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Programme
Internship
Location
London
Duration
10 weeks
About the role
This 10-week London-based internship joins Schonfeld’s DMFI Quant team to build and enhance derivatives pricing and risk infrastructure. You will work with C++ and Python on reference data, market data feeds, bond curve configuration, and curve-fitting services supporting trading operations across multiple asset classes.
Responsibilities
- Support services infrastructure expansion for the DMFI-QR analytics platform.
- Learn how reference and market data feeds flow into curve-fitting services.
- Assist with building and testing market data feed integrations using C++ and Python.
- Help design configuration frameworks for bond curve construction.
- Extend existing services to onboard new reference data sources.
- Collaborate on code reviews, documentation, testing, and feed-integration troubleshooting.
Internship Experience
- Gain practical experience with production-grade services infrastructure for fixed income analytics.
- Work with C++ and Python in a quantitative and financial engineering setting.
- Receive mentorship from experienced engineers and quant developers.
- Develop understanding of analytics platform architecture and maintenance at scale.
Requirements
- Currently pursuing an undergraduate degree in computer science, software engineering, financial engineering, mathematics, or related field.
- Working knowledge of C++ and/or Python through coursework or project experience.
- Basic understanding of APIs, databases, or distributed systems.
- Ability to communicate software design and development ideas clearly and succinctly.
- Creative problem-solving skills, experience with real-world datasets, and strong attention to detail.
- Curiosity, willingness to learn, and comfort asking questions.
Preferred Qualifications
- Interest in fixed income markets, financial data, or quantitative finance.
- Previous financial industry experience is helpful but not required.