Quant Strategist / Researcher - FX Volatility

Schonfeld
London, United Kingdom
On-site

Who this role is best for

Best suited to candidates with advanced STEM degrees and extensive quant experience in FX derivatives, working in a small, elite team in London with high autonomy and a focus on cross-asset analytics.

Best fit for

  • Candidates with advanced STEM degrees and 5+ years in financial quant modelling, particularly FX exotics
    — “A MSc or PhD in a STEM discipline”
  • Individuals with dual-language development skills in compiled and Python-based environments
    — “5+ years development experience in both compiled language (C++, C#, Rust…) and Python”
  • Candidates who thrive in high-autonomy, collaborative, and fast-moving environments
    — “Small, elite team — high autonomy, rapid decision cycles, minimal bureaucracy”

Things to consider

  • The role demands full ownership of projects, from ideation to delivery
    — “Track record of delivering projects from start to finish”
  • The position requires deep domain expertise in FX volatility and derivatives
    — “deep technical knowledge of FX derivatives modelling including exotics”

How to stand out

  • Highlight experience in building end-to-end quant frameworks and their real-world impact
    — “your code hits production daily and drives trading decisions”
  • Showcase a history of innovative thinking and non-standard problem-solving
    — “proven ability to think outside the box”
  • Emphasize contributions to greenfield projects and technical leadership
    — “we are building a cutting-edge quant library”
Pace · Fast PacedCollaboration · HighAutonomy · MediumDecision Impact · Company

Derived from job-description analysis by Serendipath's career intelligence engine.

What success looks like

  • development of cross-asset analytics platform
  • delivery of projects from start to finish
Typical background
quantitative financefinancial modeling

Skills & requirements

Required

Quantitative FinanceStochastic CalculusFX Derivatives ModellingPythonC++Risk Management

Preferred

RustC#Algorithmic Trading

Stack & domain

Quantitative ResearchFinancial MathematicsStochastic CalculusFX Derivatives ModellingExoticsAlgorithmic KnowledgeProject ManagementPythonC++C#RustContinuous ImprovementAttention To DetailOwnershipProblem-solvingCommunicationTeamworkFinanceQuantitative FinanceFX VolatilityRisk ManagementPortfolio Management

About the role

Original posting from Schonfeld via Greenhouse

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

At Schonfeld, we’ll invest in you. Attracting and retaining top talent is at the heart of what we do, because we believe that exceptional outcomes begin with exceptional people. We foster a culture where talent is empowered to continually learn, innovate and pursue ambitious goals. We are teamwork-oriented, collaborative and encourage ideas—at all levels—to be shared. As an organization committed to investing in our people, we provide learning and educational offerings and opportunities to make an impact. We encourage community through internal networks, external partnerships and service initiatives that promote inclusion and purpose beyond the firm’s walls.

#LI-LC1

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Source: Schonfeld careers (Greenhouse)

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