full-time
Quant Strategist / Researcher - FX Volatility
Schonfeld
- Employer
- Schonfeld
- Location
- London
- Working pattern
- on-site
About the role
The role involves modelling, implementing, and maintaining the FX volatility analytics framework within the quantitative research team. You will contribute to the development of a cross-asset analytics platform to support portfolio management decision-making. Candidates must hold an MSc or PhD in a STEM discipline and possess a strong background in financial mathematics. At least 5 years of development experience in compiled languages and Python, along with deep technical knowledge of FX derivatives, is required.