FX Volatility Quant Strategist Real-Time Analytics

Schonfeld; Greater London; On-site; GBP 120,000 - 190,000; Full time

Benefits offered by this job

Direct production impact

Greenfield quant library

Cloud-native tooling (AWS)

Small elite team

Job summary

Schonfeld in London seeks a Quant Strategist/Researcher to develop FX volatility analytics and risk tools for real-time decision support. You will model and implement the volatility framework and contribute to a cross-asset analytics platform.

The ideal candidate combines strong math background with 5+ years of coding in C++, C#, Rust and Python, plus FX derivatives knowledge and a track record of delivering projects.

Qualifications

• MSc or PhD in STEM.
• Strong financial mathematical background (e.g. stochastic calculus).
• 5+ years development experience in C++, C#, Rust and Python.
• 5+ years experience in financial institutions, quant modelling.
• Deep technical knowledge of FX derivatives modelling including exotics.
• Excellent algorithmic knowledge.
• Track record of delivering projects end-to-end.
• Excellent communication skills.

Responsibilities

• Model, implement and maintain FX volatility analytics framework.
• Deliver real-time risk and analytical tools for Portfolio Management teams.
• Contribute to cross-asset analytics platform development.

Skills

Financial mathematics

Stochastic calculus

Communication skills

Delivery experience

Ownership

Attention to detail

Learning mindset

Education

MSc or PhD in STEM

Tools

C++

C#

Rust

Python

Job description

Schonfeld in London seeks a Quant Strategist/Researcher to develop FX volatility analytics and risk tools for real-time decision support. You will model and implement the volatility framework and contribute to a cross-asset analytics platform.

The ideal candidate combines strong math background with 5+ years of coding in C++, C#, Rust and Python, plus FX derivatives knowledge and a track record of delivering projects.