Jobs at Schonfeld

Ten-week Business Analytics internship analyzing and interpreting data to support decision-making across risk, trading, accounting, operations, and business development. The intern will use Python, SQL, and Power BI to improve data quality, streamline processes, build reports, propose analytics, and support reporting infrastructure while collaborating with cross-functional teams.

Recruiter responsible for managing full-cycle hiring across financial services roles, especially Quant and Strategist positions. Partners with business teams and search firms, sources candidates, provides search updates, manages candidate communication and engagement, and advises stakeholders throughout the process. The role also supports technology, risk, and other front-office recruiting needs while helping execute the firm’s talent acquisition strategy.

Leads strategic, cross-functional initiatives across investment, operating, and management platforms. Develops project roadmaps, milestones, requirements, and impact assessments; coordinates business stakeholders, technology partners, subject-matter experts, and senior leaders. Drives planning, execution, transparency, and organizational alignment while addressing complex business challenges. Requires financial services experience, strong project management and communication skills, data literacy, and familiarity with financial markets and trade lifecycles.

Manage workplace experience and office operations across multiple Americas offices. Lead a team of five, oversee front-desk services, onboarding, events, space planning, relocations, vendors, contracts, budgets, inventory, and employee experience initiatives. Coordinate with HR, Facilities, IT, senior stakeholders, building management, and global teams. Standardize processes, train staff, monitor service quality, manage performance, and drive continuous improvements while supporting a fast-paced corporate environment.

Oversee daily and monthly P&L reporting, reconciliations, valuations, pricing processes, and new product setup for OTC derivatives. Work with Enfusion, Geneva, fund administrators, portfolio managers, and global teams to ensure accurate T+1 and monthly reporting. Investigate valuation differences, explain P&L results and Greeks, and support emerging markets and delta one strategies.

Support emerging-markets, delta-one, and volatility trading teams by modeling vanilla and exotic derivatives, marking parameters, representing portfolio and book-level risk, and developing stressed-market scenarios. Maintain and extend centralized valuation and risk libraries while partnering with portfolio managers, traders, and quantitative risk teams to ensure economically consistent risk calculations and production-ready solutions.

Develop and optimize low-latency trading systems, market data engines, and backtesting frameworks. Build high-performance data structures and algorithms, integrate agentic AI and LLM tools into quantitative workflows, and collaborate with researchers and traders to implement efficient strategy code. The intern will also document technical work and create reusable tooling in a Linux and C++ environment.

Ten- to twelve-week investment analyst internship supporting Schonfeld’s Emerging Markets and Delta One team. Responsibilities include analyzing investment decisions, generating and implementing trade ideas, evaluating derivatives and emerging-market risks, conducting fundamental stock analysis, pricing derivatives, back-testing strategies, optimizing models, and managing portfolio risk. Candidates should have strong quantitative skills, Python proficiency, financial-market interest, research communication abilities, and experience with real-world datasets.

Supports equity risk oversight, investment research, portfolio construction, and analytics for global long/short equity managers, particularly in Asian markets. Develops and maintains risk, performance, attribution, factor-modeling, and portfolio-optimization analytics. Partners with investment, technology, and support teams to resolve operational issues, ensure data quality, integrate datasets, and research quantitative finance questions.

Operate and enhance a global trade surveillance program across multiple asset classes. Triage alerts, investigate potential market abuse, calibrate scenarios, reduce false positives, identify control gaps, and support regulatory reporting. Partner with Compliance, Trading, Operations, Legal, and technology teams to improve surveillance systems, automate monitoring, manage exceptions, prepare regulatory responses, and implement compliance policies. Monitor position limits and disclosures while producing accurate management information and reporting.

Build and productionize AI-powered solutions embedded with investment, corporate, and engineering teams. Responsibilities include designing agentic workflows, developing agents and prompts, gathering requirements, owning delivery through production, conducting user acceptance testing, iterating from stakeholder feedback, and contributing reusable patterns to AI platform teams. The role requires Python engineering, cloud and Kubernetes experience, comfort with messy financial data, product judgment, and strong communication with nontechnical users.

Build and operate a reliable, scalable internal Agentic AI platform. Define SLOs, error budgets, observability standards, incident response runbooks, and reliability practices. Develop automation and Python applications, integrate APIs and asynchronous systems, manage cloud and Kubernetes deployments, and support users during incidents. Work with databases, CI/CD pipelines, AI agents, and RAG workflows while improving code quality, developer processes, platform performance, availability, accuracy, and cost efficiency.

Support development of C++ and Python services for fixed-income analytics, including reference data management, market-data feed integrations, bond curve configuration, and curve-fitting infrastructure. Assist with testing, code reviews, documentation, troubleshooting data quality and latency issues, and onboarding new data sources. The internship provides hands-on experience with production-grade quantitative finance systems and market data workflows.

Support and evolve cloud platforms across the firm by assisting with AWS infrastructure changes, Terraform or Crossplane claims, internal Python and Bash automation, Kubernetes/EKS operations, GitOps deployments with Argo CD, and infrastructure troubleshooting involving networking, DNS, connectivity, and service health.

Develop and maintain enterprise risk models for FX and rates trading strategies, ensuring risks are accurately captured. Analyze portfolio risk drivers, create solutions when external tools are insufficient, and communicate insights to senior management. Collaborate with Technology, vendors, COO teams, quantitative strategists, and risk coverage teams to support risk mitigation, capital allocation, and prevention of outsized drawdowns.

Perform T+1 reconciliations and resolve breaks across financial instruments, internal systems, prime brokers, and fund administrators. Collaborate with stakeholders to resolve operational issues, automate processes, implement strategic initiatives, standardize procedures, and improve workflows. The role also requires financial product expertise, advanced Excel and programming skills, large-data analysis, and experience with hedge fund operations and reconciliation migrations.

Oversee daily and monthly P&L reporting, reconciliations, valuations, pricing, and product setup for OTC derivatives, with emphasis on emerging markets and delta-one strategies. Partner with trading, fund accounting, portfolio management, operations, and fund administrators to ensure accurate T+1 and monthly reporting. Investigate valuation differences, explain results to stakeholders, and manage high-volume data in a fast-paced environment.

Provides legal support across portfolio management and capital development, including drafting and negotiating investment management, employment, fund, side letter, placement agent, loan, and transaction documents. Handles portfolio manager onboarding and offboarding, fund formation, investor communications, strategic transactions, and regulatory matters while partnering with senior executives, internal stakeholders, outside counsel, and advisers.

Ten-week Core Operations internship supporting the hedge fund trade lifecycle from trade capture through settlement. Responsibilities include reconciling cash, positions, trades, and financial data; gathering data; supporting firmwide projects; and ensuring accurate processing across systems. The role requires strong analytical attention to detail, advanced Excel skills, organizational ability, and curiosity about financial systems. VBA and SQL knowledge would support project execution.

Build and automate data tools, analytics libraries, dashboards, reports, and workflows for a systematic trading firm’s COO team. Integrate PostgreSQL, REST APIs, and Kafka data sources; develop AI-assisted natural-language data tools; automate recurring operational processes; perform ad-hoc analyses; and collaborate with technology, risk, operations, and execution teams to validate data quality and improve platform efficiency.