Schonfeld - Quant Strategist / Researcher - FX Volatility

London, England, United Kingdom+ Equity3w ago

In Office Senior EMEA Quant Quantitative Researcher C++C#Rust Python

Requirements

• 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

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

Benefits

• 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