Quantitative Internship Opportunities
Schonfeld’s stable of Statistical Arbitrage/Quantitative investment groups are constantly seeking to refresh their talent pool, seeking highly-motivated individuals to design, develop and trade quantitative strategies.
Typical responsibilities include monitoring of live trading and production systems, building new quantitative analysis tools, measuring implementation costs, minimizing implementation shortfall, and helping to develop new trading strategies.
- Bachelor’s degree or higher in CS, mathematics, EE or other computational discipline.
- Strong educational grounding in basic statistics and mathematics.
- Development experience in C++ on Linux (minimum of 2 years).
- Linux Administration and Scripting experience using shell, Python (minimum of 2 years).
- Excellent communication skills and an acute attention to detail.
- Strong process-driven methodology to solve problems quickly and effectively.
- Familiarity with statistics packages, such as R and Matlab.
- SQL knowledge.
All interested parties should forward their CV/Resumes to: QuantJobListing1@schonfeld.com
Quant Research / Developer / Trading Role
Medium Frequency Statistical Arbitrage Desk
Stat-Arb group at successful hedge fund seeks talented PhD / MS. The successful candidate will be part of team that currently implements medium frequency statistical arbitrage trading models. This is an amazing opportunity to utilize your excellent programming skills while at the same time extending your knowledge of quantitative research and generating / implementing trading models.
You will be expected to assist in analyzing existing models to help in maintaining and optimizing them. You will work as part of team that will help you to develop your market knowledge with the expectation that you will also begin to contribute your own research ideas.
Ideal candidates will have the following skill sets:
- PhD or MS from top tier university with a focus on Statistics / Computer Science / Machine Learning & AI / Engineering.
- Must be skilled programmer with strong hands on OOP skills in C++ / Java.
- Experience in Linux scripting & R is a plus.
- Strong research skills, preference for research applied to large financial data sets
- A general understanding of optimization theory, linear / non-linear models and various financial models (Risk models & T-Cost models) is a plus.
- Ability to clearly communicate, think independently and be an excellent problem solver. The position is well suited for an entrepreneurial spirit.
All interested parties should forward their CV/Resumes to: QuantJobListing2@schonfeld.com