naukri
Senior FX Vol Quant Researcher
Schonfeld
Dubai, UAE
Senior
1 months ago
FX derivatives modellingstochastic calculusC++PythonC#Rust
Free
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FX derivatives modellingstochastic calculusC++
About the Role
Schonfeld is seeking a Senior FX Vol Quant Researcher to join the QR analytics team in Dubai. The role involves modelling, implementing, and maintaining the FX volatility analytics framework.
Key Skills for This Role
FX derivatives modellingstochastic calculusC++PythonC#Rust
Responsibilities
- Model, implement, and maintain all aspects of the FX volatility analytics framework
- Deliver code that hits production daily and drives trading decisions
- Build a cutting edge quant library in a greenfield project
Requirements
- MSc or PhD in a STEM discipline
- Very strong financial mathematical background (e.g. stochastic calculus)
- 5+ years development experience in compiled language (C++, C#, Rust) and Python
- 5+ years experience in financial institutions, preferably in quant modelling role
- Deep technical knowledge of FX derivatives modelling including exotics
- Excellent algorithmic knowledge
- Track record of delivering projects from start to finish
- Excellent communication skills
- Great problem solver
Full Job Posting
Role Overview
- Working in the QR analytics team you will be in charge of modelling, implementing and maintaining all aspects of our FX volatility analytics framework.
Ideal Candidate Profile
- Interest in continuous improvement and learning
- High level of attention to detail
- Strong sense of ownership
- Proven ability to think outside the box
What You'll Bring
- A MSc or PhD in a STEM discipline
- Very strong financial mathematical background (e.g. stochastic calculus)
- 5+ years development experience in both compiled language (C++, C#, Rust) and Python
- 5+ years experience in financial institutions, preferably in a quant modelling role
- A deep technical knowledge of FX derivatives modelling including exotics
- Excellent algorithmic knowledge
- Track record of delivering projects from start to finish
- Excellent communication skills, both written and verbal
- Great problem solver
What We Offer
- Direct impact: your code hits production daily and drives trading decisions
- Greenfield project: we are building a cutting edge quant library
- Modern tooling: fully cloud native development stack (AWS, Prefect, Coder), automated CI/CD
- Small, elite team: high autonomy, rapid decision cycles, minimal bureaucracy
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