About this role
Quant Strategist / Researcher - FX Volatility at Schonfeld. Location: São Paulo, São Paulo, Brazil. Role: modelling volatility, implementing models, maintaining analytics Requirements: MSc or PhD in STEM, 5+ years in quant modelling at financial institutions, 5+ years development in compiled languages and Python, deep FX derivatives and algorithmic expertise, strong communication skills. Category: Research and Development (R&D) Seniority: Senior Level Tools: AWS, Prefect, Coder, C++, C#, Rust, Python Commitment: Full Time Workplace: Onsite Languages: English