Quant jobs / Schonfeld

2027 Emerging Markets and Delta One Quantitative Researcher/Strat Intern

An internship on Schonfeld's Hong Kong quant research and strat teams, working on signals and platform build for emerging market and delta-one trading. Interns contribute to alpha research, execution and risk work.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Design predictive signals using alternative data
Backtest and validate hypotheses
Contribute to platform build alongside researchers and developers
Learn about execution, portfolio construction and risk in a quant trading business

What they ask for

Required

Python, C++, Java, SQL or R
Probability and statistics
Time-series analysis and machine learning
Real-world datasets
Clear research communication
Attention to detail

Preferred

Prior finance experience
Advanced degree

Education: Current BSc, MSc or PhD student in a quantitative or technical field, ideally one or two years from finishing.
Experience: Current students
Languages and tools: Python
C
C++
Java
SQL
R
Markets: equities, multi-asset

How to prepare

Build and backtest a simple signal on public equity data
Study time-series forecasting and the risk of overfitting
Learn how delta-one products and index/ETF-linked trading work
Prepare to present a short research project clearly

What to study

The Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Schonfeld’s site before applying: requirements, location and pay can change after we check them.

View the posting on Schonfeld’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Schonfeld and doesn’t handle applications.