Schonfeld is seeking an exceptional intern for the Discretionary Macro Fixed Income (DMFI) Quant team in London. You will contribute to derivatives pricing and risk infrastructure, learning how backend services are designed and scaled using C++ and Python to support fixed income analytics.
You will gain practical production-grade experience, mentorship from engineers and quant developers, and exposure to bond curve configuration and market data conventions within a global hedge fund setting.
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DMFI Quant Developer Intern - Fixed-Income Analytics employer: Schonfeld
At Schonfeld, we pride ourselves on being an exceptional employer that invests in the growth and development of our interns. Located in the vibrant city of London, our DMFI Risk Analyst Summer Internship offers a unique opportunity to work alongside industry leaders, engage in meaningful projects, and develop valuable skills in a supportive and collaborative environment. With a strong focus on innovation and teamwork, we empower our interns to make a real impact while fostering a culture of continuous learning and professional growth.
