Quant Strategist/Researcher - FX Volatility

Responsibilities

• Model, implement, and maintain all aspects of the FX volatility analytics framework
• Contribute to the development of a cross-asset analytics platform
• Deliver real-time, high-quality risk and analytical tools to support Portfolio Management teams
• Drive decision-making processes through high-quality quantitative research and implementation

Requirements

• MSc or PhD in a STEM discipline
• Very strong financial mathematical background (e.g., stochastic calculus)
• 5+ years of development experience in both compiled languages (C++, C#, or Rust) and Python
• 5+ years of experience in financial institutions, preferably in a quant modelling role
• Deep technical knowledge of FX derivatives modelling, including exotics
• Excellent algorithmic knowledge and problem-solving skills
• Proven track record of delivering complex projects from start to finish

Benefits

• Direct impact: your code hits production daily and drives trading decisions
• Greenfield project: opportunity to build a cutting-edge quant library
• Modern tooling: fully cloud-native development stack including AWS, Prefect, and Coder
• High autonomy: work within a small, elite 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 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 invest across four main strategies: Quant, Tactical, Fundamental Equity, and Discretionary Macro & Fixed Income.