Schonfeld

1 month ago

Quant Strategist / Researcher - FX Volatility

✓ Verified Job

Canonical indexed version, validated from employer's careers page.

Source: Company careers pageValidated by: Fursa AI

Last checked: 8 hours 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

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Schonfeld

1 month ago

Quant Strategist / Researcher - FX Volatility

✓ Verified Job

Canonical indexed version, validated from employer's careers page.

Source: Company careers pageValidated by: Fursa AI

Last checked: 8 hours agoStatus: Live

Job Summary

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

Industry: Hedge Funds

Company Size: Large (251 to 1,000 employees)

Growth: Established Company

Headquarters: New York, United States

Website