Quant jobs / Schonfeld

2027 Quantitative C++ Developer Intern

A 3–6 month internship on Schonfeld's Hong Kong team building high-performance trading, market data and backtesting systems. It suits strong C++ programmers and competitive programmers.

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.

Develop and optimise low-latency trading systems and market data engines
Implement high-performance data structures and algorithms for core modules
Build strategy backtesting framework components
Explore agentic AI and LLM tools for research and code workflows

What they ask for

Required

Modern C++ (C++17+), STL and templates
Memory management
Data structures and algorithms
Linux
Agentic AI or LLM experience

Preferred

Competitive programming results
Backtesting, HFT or market data projects
Multithreading and lock-free structures
Network programming (TCP/UDP, multicast)
Python
Open-source contributions

Education: Pursuing a Bachelor's or Master's in computer science or a related field.
Experience: Current students
Languages and tools: C++
Python

How to prepare

Write a limit order book in C++ and benchmark it
Practise algorithms and complexity analysis through contest problems
Learn lock-free queues and basic concurrency
Build a simple multicast market-data feed handler

What to study

The HFT Quant Developer 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.