Quantitative Research / Developer - Intern

About the role

We are looking for a hands-on STRAT / forward-deployed engineer to embed with our multi strategy business. The candidate will sit on the trading floor, shipping full-stack tools that power research, risk, and execution across strategies such as index rebalance, delta-1 and long/short equities. The role will be based in our Hong Kong office. Schonfeld Strategic Advisors is a multi-manager platform that invests its capital with Internal and Partner portfolio managers, primarily on an exclusive or semi-exclusive basis, across quantitative, fundamental equity and tactical trading strategies. We have created a unique structure to provide global portfolio managers with autonomy, flexibility and support to best enable them to maximize the value of their businesses. Over the last 30 years, Schonfeld has successfully capitalized on inefficiencies and opportunities within the equity markets. We have developed and invested heavily in proprietary technology, infrastructure and risk analytics. Our portfolio exposure has expanded across the Americas, Europe and Asia as well as multiple asset classes and products. #LI-LC1

Responsibilities

• Automate PM/analyst processes- alpha signals, portfolio construction, real-time risk, P&L, scenario and stress analytics.
• Help build out our proprietary research, portfolio construction and risk management platform.
• Build end-to-end products: data ingestion, micro-service back-ends, and lightweight front-ends for visualization and workflow.
• Own SDLC: requirements gathering, architecture, coding, testing, deployment, and ongoing support in a fast-moving trading environment.
• Balance long-horizon platform projects with fast tactical asks; break down roadblocks and deliver incremental value quickly.
• Use our proprietary AI setup to create differentiated analytics; help extend the AI platform.
• Maintain strong stakeholder communications across technology, trading, quant research and risk.
• The minimum internship period is 6 months, and the role may be converted to a full-time position based on strong performance.

Requirements

• 2-3 years buy- or sell-side experience as a STRAT, quant dev, or forward-deployed engineer.
• Solid grasp of trade-lifecycle and investment management workflows; exposure to equities preferred.
• Proven coding expertise; comfortable across the stack (data wrangling, REST/GraphQL APIs, Python, simple JS/React or Dash front-ends).
• STEM Master degree or Ph.D. with strong quantitative/problem-solving skills; ML/AI experience a plus.
• Self-starter who thrives in a high-tempo setting, communicates clearly and manages stakeholders effectively.
• Willing to be based in Hong Kong (relocation support provided if needed).
• Our Culture
• The firm's ethos is embedded in our people. 'Talent is our strategy' is our mantra and drives how we approach all initiatives at the firm. We believe our success is because of our people,

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