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Schonfeld

Manages funds across global trading strategies

Quant Strategist / Researcher - FX Volatility

Quantitative ResearchConfirmed live in the last 24 hours
Full-timeLondon, UKNo salary listedIn-person

About the Job

Requirements

  • A Master of Science or PhD in a STEM discipline.
  • A very strong financial mathematics background, such as stochastic calculus.
  • At least 5 years of development experience in both a compiled language such as C++, C#, or Rust and Python.
  • At least 5 years of experience in financial institutions, preferably in a quantitative modeling role.
  • Deep technical knowledge of foreign exchange derivatives modeling, including exotics.
  • Strong algorithmic knowledge.
  • A track record of delivering projects from start to finish.
  • Strong written and verbal communication skills.

Responsibilities

  • Model, implement, and maintain all aspects of the foreign exchange volatility analytics framework.

Desired Qualifications

  • Experience in a quantitative modeling role in financial institutions is preferred.

About the Company

Schonfeld

Manages funds across global trading strategies

Schonfeld manages private investment funds that trade across global markets, combining computer-driven strategies with decisions made by investment teams. Its four core approaches cover quantitative investing, fundamental stock selection, tactical trading, and discretionary macro and fixed income. Teams use detailed market research and proprietary systems to identify opportunities in stocks, currencies, bonds and related instruments, with centralized infrastructure supporting trading and risk management. The firm earns fees tied to assets under management and investment performance. Schonfeld was founded in 1988 and is headquartered in New York City, United States.

Company size
201-500
Company stage
Not listed
Total funding
$1.5B
Headquarters
New York City, New York
Founded
1988

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