DMFI Quant Developer Intern – Fixed-Income Analytics

Schonfeld is seeking an exceptional intern for the Discretionary Macro Fixed Income (DMFI) Quant team in London. You will contribute to derivatives pricing and risk infrastructure, learning how backend services are designed and scaled using C++ and Python to support fixed income analytics.

You will gain practical production-grade experience, mentorship from engineers and quant developers, and exposure to bond curve configuration and market data conventions within a global hedge fund setting.

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