Emerging Markets Rates Quantitative Researcher

We are seeking an exceptionally talented individual to join our DMFI Quant team as a quant researcher focusing on Emerging Markets. 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. This role is your chance to be a key contributor in the development of our cross-asset analytics platform.

Working in the QR Rates team, you will be in charge of modelling, implementing and maintaining all aspects of our Emerging Market Rates analytics offering; namely:

• →Owning the full curve construction stack for EM rates: bootstrapping, interpolation, multi-curve / cross-currency frameworks, turn-of-year effects, and central bank meeting date handling
• →Model EM-specific instrument conventions (CDI, TIIE, SOFR vs. local benchmarks, NDF-implied curves, onshore/offshore basis...) and encode them into our quant library
• →Leverage our internal quant library to deliver production-quality pre-trade analytics — EM curve monitors, RV tools, scenario builders — that PMs consume directly
• →Drive improvements to our curve fitting methodology (spline selection, knot placement, smoothness vs.
  market-fit trade-offs)
• →Maintain and modernize our codebase to the highest industry standards

• An MSc or PhD in a STEM discipline
• A deep technical knowledge in curve building, especially in a cross-currency context.
• Experience supporting rates trading desks.
• Familiarity with peculiarities in EM markets - instrument conventions, rate behavior.
• At minimum, 3+ years development experience in either Python or C++ on a production quality library.
• Track record of delivering projects from start to finish
• Excellent communication skills, both written and verbal
• Great problem solver

Schonfeld is a global multi-manager hedge fund that strives to deliver industry-leading risk-adjusted returns for our investors. We leverage both internal and external portfolio manager teams around the world, seeking to capitalize on inefficiencies and opportunities within the markets. We draw from decades of experience and a significant investment in proprietary technology, infrastructure and risk analytics to invest across four main strategies: Quant, Tactical, Fundamental Equity and Discretionary Macro & Fixed Income.

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. We foster a culture where talent is empowered to continually learn, innovate and pursue ambitious goals. We are teamwork-oriented, collaborative and encourage ideas—at all levels—to be shared. As an organization committed to investing in our people, we provide learning and educational offerings and opportunities to make an impact. We encourage community through internal networks, external partnerships and service initiatives that promote inclusion and purpose beyond the firm’s walls.