Quant Strategist / Researcher - FX Volatility

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

Quant Strategist / Researcher - FX Volatility

London, England, United Kingdom

The Role

We are seeking an exceptionally talented individual to join our DMFI Quant team as a quant researcher. Our mission is to deliver real-time and high-quality risk and analytical tools to support our Portfolio Management teams in their decision-making process. This role is your chance to be a key contributor in the development of our cross-asset analytics platform.

What you’ll do

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

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

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.

EMEA Demographic Questions (Completion is voluntary)

Individuals seeking employment at Schonfeld are considered without regards to race, color, religion, national origin, age, sex, marital status, ancestry, physical or mental disability, veteran status, gender identity, or sexual orientation.

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. As a part of that, we want to encourage candidates to voluntarily complete the following survey which helps us keep track of how we are doing in our efforts.

Completion of the form is entirelyvoluntary. Whatever your decision, it will not be considered in the hiring process or thereafter. Any information that you do provide will be recorded and maintained in a confidential file.