30,"335559740":240}"> </span></li> </ul> <ul> <li data-leveltext="" data-font="Symbol" data-listid="22" data-list-defn-props="{"335552541":1,"335559685":720,"335559991":360,"469769226":"Symbol","469769242":[8226],"469777803":"left","469777804":"","469777815":"multilevel"}" data-aria-posinset="4" data-aria-level="1"><span data-contrast="none">Support the extension of existing services to onboard new reference data sources</span><span data-ccp-props="{"201341983":0,"335559685":1080,"335559738":30,"335559739":30,"335559740":240}"> </span></li> </ul> <ul> <li data-leveltext="" data-font="Symbol" data-listid="22" data-list-defn-props="{"335552541":1,"335559685":720,"335559991":360,"469769226":"Symbol","469769242":[8226],"469777803":"left","469777804":"","469777815":"multilevel"}" data-aria-posinset="5" data-aria-level="1"><span data-contrast="none">Collaborate with quant developers and engineers on code reviews, documentation, and testing practices</span><span data-ccp-props="{"201341983":0,"335559685":1080,"335559738":30,"335559739":30,"335559740":240}"> </span></li> </ul> <ul> <li data-leveltext="" data-font="Symbol" data-listid="22" data-list-defn-props="{"335552541":1,"335559685":720,"335559991":360,"469769226":"Symbol","469769242":[8226],"469777803":"left","469777804":"","469777815":"multilevel"}" data-aria-posinset="6" data-aria-level="1"><span data-contrast="none">Help troubleshoot data quality, latency, or reliability issues across the feed integration layer</span><span data-ccp-props="{"201341983":0,"335559685":1080,"335559738":30,"335559739":30,"335559740":240}"> </span></li> </ul> <p><span data-ccp-props="{"201341983":0,"335559739":0,"335559740":240}"> </span></p> <p><strong><span data-contrast="auto">What You’ll Gain</span></strong><strong><span data-contrast="auto"> </span></strong><span data-ccp-props="{"201341983":0,"335559739":0,"335559740":240}"> </span></p> <ul> <li data-leveltext="" data-font="Symbol" data-listid="23" data-list-defn-props="{"335552541":1,"335559685":720,"335559991":360,"469769226":"Symbol","469769242":[8226],"469777803":"left","469777804":"","469777815":"multilevel"}" data-aria-posinset="1" data-aria-level="1"><span data-contrast="none">Practical experience with production-grade services infrastructure in a fixed income analytics context</span><span data-ccp-props="{"201341983":0,"335559685":1080,"335559738":30,"335559739":30,"335559740":240}"> </span></li> </ul> <ul> <li data-leveltext="" data-font="Symbol" data-listid="23" data-list-defn-props="{"335552541":1,"335559685":720,"335559991":360,"469769226":"Symbol","469769242":[8226],"469777803":"left","469777804":"","469777815":"multilevel"}" data-aria-posinset="2" data-aria-level="1"><span data-contrast="none">Hands-on experience working with C++ and Python in a real quantitative/financial engineering setting</span><span data-ccp-props="{"201341983":0,"335559685":1080,"335559738":30,"335559739":30,"335559740":240}"> </span></li> </ul> <ul> <li data-leveltext="" data-font="Symbol" data-listid="23" data-list-defn-props="{"335552541":1,"335559685":720,"335559991":360,"469769226":"Symbol","469769242":[8226],"469777803":"left","469777804":"","469777815":"multilevel"}" data-aria-posinset="3" data-aria-level="1"><span data-contrast="none">Exposure to how bond curves are configured and consumed by curve fitting services</span><span data-ccp-props="{"201341983":0,"335559685":1080,"335559738":30,"335559739":30,"335559740":240}"> </span></li> </ul> <ul> <li data-leveltext="" data-font="Symbol" data-listid="23" data-list-defn-props="{"335552541":1,"335559685":720,"335559991":360,"469769226":"Symbol","469769242":[8226],"469777803":"left","469777804":"","469777815":"multilevel"}" data-aria-posinset="4" data-aria-level="1"><span data-contrast="none">Hands-on understanding of market data and reference data conventions (e.g., instrument identifiers, curve tenors, data vendor formats)</span><span data-ccp-props="{"201341983":0,"335559685":1080,"335559738":30,"335559739":30,"335559740":240}"> </span></li> </ul> <ul> <li data-leveltext="" data-font="Symbol" data-listid="23" data-list-defn-props="{"335552541":1,"335559685":720,"335559991":360,"469769226":"Symbol","469769242":[8226],"469777803":"left","469777804":"","469777815":"multilevel"}" data-aria-posinset="5" data-aria-level="1"><span data-contrast="none">Mentorship from experienced engineers and quant developers on the analytics platform team</span><span data-ccp-props="{"201341983":0,"335559685":1080,"335559738":30,"335559739":30,"335559740":240}"> </span></li> </ul> <ul> <li data-leveltext="" data-font="Symbol" data-listid="23" data-list-defn-props="{"335552541":1,"335559685":720,"335559991":360,"469769226":"Symbol","469769242":[8226],"469777803":"left","469777804":"","469777815":"multilevel"}" data-aria-posinset="6" data-aria-level="1"><span data-contrast="none">A deeper understanding of how analytics platforms are architected and maintained at scale in financial services</span><span data-ccp-props="{"201341983":0,"335559685":1080,"335559738":30,"335559739":30,"335559740":240}"> </span></li> </ul> <p><span data-ccp-props="{"201341983":0,"335559739":0,"335559740":240}"> </span></p> <p><strong><span data-contrast="auto">What You’ll Bring</span></strong><span data-ccp-props="{}"> </span></p> <p><span data-contrast="auto">What you need:</span><span data-ccp-props="{"201341983":0,"335559739":0,"335559740":240}"> </span></p> <ul> <li data-leveltext="" data-font="Symbol" data-listid="24" data-list-defn-props="{"335552541":1,"335559685":720,"335559991":360,"469769226":"Symbol","469769242":[8226],"469777803":"left","469777804":"","469777815":"multilevel"}" data-aria-posinset="1" data-aria-level="1"><span data-contrast="none">Currently pursuing an undergraduate degree in Computer Science, Software Engineering, Financial Engineering, Mathematics, or a related field</span><span data-ccp-props="{"201341983":0,"335559685":1080,"335559738":30,"335559739":30,"335559740":240}"> </span></li> </ul> <ul> <li data-leveltext="" data-font="Symbol" data-listid="21" data-list-defn-props="{"335552541":1,"335559685":720,"335559991":360,"469769226":"Symbol","469769242":[8226],"469777803":"left","469777804":"","469777815":"multilevel"}" data-aria-posinset="1" data-aria-level="1"><span data-contrast="none">Working knowledge of C++ and/or Python (coursework or project experience is fine)</span><span data-ccp-props="{"201341983":0,"335559685":1080,"335559738":30,"335559739":30,"335559740":240}"> </span></li> </ul> <ul> <li data-leveltext="" data-font="Symbol" data-listid="21" data-list-defn-props="{"335552541":1,"335559685":720,"335559991":360,"469769226":"Symbol","469769242":[8226],"469777803":"left","469777804":"","469777815":"multilevel"}" data-aria-posinset="2" data-aria-level="1"><span data-contrast="none">Basic understanding of APIs, databases, or distributed systems (coursework or projects count!)</span><span data-ccp-props="{"201341983":0,"335559685":1080,"335559738":30,"335559739":30,"335559740":240}"> </span></li> </ul> <ul> <li data-leveltext="" data-font="Symbol" data-listid="21" data-list-defn-props="{"335552541":1,"335559685":720,"335559991":360,"469769226":"Symbol","469769242":[8226],"469777803":"left","469777804":"","469777815":"multilevel"}" data-aria-posinset="3" data-aria-level="1"><span data-contrast="none">Interest in fixed income markets, financial data, or quantitative finance is highly encouraged</span><span data-ccp-props="{"201341983":0,"335559685":1080,"335559738":30,"335559739":30,"335559740":240}"> </span></li> </ul> <ul> <li data-leveltext="" data-font="Symbol" data-listid="21" data-list-defn-props="{"335552541":1,"335559685":720,"335559991":360,"469769226":"Symbol","469769242":[8226],"469777803":"left","469777804":"","469777815":"multilevel"}" data-aria-posinset="4" data-aria-level="1"><span data-contrast="none">Curiosity, willingness to learn, and comfort asking questions</span><span data-ccp-props="{"201341983":0,"335559685":1080,"335559738":30,"335559739":30,"335559740":240}"> </span></li> </ul> <ul> <li data-leveltext="" data-font="Symbol" data-listid="20" data-list-defn-props="{"335552541":1,"335559685":1080,"335559991":360,"469769226":"Symbol","469769242":[8226],"469777803":"left","469777804":"","469777815":"hybridMultilevel"}" data-aria-posinset="1" data-aria-level="1"><span data-contrast="auto">The ability to communicate software design and development ideas clearly and succinctly</span><span data-ccp-props="{"201341983":0,"335559739":0,"335559740":240}"> </span></li> </ul> <ul> <li data-leveltext="" data-font="Symbol" data-listid="20" data-list-defn-props="{"335552541":1,"335559685":1080,"335559991":360,"469769226":"Symbol","469769242":[8226],"469777803":"left","469777804":"","469777815":"hybridMultilevel"}" data-aria-posinset="2" data-aria-level="1"><span data-contrast="auto">Creative problem-solving skills and experience working with real-world datasets</span><span data-ccp-props="{"201341983":0,"335559739":0,"335559740":240}"> </span></li> </ul> <ul> <li data-leveltext="" data-font="Symbol" data-listid="20" data-list-defn-props="{"335552541":1,"335559685":1080,"335559991":360,"469769226":"Symbol","469769242":[8226],"469777803":"left","469777804":"","469777815":"hybridMultilevel"}" data-aria-posinset="3" data-aria-level="1"><span data-contrast="auto">Strong attention to detail</span><span data-ccp-props="{"201341983":0,"335559739":0,"335559740":240}"> </span></li> </ul> <p><span data-contrast="auto">We’d love if you had:</span><span data-ccp-props="{"201341983":0,"335559739":0,"335559740":240}"> </span></p> <ul> <li data-leveltext="" data-font="Symbol" data-listid="20" data-list-defn-props="{"335552541":1,"335559685":1080,"335559991":360,"469769226":"Symbol","469769242":[8226],"469777803":"left","469777804":"","469777815":"hybridMultilevel"}" data-aria-posinset="4" data-aria-level="1"><span data-contrast="auto">Previous financial industry experience although it is not required </span><span data-ccp-props="{"201341983":0,"335559739":0,"335559740":240}"> </span></li> </ul> <p><span data-ccp-props="{"201341983":0,"335559685":1080,"335559739":0,"335559740":240}"> </span></p> <p><strong><span data-contrast="auto">Our Internship</span></strong><span data-ccp-props="{"201341983":0,"335559739":0,"335559740":240}"> </span></p> <p><span data-contrast="auto">Kick-start your career in finance with the Schonfeld Summer Internship! Over the course of 10 action-packed weeks, you will have the opportunity to build solutions that tackle real-world challenges and leave a lasting impact on the firm. As an intern, you’ll join a close-knit team that is ready to support your growth and accelerate your career. We will pair you with a dedicated manager and a mentor who’ll guide your development over the course of the internship and beyond. Throughout the program, you will have the chance to connect with senior leaders through a series of learning sessions, attend hands-on skills workshops, network at social events and get a behind-the-scenes look at how various functions power the firm. We’ll empower you to bring your ideas to life and make an impact. </span><span data-ccp-props="{}"> </span></p> <p><strong><span data-contrast="auto">Who We Are </span></strong><span data-ccp-props="{}"> </span></p> <p><span data-contrast="auto">Schonfeld is a global multi-manager hedge fund that strives to deliver industry-leading risk-adjusted returns for our investors. We leverage both internal and external portfolio manager teams around the world, seeking to capitalize on inefficiencies and opportunities within the markets. We draw from decades of experience and a significant investment in proprietary technology, infrastructure and risk analytics to invest across four main strategies: Quant, Tactical, Fundamental Equity and Discretionary Macro & Fixed Income.</span><span data-ccp-props="{}"> </span></p> <p><strong><span data-contrast="auto">Our Culture </span></strong><span data-ccp-props="{}"> </span></p> <p><span data-contrast="auto">At Schonfeld, we’ll invest in you. Attracting and retaining top talent is at the heart of what we do, because we believe that exceptional outcomes begin with exceptional people. We foster a culture where talent is empowered to continually learn, innovate and pursue ambitious goals. We are teamwork-oriented, collaborative and encourage ideas—at all levels—to be shared. As an organization committed to investing in our people, we provide learning and educational offerings and opportunities to make an impact. We encourage community through internal networks, external partnerships and service initiatives that promote inclusion and purpose beyond the firm’s walls. </span><span data-ccp-props="{}"> </span></p> <p><span id="__symantecMPKIClientDetector" style="display: none;">__PRESENT</span></p>