2027 Emerging Markets and Delta One Quantitative Researcher/Strat Intern

Schonfeld
Hong Kong, Hong Kong SAR China
On-site

Who this role is best for

A natural match if you have experience in financial data analysis and a strong technical background.

Best fit for

  • Candidates with advanced degrees in quantitative fields and a passion for financial modeling
    — “Current BSc, MSc PhD student in quantitative or technical field”
  • Individuals with creative problem-solving skills and a track record in real-world data analysis
    — “experience working with real-world datasets”
  • Those who can design predictive signals and backtest hypotheses in financial markets
    — “design novel predictive signals, backtest & validate hypotheses”

How to stand out

  • Highlight projects involving machine learning and time-series forecasting on your resume
    — “Strong knowledge of probability and statistics (e.g., machine learning, time-series analysis and forecasting)”
  • Demonstrate your ability to translate economic insights into predictive models
    — “understand the economics of a fundamental domain, and the corresponding insights”
  • Showcase collaboration experience with senior researchers or developers
    — “collaborate with senior team members to learn what it takes to be a successful quantitative strat + researcher”
Pace · SteadyCollaboration · HighAutonomy · MediumDecision Impact · Team

Derived from job-description analysis by Serendipath's career intelligence engine.

What success looks like

  • contributing to platform build and alpha research
  • understanding fundamental domain economics
  • designing novel predictive signals
  • backtesting and validating hypotheses
  • collaborating with senior team members
Typical background
current BSc, MSc, or PhD student in quantitative or technical fieldexcellent programming skillsstrong knowledge of probability and statistics

Skills & requirements

Required

Quantitative ResearchAlgorithmic TradingPortfolio ConstructionRisk ManagementProduct And Asset ModelingPredictive SignalsTrade ExecutionBacktestingHypothesis ValidationCollaboration With Senior Team Members

Preferred

Financial Industry ExperienceAdvanced Degree In Quantitative Or Technical Field

Stack & domain

PythonCC++JavaSQLRCommunicationQuantitative ResearchStratTrading

About the role

Original posting from Schonfeld via Greenhouse

The Role

We are seeking exceptional candidates to join our Quantitative Research and strat teams in Hong Kong where they will work with other researchers and developers on various research projects, including the design of novel predictive signals, enhancement of our algorithms for prediction, trade execution, portfolio construction, risk management, product and asset modelling. Interns will have an opportunity to meaningfully contribute to all facets of a successful quantitative trading business; help it grow and diversify.     

What You’ll Do

As a Quantitative Researcher/strat Intern you will be directly responsible for furthering our platform build and/or alpha research. You will understand the economics of a fundamental domain, and the corresponding insights that can be gathered from associated alternative data offerings.  You will identify compelling differentiating factors, design novel predictive signals, backtest & validate hypotheses.  You will have the opportunity to collaborate with senior team members to learn what it takes to be a successful quantitative strat + researcher. 

What You’ll Bring

Current BSc, MSc PhD student in quantitative or technical field such as statistics, economics, mathematics, physics, electrical engineering, or computer science (ideally with one or two years left in your academic program)

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

Please submit your CV/resume in English

We’d Love if You Had

Previous financial industry experience although it is not required

An advanced degree in a quantitative or technical field

Who We Are 

Schonfeld is a global multi-manager hedge fund that strives to deliver industry-leading risk-adjusted returns for our investors. We leverage both internal and external portfolio manager teams around the world, seeking to capitalize on inefficiencies and opportunities within the markets. We draw from decades of experience and a significant investment in proprietary technology, infrastructure and risk analytics to invest across four main strategies: Quant, Tactical, Fundamental Equity and Discretionary Macro & Fixed Income.

Our Culture

At Schonfeld, we’ll invest in you. Attracting and retaining top talent is at the heart of what we do, because we believe that exceptional outcomes begin with exceptional people. We foster a culture where talent is empowered to continually learn, innovate and pursue ambitious goals. We are teamwork-oriented, collaborative and encourage ideas—at all levels—to be shared. As an organization committed to investing in our people, we provide learning and educational offerings and opportunities to make an impact. We encourage community through internal networks, external partnerships and service initiatives that promote inclusion and purpose beyond the firm’s walls.

Source: Schonfeld careers (Greenhouse)

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