Quant Research Intern – Pricing & Analytics (PhD)

Schonfeld; Greater London; Hybrid; GBP 18,000 - 25,000; Full time

Job summary

Schonfeld is seeking exceptional PhD candidates to join our Quant Resource team in the London metro area, working with Quant Researchers and Quant Developers on pricing and analytics infrastructure.

In this 10-week internship, you will implement pricing models, develop numerical methods for derivatives valuation, and contribute to production-grade analytics libraries that power trading decisions across asset classes. Networking with senior quants included.

Qualifications

• Current PhD student in a quantitative or technical field (ideally with one year left).
• Excellent programming skills in languages such as Python, C, C++, C#, Rust…
• Strong knowledge of probability (e.g. stochastic calculus) and statistics.
• The ability to communicate research ideas clearly and succinctly.
• Creative problem-solving skills
• Strong attention to detail
• Previous financial industry experience although it is not required
• An advanced degree in a quantitative or technical field

Responsibilities

• Advance pricing and analytics capabilities by implementing pricing models.
• Develop robust numerical methods for derivatives valuation.
• Ensure analytics library meets real-time trading performance requirements.
• Design efficient algorithms for calibration, risk computation, and scenario analysis.
• Collaborate with senior quants and developers over the 10-week internship period.
• Network and socialize with peers throughout the internship.

Skills

Python

C/C++

Rust

Communication

Problem solving

Attention to detail

Finance exposure

Mathematics/statistics

Education

PhD in quantitative field

Advanced degree

Tools

Python

C

C++

C#

Rust

Job description

Schonfeld is seeking exceptional PhD candidates to join our Quant Resource team in the London metro area, working with Quant Researchers and Quant Developers on pricing and analytics infrastructure.

In this 10-week internship, you will implement pricing models, develop numerical methods for derivatives valuation, and contribute to production-grade analytics libraries that power trading decisions across asset classes. Networking with senior quants included.