2027 DMFI Quant Developer Intern

The Role 

We are seeking an exceptional intern to join our Discretionary Macro Fixed Income (DMFI) Quant team in London where you will have an opportunity to meaningfully contribute to building and enhancing our derivatives pricing and risk infrastructure, delivering solutions that directly impact our trading operations across multiple asset classes. 

 

What You’ll Do   

Reporting to our Quant Services and Applications Lead, you will help expand the services infrastructure supporting the DMFI-QR analytics platform. The current focus of this expansion is on reference data management, market data client feed integrations, and bond curve configuration, all of which support our curve fitting services. This is a hands-on opportunity to learn how backend services are designed, built, and scaled to support real-world fixed income analytics workloads using C++ and Python. You will: 

• 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 and implement configuration frameworks for bond curve construction 

• Support the extension of existing services to onboard new reference data sources 

• Collaborate with quant developers and engineers on code reviews, documentation, and testing practices 

• Help troubleshoot data quality, latency, or reliability issues across the feed integration layer 

 

What You’ll Gain   

• Practical experience with production-grade services infrastructure in a fixed income analytics context 

• Hands-on experience working with C++ and Python in a real quantitative/financial engineering setting 

• Exposure to how bond curves are configured and consumed by curve fitting services 

• Hands-on understanding of market data and reference data conventions (e.g., instrument identifiers, curve tenors, data vendor formats) 

• Mentorship from experienced engineers and quant developers on the analytics platform team 

• A deeper understanding of how analytics platforms are architected and maintained at scale in financial services 

 

What You’ll Bring 

What you need: 

• Currently pursuing an undergraduate degree in Computer Science, Software Engineering, Financial Engineering, Mathematics, or a related field 

• Working knowledge of C++ and/or Python (coursework or project experience is fine) 

• Basic understanding of APIs, databases, or distributed systems (coursework or projects count!) 

• Interest in fixed income markets, financial data, or quantitative finance is highly encouraged 

• Curiosity, willingness to learn, and comfort asking questions 

• The ability to communicate software design and development ideas clearly and succinctly 

• Creative problem-solving skills and experience working with real-world datasets 

• Strong attention to detail 

We’d love if you had: 

• Previous financial industry experience although it is not required   

 

Our Internship 

Kick-start your career in finance with the Schonfeld Summer Internship! Over the course of 10 action-packed weeks, you will have the opportunity to build solutions that tackle real-world challenges and leave a lasting impact on the firm. As an intern, you’ll join a close-knit team that is ready to support your growth and accelerate your career. We will pair you with a dedicated manager and a mentor who’ll guide your development over the course of the internship and beyond. Throughout the program, you will have the chance to co