Schonfeld is seeking a quant researcher to join the DMFI Quant team. You will model, implement and maintain FX volatility analytics to support real-time risk and analytics used by Portfolio Management.
A MSc/PhD and 5+ years in quant modelling with strong coding skills are required. You will contribute to a cutting-edge quant library within a cloud-native stack and work in a small elite team with autonomy and rapid decision cycles.
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Quant Researcher: FX Volatility & Cross-Asset Analytics in London employer: Tradermath
IMC Trading is an exceptional employer, offering a unique opportunity for Principal Research Scientists to influence the future of machine learning within a highly collaborative and innovative environment. With access to world-class datasets and significant compute resources, employees can see their cutting-edge research translate into real-world impact while enjoying competitive compensation and continued engagement with the academic community through conferences and publication opportunities.
