Senior FX Vol Quant Researcher, DMFI Quantitative Resources

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
• Great problem solver
• 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