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 Quantitative Research Rates analytics team, you will be in charge of modelling, implementing and maintaining all aspects of our interest-rates 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
- 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
Our Culture 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.
- The base pay for this role is expected to be between $225,000 and $275,000. The expected base pay range is based on information at the time this post was generated. This role may also be eligible for other forms of compensation such as a performance bonus and a competitive benefits package. Actual compensation for the successful candidate will be determined based on a variety of factors such as skills, qualifications, and experience.
- #LI-DK1
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