Quant Strategist / Researcher - FX Volatility

The role

You will model, implement, and maintain all aspects of the FX volatility analytics framework. You will work in the QR analytics team to support Portfolio Management teams with risk and analytical tools.

What you will do

• Model, implement and maintain all aspects of the FX volatility analytics framework
• Deliver real-time and high-quality risk and analytical tools to support Portfolio Management teams

Required qualifications

• 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
• 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

Nice to have

• experience in a quant modelling role

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
• learning and educational offerings

About the company

Schonfeld is a global multi-manager hedge fund that strives to deliver industry-leading risk-adjusted returns for our investors. They invest across four main strategies: Quant, Tactical, Fundamental Equity and Discretionary Macro & Fixed Income.