Quantitative Researcher, Rates Vol in London

Quantitative Researcher, Rates Vol in London

London Full-Time 162000 - 198000 € / year (est.) No home office possible
Schonfeld

At a Glance

  • Tasks: Join our Quant team to develop cutting-edge analytics for portfolio management.
  • Company: Schonfeld, a global hedge fund focused on innovative investment strategies.
  • Benefits: Competitive salary, performance bonuses, and extensive learning opportunities.
  • Other info: Collaborative culture that values continuous learning and innovation.
  • Why this job: Make a real impact in finance with your analytical skills and creativity.
  • Qualifications: 5+ years in programming (C++, C#, Rust) and strong knowledge of derivatives.

The predicted salary is between 162000 - 198000 € per year.

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.

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

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.

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.

The base pay for this role is expected to be between $225,000 and $275,000. 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.

Quantitative Researcher, Rates Vol in London employer: Schonfeld

At Schonfeld, we pride ourselves on being an exceptional employer that invests in the growth and development of our team members. Our collaborative work culture fosters innovation and encourages continuous learning, making it an ideal environment for a Quantitative Researcher to thrive. With competitive compensation and a commitment to inclusion and community engagement, we offer a rewarding career path in a dynamic and supportive setting.

Schonfeld

Contact Detail:

Schonfeld Recruiting Team

StudySmarter Expert Advice🤫

We think this is how you could land Quantitative Researcher, Rates Vol in London

Tip Number 1

Network like a pro! Reach out to current or former employees at Schonfeld on LinkedIn. A friendly chat can give you insider info and might just get your foot in the door.

Tip Number 2

Show off your skills! Prepare a portfolio of your past projects, especially those related to interest-rate volatility analytics. This will help you demonstrate your expertise during interviews.

Tip Number 3

Practice makes perfect! Brush up on your algorithmic knowledge and coding skills in C++, Python, or any other relevant language. You never know when a technical question might pop up!

Tip Number 4

Apply through our website! It’s the best way to ensure your application gets seen by the right people. Plus, it shows you’re genuinely interested in joining the team at Schonfeld.

We think you need these skills to ace Quantitative Researcher, Rates Vol in London

C++
C#
Rust
Python
Interest-Rates Volatility Analytics
Flow Rates Option Derivative Products
Swaptions

Some tips for your application 🫡

Show Your Passion for Quant Research:When writing your application, let your enthusiasm for quantitative research shine through. We want to see that you’re genuinely interested in the field and eager to contribute to our analytics platform.

Highlight Relevant Experience:Make sure to detail your experience with compiled languages and Python, as well as your knowledge of flow rates option derivative products. We love seeing candidates who can clearly demonstrate their technical skills and past achievements.

Be Clear and Concise:Keep your application straightforward and to the point. We appreciate clarity, so avoid jargon and focus on communicating your qualifications effectively. Remember, we’re looking for strong communication skills!

Apply Through Our Website:Don’t forget to submit your application through our website! It’s the best way for us to receive your details and ensures you’re considered for the role. We can’t wait to hear from you!

How to prepare for a job interview at Schonfeld

Know Your Models Inside Out

Make sure you’re well-versed in the interest-rate volatility analytics framework. Be prepared to discuss your experience with flow rates option derivative products and how you've modelled them in the past. This will show that you have the technical knowledge they’re looking for.

Showcase Your Problem-Solving Skills

During the interview, be ready to share examples of how you've thought outside the box in previous roles. They value a strong sense of ownership and continuous improvement, so highlight instances where you’ve taken initiative to solve complex problems.

Communicate Clearly and Confidently

Excellent communication skills are a must. Practice explaining your past projects and technical concepts in a clear and concise manner. This will demonstrate your ability to convey complex ideas effectively, which is crucial for collaboration within their team.

Prepare Questions That Matter

Think of insightful questions to ask about their cross-asset analytics platform and the team dynamics. This shows your genuine interest in the role and helps you assess if the company culture aligns with your values, especially their focus on learning and innovation.