Schonfeld is seeking exceptional PhD candidates to join their Quantitative Research teams to work on research projects such as the design of novel predictive signals and the enhancement of algorithms for prediction, trade execution, portfolio construction, and risk management, aiming to grow and diversify their quantitative trading business.
Requirements
- Current PhD student in a quantitative or technical field such as statistics, mathematics, physics, electrical engineering, or computer science
- Excellent programming skills in languages such as Python, C, C++, Java, SQL, or R
- Strong knowledge of probability and statistics (e.g., machine learning, time-series analysis and forecasting, pattern recognition, NLP)
- Creative problem-solving skills
- Strong attention to detail
- Ability to communicate research ideas clearly and succinctly
- Previous financial industry experience (preferred)
Responsibilities
- Furthering alpha research
- Understanding the economics of a fundamental domain and the corresponding insights from associated alternative data offerings
- Identifying compelling differentiating factors
- Designing novel predictive signals
- Backtesting and validating hypotheses
- Collaborating with senior team members to learn what it takes to be a successful quantitative researcher
- Working with real-world datasets
Other
- Ideally with one year left in your academic program
- The ability to communicate research ideas clearly and succinctly
- Collaboration and teamwork in a close-knit team environment
- Networking and socializing with peers throughout the internship
- Attending hands-on skills workshops and learning sessions with senior leaders
