Java Programming, Python Programming, C++, C Programming, SQL, Cloud computing, Scala Programming, Machine learning techniques, Data science techniques, MATLAB Programming, PyTorch, TensorFlow, R Programming
We are seeing an exceptional intern to join our Quantitative Research team in the New York City metro area where they will work with other researchers and developers on various research projects, including the design of novel predictive signals and the enhancement of our algorithms for prediction, trade execution, portfolio construction, risk management, among others. You will have an opportunity to meaningfully contribute to all facets of running a successful quantitative trading business and help it grow and diversify.
What you’ll do
Depending on the portfolio manager team you join, as a Quantitative Researcher Intern you will be directly responsible for furthering our alpha research. You will understand the economics of a fundamental domain, and the corresponding insights that can be gathered from associated alternative data offerings. You will identify compelling differentiating factors, design novel predictive signals, backtest & validate hypotheses. Over the 10-week internship program, you will have the opportunity to collaborate with senior team members to learn what it takes to be a successful quantitative researcher. Additionally, you’ll get the opportunity to network and socialize with peers throughout the internship.
What you’ll bring
What you need:
We’d love if you had:
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 four trading strategies; quantitative, fundamental equity, tactical trading and discretionary macro & fixed income. We have created a unique structure to provide global portfolio managers with autonomy, flexibility and support to best enable them to maximize the v