Quant jobs / Schonfeld

Quant Researcher – FX Volatility

A senior quant role owning the FX volatility analytics framework within a cross-asset quant library. It supports portfolio managers who trade FX options and exotics.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Model and implement FX volatility surfaces and option pricing in the shared library
Extend coverage to exotic FX derivatives
Maintain and improve the production code that traders rely on daily
Work through algorithmic and numerical questions in calibration and pricing

What they ask for

Required

MSc or PhD in a STEM subject
Strong financial mathematics, such as stochastic calculus
5+ years of C++/C#/Rust and Python development
5+ years in financial institutions, ideally quant modelling
Deep FX derivatives modelling, including exotics
Algorithm knowledge

Education: Master's or PhD in a STEM discipline
Experience: 5+ years of development and 5+ years in financial institutions, ideally quant modelling
Languages and tools: C++
C#
Rust
Python
Markets: fx, options

How to prepare

Work through FX smile conventions: delta quotes, risk reversals and butterflies
Implement local and stochastic volatility models and calibrate them to FX option data
Study pricing of barrier and other exotic FX options numerically
Build a clean pricing library with tests in C++ and Python

What to study

The Volatility Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Schonfeld’s site before applying: requirements, location and pay can change after we check them.

View the posting on Schonfeld’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Schonfeld and doesn’t handle applications.