2027 DMFI Quant Developer Intern (C++/Python)

Location: London, England, United Kingdom

Company

A global multi-manager hedge fund investing across quantitative, tactical, fundamental equity, and discretionary macro and fixed income strategies with proprietary technology, infrastructure, and risk analytics.

What you will do

• Expand services infrastructure supporting a discretionary macro fixed income quantitative analytics platform.
• Build and test market data client feed integrations using C++ and Python.
• Design configuration frameworks for bond curve construction and support curve fitting services.
• Extend existing services to onboard new reference data sources.
• Collaborate with quant developers and engineers on code reviews, documentation, and testing.
• Troubleshoot data quality, latency, and reliability issues across the feed integration layer.

Requirements

• Currently pursuing an undergraduate degree in Computer Science, Software Engineering, Financial Engineering, Mathematics, or a related field.
• Working knowledge of C++ and/or Python through coursework or project experience.
• Basic understanding of APIs, databases, or distributed systems.
• Interest in fixed income markets, financial data, or quantitative finance.
• Strong communication, creative problem-solving, attention to detail, and comfort working with real-world datasets.

Nice to have

• Previous financial industry experience.

Culture & Benefits

• Ten-week summer internship with production-oriented work and opportunities to make a direct impact.
• Dedicated manager and mentor throughout the internship and beyond.
• Learning sessions with senior leaders, hands-on skills workshops, and networking events.
• Collaborative, teamwork-oriented environment that encourages ideas and continuous learning.
• Educational offerings, internal networks, external partnerships, and service initiatives supporting inclusion and community.