Senior FX Vol Quant Researcher
Schonfeld
Employer Active
Posted 17 hrs ago
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Experience
5 - 10 Years
Job Location
Education
Bachelor of Science, Master of Science, Ph.D/Doctorate(Science)
Nationality
Any Nationality
Gender
Not Mentioned
Vacancy
1 Vacancy
Job Description
Roles & Responsibilities
Working in the QR analytics team you will be in charge of modelling, implementing and maintaining all aspects of our FX volatility analytics framework. The ideal candidate will have:
- an interest in continuous improvement and learning
- high level of attention to detail
- strong sense of ownership
- proven ability to think outside the box
What you ll bring
- A MSc or PhD in a STEM discipline
- Very strong financial mathematical background (e.g. stochastic calculus)
- 5+ years development experience in both compiled language (C++, C#, Rust ) and Python
- 5+ years experience in financial institutions, preferably in a quant modelling role
- A deep technical knowledge of FX derivatives modelling including exotics
- Excellent algorithmic knowledge
- Track record of delivering projects from start to finish
- Excellent communication skills, both written and verbal
- Great problem solver
What do we offer
- Direct impact: your code hits production daily and drives trading decisions
- Greenfield project: we are building a cutting-edge quant library
- Modern tooling: fully cloud-native developement stack (AWS, Prefect, Coder), automated CI/CD
- Small, elite team high autonomy, rapid decision cycles, minimal bureaucracy
Desired Candidate Profile
What you ll bring
- A MSc or PhD in a STEM discipline
- Very strong financial mathematical background (e.g. stochastic calculus)
- 5+ years development experience in both compiled language (C++, C#, Rust ) and Python
- 5+ years experience in financial institutions, preferably in a quant modelling role
- A deep technical knowledge of FX derivatives modelling including exotics
- Excellent algorithmic knowledge
- Track record of delivering projects from start to finish
- Excellent communication skills, both written and verbal
- Great problem solver
Company Industry
Keywords
- Senior FX Vol Quant Researcher
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Schonfeld
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.
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