Quantitative analysis · Foreign exchange

You build and maintain the models a hedge fund uses to price and measure the risk of foreign exchange options, so its portfolio managers can trade on live analytics. You join the DMFI Quant team at Schonfeld in London as a quant researcher, owning the FX volatility analytics framework. FX volatility is how much currency rates are expected to move, which sets the price of currency options. The team is building a new quant library for the firm's trading teams.