Schonfeld in London seeks a Quant Strategist/Researcher to develop FX volatility analytics and risk tools for real-time decision support. You will model and implement the volatility framework and contribute to a cross-asset analytics platform.
The ideal candidate combines strong math background with 5+ years of coding in C++, C#, Rust and Python, plus FX derivatives knowledge and a track record of delivering projects.
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Buy Side Hedge Fund requires a lead Quant to set roadmap across Rates & FX, leading a world class team of quant developers and modellers, validation…
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