Careers at Schonfeld

About the Role Schonfeld Strategic Advisors is seeking an AI Data Scientist to help build the data and analytics foundation powering our growing agentic AI capabilities for investment research. This is a hands-on role that sits at the intersection of AI, data science and data engineering: you will build the pipelines and datasets that feed our internal AI platform, dig into the data itself to analyze it and engineer features, and help shape how it is used for modeling and research. We're looking for someone equally comfortable designing robust data solutions and exploring data to uncover insights, and who is passionate about applying these skills to complex data problems alongside our investment teams. Key Responsibilities Data Pipeline Development Design and build scalable, reliable data pipelines to ingest, transform, and deliver structured and unstructured data. Implement real-time and batch data processing workflows to meet varying latency requirements. Ensure data quality, consistency, and integrity across all pipelines. Data Analysis Explore, clean, and analyze new and existing datasets to build a deep understanding of their structure, quality, and potential applications. Engineer features and curate research-ready datasets for training, fine-tuning, and model evaluation. Conduct exploratory analysis to assess data coverage, surface insights, and validate suitability for research and AI use cases. AI Data Infrastructure Build and maintain data infrastructure for AI/ML workloads, including vector databases and semantic search systems. Design data schemas and storage solutions that support efficient retrieval and processing for LLM applications. Contribute to data versioning, lineage tracking, and observability for AI training and inference pipelines. Integration & Collaboration Partner with cross-functional teams, including AI engineers, researchers, and business stakeholders, to understand data needs and design solutions. Collaborate with infrastructure teams on cloud architecture, security, and compliance requirements. Required Qualifications Technical Skills Programming: Strong proficiency in Python and SQL (experience with an additional language such as Java, Scala, or Go is a plus) Pipeline Development : Building and orchestrating production data pipelines and ETL/ELT workflows (e.g., Apache Airflow, Prefect, Dagster) Data Modeling & Storage: Designing schemas and working with SQL and NoSQL databases (e.g., PostgreSQL, MySQL, MongoDB, Elasticsearch) Data Analysis & Modeling : Analyzing data and developing models using statistical and machine learning tools such as XGBoost, PyTorch, and TensorFlow; performing feature engineering, model training, and evaluation. Cloud Platforms: Working with a major cloud provider (AWS, GCP, or Azure) and core storage and compute services AI/ML Data: Preparing and serving data for ML/AI systems, including vector databases (e.g., Pinecone, Weaviate, Qdrant) and embedding pipelines Preferred Experience Financial domain knowledge — e.g., quantitative research or data science experience at a buy-side or sell-side firm Experience supporting LLM applications or RAG (Retrieval Augmented Generation) systems Familiarity with distributed computing frameworks (Spark, Flink) or large-scale data platforms Familiarity with financial data sources (market data, fundamental data, alternative data) Knowledge of data streaming technologies (Kafka, Kinesis, Pub/Sub) Experience with data quality frameworks (Great Expectations, Deequ) Professional Skills Bachelor's, Master's, or PhD in Computer Science, Data Science, or a related field Strong problem-solving skills and attention to detail Excellent communication skills with ability to translate technical concepts for non-technical stakeholders Experience working in fast-paced, collaborative environments Self-motivated with ability to manage multiple priorities Who we are Schonfeld is a global multi-manager hedge fund that strives to deliver industry-leading risk-adjusted returns for our investors. We leverage both internal and external portfolio manager teams around the world, seeking to capitalize on inefficiencies and opportunities within the markets. We draw from decades of experience and a significant investment in proprietary technology, infrastructure and risk analytics to invest across four main strategies: Quant, Tactical, Fundamental Equity and Discretionary Macro & Fixed Income. Our Culture At Schonfeld, we’ll invest in you. Attracting and retaining top talent is at the heart of what we do, because we believe that exceptional outcomes begin with exceptional people. We foster a culture where talent is empowered to continually learn, innovate and pursue ambitious goals. We are teamwork-oriented, collaborative and encourage ideas—at all levels—to be shared. As an organization committed to investing in our people, we provide learning and educational offerings and opportunities to make an impact. We encourage community through internal networks, external partnerships and service initiatives that promote inclusion and purpose beyond the firm’s walls. The base pay for this role is expected to be between $225k and $275k. The expected base pay range is based on information at the time this post was generated. This role may also be eligible for other forms of compensation such as a performance bonus and a competitive benefits package. Actual compensation for the successful candidate will be determined based on a variety of factors such as skills, qualifications, and experience. #LI-PW1 __PRESENT

The Role We are excited to offer a unique opportunity for a diverse group of talented students to join the internship program at Schonfeld. Over the course of ten weeks, you will become an integral part of our Cyber security group within the Schonfeld Technology division. You will be immersed in Schonfeld’s collaborative culture, working alongside cybersecurity professionals on impactful, real-world projects addressing today’s most pressing threats. The Cybersecurity Department at Schonfeld is dedicated to safeguarding the firm’s data, assets, and reputation from both internal and external threats, while securely enabling the business to innovate and grow in an increasingl y complex threat landscape. It includes Security Engineering, Security Operations, Governance , Ri s k, and Complia nce teams. The Cybersecurity Operations team is seeking a hands-on individual who sets the standard for incident response, threat management and risk mitigation while driving continuous improvement of our security controls. What You’ll Do Incident Response – Prepare for and assist in incident response . Threat Monitoring – Continuous review of security alerts in partnership with vendors. Threat Hunting – Identify previously undetected attacks. Feed detection pipeline and improve security posture. Threat Intelligence – Analyze and incorporate actionable intel within detection, monitoring and hunting disciplines. Track and model adversaries to focus program activities. Vulnerability Management – Monitor internal/external attack surface, validate vulnerabilities, and prioritize remediation. Security Posture – Assess risk of changes to IT and security systems. Maintain coverage of controls and implement preventative/detective measures . Conduct risk assessments. Threat Detection – Introduce new and enhance existing rules. Increase fidelity and create response runbooks. Automation – Implement methods (SOAR and scripting) to speed delivery and maintain consistency. You’ll receive support from a dedicated manager and mentor, participate in team-building events, lunch-and-learns, social activities, and network with senior management. Summer-long projects will be directly related to the team’s work, culminating in a presentation to leadership. No prior finance experience required—just a passion for technology, curiosity about cybersecuri t y, and a drive to solve complex problems in a high-stakes environment. What You’ll Bring A junior pursuing a degree in an Information Systems/Technology Risk /Cybersecurity field. Someone who has demonstrated strong interest in the cybersecurity space through previous internships, part time jobs, extracurricular activities, and/or classes . High levels of creativity and quick problem-solving capabilities Strong interest in taking ownership of tasks/ projects. Strong analytical and organizational skills Our Internship Kick-start your career in finance with the Schonfeld Summer Internship! Over the course of 10 action-packed weeks, you will have the opportunity to build solutions that tackle real-world challenges and leave a lasting impact on the firm. As an intern, you’ll join a close-knit team that is ready to support your growth and accelerate your career. We will pair you with a dedicated manager and a mentor who’ll guide your development over the course of the internship and beyond. Throughout the program, you will have the chance to connect with senior leaders through a series of learning sessions, attend hands-on skills workshops, network at social events and get a behind-the-scenes look at how various functions power the firm. We’ll empower you to bring your ideas to life and make an impact. Who We Are Schonfeld is a global multi-manager hedge fund that strives to deliver industry-leading risk-adjusted returns for our investors. We leverage both internal and external portfolio manager teams around the world, seeking to capitalize on inefficiencies and opportunities within the markets. We draw from decades of experience and a significant investment in proprietary technology, infrastructure and risk analytics to invest across four main strategies: Quant, Tactical, Fundamental Equity and Discretionary Macro & Fixed Income. Our Culture At Schonfeld, we’ll invest in you. Attracting and retaining top talent is at the heart of what we do, because we believe that exceptional outcomes begin with exceptional people. We foster a culture where talent is empowered to continually learn, innovate and pursue ambitious goals. We are teamwork-oriented, collaborative and encourage ideas—at all levels—to be shared. As an organization committed to investing in our people, we provide learning and educational offerings and opportunities to make an impact. We encourage community through internal networks, external partnerships and service initiatives that promote inclusion and purpose beyond the firm’s walls. The annual base pay for this role is expected to be between $85,000 and $95,000 which will be prorated based on internship start and end date. The expected base pay range is based on information at the time this post was generated. Actual compensation for the successful candidate will be determined based on a variety of factors such as skills, qualifications and experience and level of education.

The Role We are seeking an exceptional intern to join our Discretionary Macro Fixed Income (DMFI) Quant team in London where you will have an opportunity to meaningfully contribute to building and enhancing our derivatives pricing and risk infrastructure, delivering solutions that directly impact our trading operations across multiple asset classes. What You’ll Do Reporting to our Quant Services and Applications Lead, you will help expand the services infrastructure supporting the DMFI-QR analytics platform. The current focus of this expansion is on reference data management, market data client feed integrations, and bond curve configuration , all of which support our curve fitting services . This is a hands-on opportunity to learn how backend services are designed, built, and scaled to support real-world fixed income analytics workloads using C++ and Python . You will: Learn how reference data and market data feeds flow into the curve fitting pipeline Assist in building and testing integrations with market data client feeds using C++ and Python Help design and implement configuration frameworks for bond curve construction Support the extension of existing services to onboard new reference data sources Collaborate with quant developers and engineers on code reviews, documentation, and testing practices Help troubleshoot data quality, latency, or reliability issues across the feed integration layer What You’ll Gain Practical experience with production-grade services infrastructure in a fixed income analytics context Hands-on experience working with C++ and Python in a real quantitative/financial engineering setting Exposure to how bond curves are configured and consumed by curve fitting services Hands-on understanding of market data and reference data conventions (e.g., instrument identifiers, curve tenors, data vendor formats) Mentorship from experienced engineers and quant developers on the analytics platform team A deeper understanding of how analytics platforms are architected and maintained at scale in financial services What You’ll Bring What you need: Currently pursuing an undergraduate degree in Computer Science, Software Engineering, Financial Engineering, Mathematics, or a related field Working knowledge of C++ and/or Python (coursework or project experience is fine) Basic understanding of APIs, databases, or distributed systems (coursework or projects count!) Interest in fixed income markets, financial data, or quantitative finance is highly encouraged Curiosity, willingness to learn, and comfort asking questions The ability to communicate software design and development ideas clearly and succinctly Creative problem-solving skills and experience working with real-world datasets Strong attention to detail We’d love if you had: Previous financial industry experience although it is not required Our Internship Kick-start your career in finance with the Schonfeld Summer Internship! Over the course of 10 action-packed weeks, you will have the opportunity to build solutions that tackle real-world challenges and leave a lasting impact on the firm. As an intern, you’ll join a close-knit team that is ready to support your growth and accelerate your career. We will pair you with a dedicated manager and a mentor who’ll guide your development over the course of the internship and beyond. Throughout the program, you will have the chance to connect with senior leaders through a series of learning sessions, attend hands-on skills workshops, network at social events and get a behind-the-scenes look at how various functions power the firm. We’ll empower you to bring your ideas to life and make an impact. Who We Are Schonfeld is a global multi-manager hedge fund that strives to deliver industry-leading risk-adjusted returns for our investors. We leverage both internal and external portfolio manager teams around the world, seeking to capitalize on inefficiencies and opportunities within the markets. We draw from decades of experience and a significant investment in proprietary technology, infrastructure and risk analytics to invest across four main strategies: Quant, Tactical, Fundamental Equity and Discretionary Macro & Fixed Income. Our Culture At Schonfeld, we’ll invest in you. Attracting and retaining top talent is at the heart of what we do, because we believe that exceptional outcomes begin with exceptional people. We foster a culture where talent is empowered to continually learn, innovate and pursue ambitious goals. We are teamwork-oriented, collaborative and encourage ideas—at all levels—to be shared. As an organization committed to investing in our people, we provide learning and educational offerings and opportunities to make an impact. We encourage community through internal networks, external partnerships and service initiatives that promote inclusion and purpose beyond the firm’s walls. __PRESENT

The Role We are excited to offer an opportunity for exceptional individuals to join the internship program at Schonfeld. You’ll spend ten weeks with an experienced software engineering team within the Schonfeld Technology division where you will be immersed in the culture and atmosphere of Schonfeld, working alongside talented professionals on high profile projects. Software Engineers at Schonfeld take on a wide range of responsibilities and challenges. They design, develop, deploy and support existing applications as well as new features and platforms. They participate in an Agile framework, continuously improving and expanding platform capabilities. You may be assigned to one of the following technology teams: Treasury Technology team: delivers advanced systems for securities lending, financing, repo trading, FX hedging, collateral management, and margin optimization. Works closely with the Treasury Desk, Portfolio Managers, Prime Brokers, and OMS/EMS technology teams. Compliance Technology team: responsible for intraday trade monitoring, position limit checking, surveillance, trading restrictions, and global regulatory reporting. What you’ll do You’ll work alongside senior developers writing software that will improve the functionality, performance, stability, efficiency and scalability of the research and trading platform. You will be assigned both a manager and mentor, participate in organized team-building events, lunch and learns, social activities, and network with senior management throughout the summer. You will be assigned summer-long projects that will be directly related to the work of the team you are assigned to, which you will present on at the completion of the program. Upon completion of the internship, you may be extended a full-time offer of employment. We do not require prior experience in finance, but we do require a passion for software development and solving business problems. We will teach you what you may lack in business knowledge to help you complete your tasks. What you need: A student pursuing a degree in a technical or quantitative field Someone who has demonstrated software engineering skills from previous internships, coding competitions, or publications Interest and experience in a programming language; various languages will be considered such as C++, Java, Python etc. Some basic knowledge of Git, and databases High levels of creativity and quick problem-solving capabilities Interest in Capital Markets or Finance Strong interest in taking ownership of his/her work Strong analytical and organizational skills Strong attention to detail We’d love if you had: Previous financial industry experience although it is not required An advanced degree in a quantitative or technical field Our Internship Kick-start your career in finance with the Schonfeld Summer Internship! Over the course of 10 action-packed weeks, you will have the opportunity to build solutions that tackle real-world challenges and leave a lasting impact on the firm. As an intern, you’ll join a close-knit team that is ready to support your growth and accelerate your career. We will pair you with a dedicated manager and a mentor who’ll guide your development over the course of the internship and beyond. Throughout the program, you will have the chance to connect with senior leaders through a series of learning sessions, attend hands-on skills workshops, network at social events and get a behind-the-scenes look at how various functions power the firm. We’ll empower you to bring your ideas to life and make an impact. Who We Are Schonfeld is a global multi-manager hedge fund that strives to deliver industry-leading risk-adjusted returns for our investors. We leverage both internal and external portfolio manager teams around the world, seeking to capitalize on inefficiencies and opportunities within the markets. We draw from decades of experience and a significant investment in proprietary technology, infrastructure and risk analytics to invest across four main strategies: Quant, Tactical, Fundamental Equity and Discretionary Macro & Fixed Income. Our Culture At Schonfeld, we’ll invest in you. Attracting and retaining top talent is at the heart of what we do, because we believe that exceptional outcomes begin with exceptional people. We foster a culture where talent is empowered to continually learn, innovate and pursue ambitious goals. We are teamwork-oriented, collaborative and encourage ideas—at all levels—to be shared. As an organization committed to investing in our people, we provide learning and educational offerings and opportunities to make an impact. We encourage community through internal networks, external partnerships and service initiatives that promote inclusion and purpose beyond the firm’s walls. The annual base pay for this role is expected to be between $125,000 and $145,000 which will be prorated based on internship start and end date. The expected base pay range is based on information at the time this post was generated. Actual compensation for the successful candidate will be determined based on a variety of factors such as skills, qualifications and experience and level of education. __PRESENT

The Role We’re hiring multiple AI Engineers to join the AI Platforms & Ops team. This team builds and runs the shared foundation that every AI application at the firm depends on – the connectivity, runtime, packaging, quality and release infrastructure that lets other engineering teams ship agentic AI quickly and safely. These are high-impact, hands-on engineering positions where you’ll contribute not just as an AI software engineer, but also as an AI strategist. You’ll work in a dynamic, fast-paced environment where product requirements evolve, and business stakeholders are deeply engaged. We are growing this team through 2026 and into 2027 and expect to make several hires from this posting. We are hiring at Engineer through Senior Engineer level and will calibrate level, scope and compensation to your experience. What you’ll do Own a component of the AI platform end-to-end – evaluating options against a fast-moving vendor landscape, making the build-versus-buy call, and deploying at the firm in a scalable, platform-engineering-driven manner Own a component of the AI platform end-to-end – evaluating options against a fast-moving vendor landscape, making the build-versus-buy call, and deploying at the firm in a scalable, platform-engineering-driven manner Build and operate across the platform surface — the agent framework and developer tooling, the MCP server and gateway estate, the marketplace of plugins and skills, and the entitlements and authentication layer governing access to them — owning your area and contributing to the others, with the reliability, documentation and support model other engineering teams depend on Build the evaluation and observability tooling that makes agents testable and safe to release Work with the AI Solutions team to turn recurring solution patterns into reusable platform components, iterating with them until it holds up in production Raise the bar on code quality and engineering practice, identify gaps in development lifecycles, and continuously improve both the core platform and how developers build with it What you need: Love if you had: Experience developing agentic AI applications, harnesses, MCP servers, and workflows Familiarity with or experience building AI agents, Retrieval-Augmented Generation (RAG) pipelines, or agentic tools Experience with observability tooling such as DataDog Experience developing agentic AI applications, harnesses, MCP servers, and workflows Familiarity with or experience building AI agents, Retrieval-Augmented Generation (RAG) pipelines, or agentic tools Experience building developer-facing platforms or internal tooling used by other engineering teams Exposure to identity and entitlements, or to software supply chain and package management Who we are Schonfeld is a global multi-manager hedge fund that strives to deliver industry-leading risk-adjusted returns for our investors. We leverage both internal and external portfolio manager teams around the world, seeking to capitalize on inefficiencies and opportunities within the markets. We draw from decades of experience and a significant investment in proprietary technology, infrastructure and risk analytics to invest across four main strategies: Quant, Tactical, Fundamental Equity and Discretionary Macro & Fixed Income. Our Culture At Schonfeld, we’ll invest in you. Attracting and retaining top talent is at the heart of what we do, because we believe that exceptional outcomes begin with exceptional people. We foster a culture where talent is empowered to continually learn, innovate and pursue ambitious goals. We are teamwork-oriented, collaborative and encourage ideas—at all levels—to be shared. As an organization committed to investing in our people, we provide learning and educational offerings and opportunities to make an impact. We encourage community through internal networks, external partnerships and service initiatives that promote inclusion and purpose beyond the firm’s walls. The base pay for this role is expected to be between $175,000 and $225,000. Because we are hiring at more than one level, the offer will be calibrated to the level at which a candidate is hired. The expected base pay range is based on information at the time this post was generated. This role may also be eligible for other forms of compensation such as a performance bonus and a competitive benefits package. Actual compensation for the successful candidate will be determined based on a variety of factors such as skills, qualifications, and experience. __PRESENT __PRESENT __PRESENT

The Role We are seeking an exceptionally talented, hands-on, high-performance C++ engineer for our Global Trading and Execution (GTX) technology group. Reports to the Head of GTX. GTX designs, develops, and supports our global Stat-Arb and Low-Latency execution platforms. Location, NYC. What You Will Do Design, develop, and deliver critical components within, and integrating, our Stat-Arb, Low-Latency, and High-Touch platforms Work 80% hands-on keyboard, 20% mentor, coordinate staff Work closely with the Systematic COO and Business Analysts who support the function on architecture and implementation Provide technical thought leadership within the team, and across the front office Provide Level 3 support across global operations What You Will Bring Minimum of ten years of experience in C++ development in a Linux based environment Expertise in C++ design for microsecond latency, including cache-conscious data structures, lock-free concurrency, and the C++ memory model Systems-level latency engineering, including kernel bypass, core isolation, NUMA-aware thread and memory placement, and syscalls off the critical path Excellent communication skills, written and verbal, including non-technical stakeholders Expertise in building electronic trading systems, market data systems, or crossing engines, including exchange-native protocol and feed handler work Experience delivering in co-located execution environments Experience leading and mentoring small, highly technical development teams Exceptional architectural and design skills Proficiency in DevOps methodologies, including CI/CD and build automation Experience with Agile Development frameworks Experience with Site Reliability Engineering methodology Key Qualities Problem-solving aptitude with a passion for continuous improvement Ability to adapt to rapidly changing business requirements Strong leadership and team collaboration skills Who we are Schonfeld is a global multi-manager hedge fund that strives to deliver industry-leading risk-adjusted returns for our investors. We leverage both internal and external portfolio manager teams around the world, seeking to capitalize on inefficiencies and opportunities within the markets. We draw from decades of experience and a significant investment in proprietary technology, infrastructure and risk analytics to invest across four main strategies: Quant, Tactical, Fundamental Equity and Discretionary Macro & Fixed Income. Our Culture At Schonfeld, we’ll invest in you. Attracting and retaining top talent is at the heart of what we do, because we believe that exceptional outcomes begin with exceptional people. We foster a culture where talent is empowered to continually learn, innovate and pursue ambitious goals. We are teamwork-oriented, collaborative and encourage ideas—at all levels—to be shared. As an organization committed to investing in our people, we provide learning and educational offerings and opportunities to make an impact. We encourage community through internal networks, external partnerships and service initiatives that promote inclusion and purpose beyond the firm’s walls. The base pay for this role is expected to be between $275,000 and $300,000. The expected base pay range is based on information at the time this post was generated. This role may also be eligible for other forms of compensation such as a performance bonus and a competitive benefits package. Actual compensation for the successful candidate will be determined based on a variety of factors such as skills, qualifications, and experience.

The Role We are seeking a talented and motivated Quantitative Developer to join our dynamic systematic trading team. The ideal candidate will have a strong background in software development, a passion for technology, and a keen interest in the financial industry. You will work closely with our quantitative researchers and fellow engineers to develop and maintain high-performance trading systems and tools. What you’ll do - Design, develop, and maintain high-performance applications, including market data, order management systems, and trading systems. - Optimize and enhance existing software to improve performance and scalability. - Ensure the reliability and robustness of trading systems through rigorous testing and live monitoring. - Participate in code reviews and contribute to best practices in software development. - Stay up-to-date with the latest technologies and industry trends to drive innovation. What you’ll bring What you need: Master’s degree in Computer Science, Engineering, or a related field. 5+ years of experience in software development within the financial industry, such as proprietary trading firms, hedge funds, or investment banks. Proficiency in programming languages such as C++ and Python, with solid experience in database technologies like SQL and KDB. Strong understanding of algorithms, data structures, and software design principles. Excellent problem-solving skills, attention to detail, and strong communication and teamwork abilities. We’d love if you had: Experience with systematic trading system development. Experience with DevOps practices and continuous integration tools. Experience with risk reporting systems and troubleshooting pre/post-trade related issues. Experience with market data access via Reuters, Bloomberg, and exchange native protocols. Knowledge of cloud computing platforms (e.g., AWS, Azure). Knowledge of machine learning and data analysis techniques. Who We Are Schonfeld Strategic Advisors is a global multi-strategy, multi-manager investment platform that harnesses the transformative power of people to perform in all market environments. Our dynamic culture inspires better outcomes for our team, our investors, and our partners. We aim to consistently deliver risk-adjusted returns, with people driving performance. We specialize in four core strategies: Quantitative Trading, Fundamental Equity, Tactical Trading, and Discretionary Macro & Fixed Income. We capitalize on inefficiencies and opportunities within the markets, drawing from a significant investment in proprietary technology, infrastructure, and risk analytics. We invest through internal portfolio managers and external partner funds, pursuing alignment among investors, investment professionals, and the firm. Our footprint spans 7 countries and 19 offices. Our Culture Talent is our strategy. We believe our success is because of our people, so putting our talent above all else is our top priority. We are teamwork-oriented, collaborative, and encourage ideas—at all levels—to be shared. As an organization committed to investing in our people, we provide learning & educational offerings and opportunities to make an impact. We foster a sense of belonging among all of our employees with Diversity, Equity and Inclusion at the forefront of this mission. Our employees value diversity across identity, thought, people and perspective which serves as the foundation of our culture. As a firm, we are committed to creating a hiring process that is fair, welcoming and supportive.

The Role We are looking for a Quantitative Developer to join the Fundamental Equity COO team, embedded directly within the business rather than in a central technology function. You will work alongside quant researchers and COO management to build tools, dashboards, and data pipelines that improve productivity, deepen AI adoption, and make better use of the data the business already has access to. AI integration is a core part of this role, not an afterthought. We are actively building out how LLMs, agentic workflows, and AI-powered tooling fit into the investment process, and this hire is expected to drive a meaningful part of that. You should come in with both hands-on experience and genuine conviction about where these technologies are heading. The role sits close to the investment process. We are looking for someone proactive and delivery-focused: someone who identifies what needs to be built, takes ownership, and gets it done without waiting to be directed. The expectation is high-quality output, pragmatic solutions that work in the hands of investment professionals and create immediate value. What you’ll do Write clean, well-structured, maintainable code and contribute to good engineering practices within the team, including CI/CD pipelines and version control, with an active contribution to firmwide best practices so that deliverables can be broadly leveraged across the business Build, deploy, and maintain internal tools and dashboards that surface quantitative outputs, portfolio analytics, and market data in clean, intuitive interfaces, actively used by investment professionals Contribute to the AI integration layer in close coordination with central Technology teams: strategically implementing and operating AI capabilities tailored to the specific needs of the Fundamental Equity business, spanning LLM APIs, MCP servers, and agentic workflows, with the awareness that this is a rapidly evolving landscape requiring continuous reassessment of what best looks like Work closely with quant researchers to take analytical outputs from prototype to reliable, production-ready applications Continuously identify where AI tooling can remove friction, improve output quality, or unlock capabilities the team does not currently have What you’ll bring What you need: 2–5 years of experience in a relevant role: quantitative development, dev strats, analytics engineering, product management, or quantitative analysis at a bank, hedge fund, asset manager, or financial data provider Strong Python proficiency; solid SQL and database usage skills (relational and/or time-series) Demonstrated experience building dashboards and UIs that were actively leveraged by investment teams or professional users in a production environment Hands-on experience with AI/LLM integration: API usage, prompt engineering, tool use, and retrieval-augmented workflows. You have built things with these, not just read about them Practical familiarity with MCP servers, agentic frameworks, or multi-model orchestration architectures (custom implementations or equivalent) Experience with AI-assisted development tools (e.g. Claude Code, Cursor, or similar) as part of a day-to-day engineering workflow Sound software engineering fundamentals: version control, structured codebases, CI/CD pipelines, documentation, testing Actively engaged with the AI development landscape: you follow what is changing, test new tools and frameworks hands-on to form your own views, and translate those views into practical decisions about what to build and how Collaborative by nature: you share ideas openly, contribute to collective knowledge, and are comfortable working across technical and non-technical audiences, from quant researchers and central Tech teams to investment professionals. The team culture is open, engaged, and friendly, and we are looking for someone who genuinely thrives in that environment Product-minded: you think about who is using the tool and what problem it solves, not just whether the code runs Comfortable in a business-facing team where pace matters and requirements evolve. This is not a research lab environment Self-starter who takes ownership end-to-end, from scoping and delivery through to maintenance and iteration Intellectually curious about financial markets and the investment process We’d love if you had: Exposure to alternative data ingestion or vendor API integrations Prior experience in a hedge fund or multi-manager platform Comfortable working within AWS: EC2, containerized workloads, and infrastructure managed via Terraform or similar IaC tooling Experience with Docker, Kubernetes, and workflow orchestration frameworks (Prefect, Airflow, or equivalent) Who we are Schonfeld is a global multi-manager hedge fund that strives to deliver industry-leading risk-adjusted returns for our investors. We leverage both internal and external portfolio manager teams around the world, seeking to capitalize on inefficiencies and opportunities within the markets. We draw from decades of experience and a significant investment in proprietary technology, infrastructure and risk analytics to invest across four main strategies: Quant, Tactical, Fundamental Equity and Discretionary Macro & Fixed Income. Our Culture At Schonfeld, we’ll invest in you. Attracting and retaining top talent is at the heart of what we do, because we believe that exceptional outcomes begin with exceptional people. We foster a culture where talent is empowered to continually learn, innovate and pursue ambitious goals. We are teamwork-oriented, collaborative and encourage ideas—at all levels—to be shared. As an organization committed to investing in our people, we provide learning and educational offerings and opportunities to make an impact. We encourage community through internal networks, external partnerships and service initiatives that promote inclusion and purpose beyond the firm’s walls.

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. What you’ll do 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. What you’ll bring What you’ll need: 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, so putting our talent above all else is our top priority. Schonfeld strives to create an environment where our people can thrive. We foster a teamwork oriented, collaborative environment where ideas at any level are encouraged and shared. The development and advancement of our talent is honed through interactions with each other, learning & educational offerings, and through opportunities to make impactful contributions. At Schonfeld, we strive to cultivate a sense of belonging throughout all of our employees with Diversity, Equity and Inclusion at the forefront of this mission. As a firm we are committed to creating a hiring process which is not only fair, but also welcoming and supportive. On a daily basis, our employees welcome diversity across identity, thought, people and views which serves as the foundation of our culture and success. You can learn more about our DEI initiatives here - Belonging @ Schonfeld. Who we are 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

The Role As the driving force behind Schonfeld’s next-generation data platforms, you will architect, operate, and continually refine underlying platform that empowers research, systematic trading, AI and risk analytics. On top of this robust foundation, you’ll build and run high-throughput pipelines spanning ultra-low-latency market-data streams to cost-efficient end-of-day workflows. Partner closely with quants, data scientists, and fellow engineers to achieve sub-minute SLAs, shape firm-wide architecture, and mentor peers. We believe diverse backgrounds and voices spark better ideas and more resilient systems, so you’ll join an inclusive culture where every perspective counts. What you’ll do Architect and operate the platform – 24x7 reliability, IaC-driven deployments, tight cost controls Build and evolve batch and streaming pipelines that ingest billions of market-data events each day Architect high-performance, cost-efficient Lakehouse tables Expose curated datasets via robust, versioned APIs consumed by quants and AI agents Optimize workflows to meet aggressive SLAs, embedding observability and automated data quality checks end-to-end Champion Infrastructure-as-Code with Git-driven CI/CD for every data asset Mentor junior engineers and enforce best-in-class coding standards Continuously refine processes to keep our data ecosystem resilient and lightning-fast What you’ll bring What you need: 7+ years building production data platforms with Python and SQL Deep expertise in big-data architecture: partitioning, sharding, columnar formats Hands-on with SingleStore/MemSQL, Spark/Flink/EMR and event buses (Kafka/Kinesis) Proven AWS skills plus Terraform / CloudFormation infrastructure-as-code mastery Experience delivering data services for AI/ML workloads and feature pipelines Experience building AI/ML feature stores or RAG pipelines Performance-tuning Postgres, SingleStore/MemSQL, or KDB for sub-second queries Proficient in API design, versioning, and OpenAPI/Swagger documentation Comfortable collaborating directly with traders, quants, and data scientists We’d love if you had: Market-data domain expertise (tick, options, macro) Mastery of Iceberg, Delta Lake, or Hudi on S3 Hands-on work with real-time analytics engines such as SingleStore/MemSQL Skill with performance profiling tools Contributions to open-source data tooling or technical talks Who we are Schonfeld is a global multi-manager hedge fund that strives to deliver industry-leading risk-adjusted returns for our investors. We leverage both internal and external portfolio manager teams around the world, seeking to capitalize on inefficiencies and opportunities within the markets. We draw from decades of experience and a significant investment in proprietary technology, infrastructure and risk analytics to invest across four main strategies: Quant, Tactical, Fundamental Equity and Discretionary Macro & Fixed Income. Our Culture At Schonfeld, we’ll invest in you. Attracting and retaining top talent is at the heart of what we do, because we believe that exceptional outcomes begin with exceptional people. We foster a culture where talent is empowered to continually learn, innovate and pursue ambitious goals. We are teamwork-oriented, collaborative and encourage ideas—at all levels—to be shared. As an organization committed to investing in our people, we provide learning and educational offerings and opportunities to make an impact. We encourage community through internal networks, external partnerships and service initiatives that promote inclusion and purpose beyond the firm’s walls. The base pay for this role is expected to be between $200,000 and $220,000. The expected base pay range is based on information at the time this post was generated. This role may also be eligible for other forms of compensation such as a performance bonus and a competitive benefits package. Actual compensation for the successful candidate will be determined based on a variety of factors such as skills, qualifications, and experience. #LI-TJ1