2027 Emerging Markets and Delta One Quantitative Researcher/Strat Intern

The role

Interns will work with researchers and developers on research projects. This includes designing predictive signals, enhancing algorithms, and working on portfolio construction and risk management.

What you will do

• Further the platform build and/or alpha research
• Understand the economics of a fundamental domain
• Gather insights from associated alternative data offerings
• Identify compelling differentiating factors
• Design novel predictive signals
• Backtest and validate hypotheses
• Collaborate with senior team members

Required qualifications

• Current BSc, MSc PhD student in quantitative or technical field such as statistics, economics, mathematics, physics, electrical engineering, or computer science
• Excellent programming skills in languages such as Python, C, C++, Java, SQL, or R
• Strong knowledge of probability and statistics (e.g., machine learning, time-series analysis and forecasting, pattern recognition, NLP, and unstructured data analysis)
• The ability to communicate research ideas clearly and succinctly
• Creative problem-solving skills and experience working with real-world datasets
• Strong attention to detail
• Submit CV/resume in English

Nice to have

• Previous financial industry experience
• An advanced degree in a quantitative or technical field

Benefits

• Learning and educational offerings
• Opportunities to make an impact

About the company

Schonfeld is a global multi-manager hedge fund that strives to deliver industry-leading risk-adjusted returns for our investors. They invest across four main strategies: Quant, Tactical, Fundamental Equity and Discretionary Macro & Fixed Income.