Schonfeld

1 month ago

Quant Strategist / Researcher, EM Rates

✓ 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 Emerging Markets to build real-time risk tools and a cross-asset analytics platform. You will own EM rates analytics, develop production-quality pre-trade tools, and innovate curve-building methodologies within a cloud-native stack, enabling PMs to make informed decisions.

Location: São Paulo

Workplace: Onsite

Employment Type: Full time

Job Function: Research & Scientific (R&D)

Key Responsibilities

•Own the full EM rates curve construction stack, including bootstrapping, interpolation, multi-curve and cross-currency frameworks, and handling of turn-of-year effects and central bank meeting dates
•Model EM-specific instrument conventions (CDI, TIIE, SOFR vs local benchmarks, NDF-implied curves, onshore/offshore basis) and encode them into the quant library
•Leverage the internal quant library to deliver production-quality pre-trade analytics (EM curve monitors, RV tools, scenario builders) for PMs
•Drive improvements to curve fitting methodology (spline selection, knot placement, smoothness vs market-fit trade-offs)
•Maintain and modernize the codebase to the highest industry standards

Key Requirements

•An MSc or PhD in a STEM discipline
•Deep technical knowledge in curve building, especially in a cross-currency context
•Experience supporting rates trading desks
•Familiarity with peculiarities in EM markets - instrument conventions, rate behavior
•At minimum, 3+ years development experience in either Python or C++ on a production quality library

Experience:3+ yearsFinanceQuant

Education:Master's

Skills:PythonC++AWSPrefectCI/CDGitLinux

Languages:English

Tech Stack:PythonC++AWSPrefectCI/CDGit

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, EM Rates

✓ 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

•Own the full EM rates curve construction stack, including bootstrapping, interpolation, multi-curve and cross-currency frameworks, and handling of turn-of-year effects and central bank meeting dates
•Model EM-specific instrument conventions (CDI, TIIE, SOFR vs local benchmarks, NDF-implied curves, onshore/offshore basis) and encode them into the quant library
•Leverage the internal quant library to deliver production-quality pre-trade analytics (EM curve monitors, RV tools, scenario builders) for PMs
•Drive improvements to curve fitting methodology (spline selection, knot placement, smoothness vs market-fit trade-offs)
•Maintain and modernize the codebase to the highest industry standards

Key Requirements

•An MSc or PhD in a STEM discipline
•Deep technical knowledge in curve building, especially in a cross-currency context
•Experience supporting rates trading desks
•Familiarity with peculiarities in EM markets - instrument conventions, rate behavior
•At minimum, 3+ years development experience in either Python or C++ on a production quality library

Experience:3+ yearsFinanceQuant

Education:Master's

Skills:PythonC++AWSPrefectCI/CDGitLinux

Languages:English

Tech Stack:PythonC++AWSPrefectCI/CDGit

Company Brief

Schonfeld

Industry: Hedge Funds

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

Growth: Established Company

Headquarters: New York, United States

Website