DMFI Quant Developer Intern - Fixed-Income Analytics

Schonfeld; Greater London; On-site; GBP 22,000 - 28,000; Full time

Benefits offered by this job

Mentorship

Learning sessions

Skills workshops

Networking events

Job summary

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.

Qualifications

• Undergraduate degree in a technical or quantitative field.
• Interest in fixed income markets and financial data encouraged.
• Strong curiosity and desire to learn in a hands-on environment.

Responsibilities

• Learn how reference data and market data feeds flow into the curve fitting pipeline.
• Assist in building and testing integrations with market data client feeds using C++ and Python.
• Help design configuration frameworks for bond curve construction.
• Support onboarding of new reference data sources and data quality checks.
• Collaborate with engineers on code reviews, documentation and testing practices.

Education

BSc Computer Science

BSc Software Engineering

BSc Financial Engineering

BSc Mathematics

Tools

C++

Python

Job description

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.