Emerging Markets Rates Quantitative Researcher

Responsibilities

• Own the full curve construction stack for EM rates, including bootstrapping, interpolation, and multi-curve/cross-currency frameworks
• Model EM-specific instrument conventions (CDI, TIIE, SOFR vs. local benchmarks, NDF-implied curves, etc.) and encode them into the quant library
• Deliver production-quality pre-trade analytics such as EM curve monitors, RV tools, and scenario builders for Portfolio Managers
• Drive improvements to curve fitting methodologies, including spline selection and knot placement
• Maintain and modernize the codebase to high industry standards within a cloud-native development stack

Requirements

• MSc or PhD in a STEM discipline
• Deep technical knowledge in curve building, particularly in a cross-currency context
• Experience supporting rates trading desks
• Familiarity with Emerging Markets instrument conventions and rate behavior
• Minimum of 3+ years of development experience in Python or C++ on a production-quality library
• Proven track record of delivering complex projects from start to finish
• Excellent written and verbal communication skills

Benefits

• Direct impact: your code hits production daily and drives real trading decisions
• Greenfield project: opportunity to build a cutting-edge quant library from the ground up
• Modern tooling: work with a fully cloud-native stack including AWS, Prefect, and Coder
• Elite environment: join a small, high-autonomy team with rapid decision cycles and minimal bureaucracy

About the Company

Schonfeld is a global multi-manager hedge fund that strives to deliver industry-leading risk-adjusted returns for its investors. We leverage both internal and external portfolio manager teams around the world to capitalize on market inefficiencies. We invest across four main strategies: Quant, Tactical, Fundamental Equity, and Discretionary Macro & Fixed Income.