Quant Strategist / Researcher - FX Volatility

Schonfeld ·London, England, United Kingdom·Posted 30 September 2026

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About the role

The Role We are seeking an exceptionally talented individual to join our DMFI Quant team as a quant researcher. Our mission is to deliver real-time and high-quality risk and analytical tools to support our Portfolio Management teams in their decision-making process. This role is your chance to be a key contributor in the development of our cross-asset analytics platform. What you’ll do Working in the QR analytics team you will be in charge of modelling, implementing and maintaining all aspects of our FX volatility analytics framework. The ideal candidate will have: an interest in continuous improvement and learning high level of attention to detail strong sense of ownership proven ability to think outside the box What you’ll bring 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 Excellent algorithmic knowledge Track record of delivering projects from start to finish Excellent…

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