Quant Strategist / Researcher - FX Volatility

Schonfeld
São Paulo
Workplace: OnsiteFull timeFunction: Research & Scientific (R&D)Experience: 5+ yearsEducation: mastersSkills: ["Communication","Problem-solving","Ownership","Detail-oriented","Teamwork"]

Join the DMFI Quant team as a quant researcher focused on FX volatility analytics. You will model, implement, and maintain the FX volatility analytics framework, contribute to a cross-asset analytics platform, and deliver production-ready code that supports trading decisions in a small, autonomous team with modern cloud-native tooling.

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Schonfeld
Schonfeld
3 months ago

Quant Strategist / Researcher - FX Volatility

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Last checked: 1 day agoStatus: Live

Job Summary

Join the DMFI Quant team as a quant researcher focused on FX volatility analytics. You will model, implement, and maintain the FX volatility analytics framework, contribute to a cross-asset analytics platform, and deliver production-ready code that supports trading decisions in a small, autonomous team with modern cloud-native tooling.
Location: São Paulo
Workplace: Onsite
Employment Type: Full time
Job Function: Research & Scientific (R&D)

Key Responsibilities

  • •Model, implement, and maintain all aspects of our FX volatility analytics framework
  • •Contribute to the development of our cross-asset analytics platform
  • •Deliver production-quality code that supports real-time risk and trading decisions
  • •Collaborate with Portfolio Management teams to translate analytical insights into actionable decisions
  • •Demonstrate ownership and drive projects from conception to production

Key Requirements

  • •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
Experience:5+ yearsQuantHedge fundFXFinancial analytics
Education:Master's
Skills:CommunicationProblem-solvingOwnershipDetail-orientedTeamwork
Languages:English
Tech Stack:C++C#RustPythonAWSPrefectCI/CDFX derivativesStochastic calculus

Company Brief

Schonfeld
Schonfeld is a multi‑strategy investment firm that deploys capital across systematic and discretionary strategies across equities, macro, and quantitative trading, serving institutional and private investors globally.
Industry: Hedge Funds
Company Size: Large (251 to 1,000 employees)
Growth: Established Company
Headquarters: New York, United States
Website