Quantitative Researcher, Rates Vol

Schonfeld

London, England, United Kingdom
Base: $225,000 - $275,000; bonus/equity: performan...
On-site
Interest-rates volatility analytics framework
Modelling, implementing, maintaining analytics
Compiled language (c++, c#, rust)
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

Job Summary

  • 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.
  • 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.
  • 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.

Matching Summary

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.

Salary

Base: $225,000 - $275,000; Bonus/Equity: Performance bonus eligible; Benefits: Competitive benefits package

Skills & Requirements

Must-have

  • Interest-rates volatility analytics framework
  • Modelling, implementing, maintaining analytics
  • Compiled language (C++, C#, Rust)
  • Python development experience
  • Flow rates option derivative products
  • Algorithmic knowledge

Nice-to-have

  • Continuous improvement and learning
  • High level of attention to detail
  • Strong sense of ownership
  • Proven ability to think outside the box
  • Teamwork-oriented
  • Collaborative

Key Requirements

  • 5+ years in a compiled language
  • Python development experience
  • Deep technical knowledge of flow rates option derivative products
  • Track record of delivering projects from start to finish
  • Excellent communication skills

Work Rights

Not specified

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