Quantitative Researcher, Rates Vol
About The Position
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. Working in the Quantitative Research Rates analytics team, you will be in charge of modelling, implementing and maintaining all aspects of our interest-rates volatility analytics framework. Schonfeld is a global multi-manager hedge fund that strives to deliver industry-leading risk-adjusted returns for our investors. We leverage both internal and external portfolio manager teams around the world, seeking to capitalize on inefficiencies and opportunities within the markets. We draw from decades of experience and a significant investment in proprietary technology, infrastructure and risk analytics to invest across four main strategies: Quant, Tactical, Fundamental Equity and Discretionary Macro & Fixed Income. At Schonfeld, we’ll invest in you. Attracting and retaining top talent is at the heart of what we do, because we believe that exceptional outcomes begin with exceptional people. We foster a culture where talent is empowered to continually learn, innovate and pursue ambitious goals. We are teamwork-oriented, collaborative and encourage ideas—at all levels—to be shared. As an organization committed to investing in our people, we provide learning and educational offerings and opportunities to make an impact. We encourage community through internal networks, external partnerships and service initiatives that promote inclusion and purpose beyond the firm’s walls.
Requirements
- At minimum, 5+ years in a compiled language (C++, C#, Rust…) and Python development experience
- A deep technical knowledge of flow rates option derivative products and their modelling aspects (swaptions, bond future options, stir options, CMS spread options…)
- Excellent algorithmic knowledge
- Track record of delivering projects from start to finish
- Excellent communication skills, both written and verbal
- Great problem solver
Nice To Haves
- An interest in continuous improvement and learning
- High level of attention to detail
- Strong sense of ownership
- Proven ability to think outside the box
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What This Job Offers
Job Type
Full-time
Career Level
Mid Level
Education Level
No Education Listed
