Philipp Schönbauer

Philipp Schönbauer is an Austrian mathematician and quantitative developer based in London. He represented Austria at the International Mathematical Olympiad in 2007 (Bronze) and 2008 (Honourable Mention), studied mathematics at TU Wien and applied mathematics at Cambridge, and completed a PhD in Mathematics at Imperial College London with Martin Hairer. He then moved into quantitative finance: roles at Morgan Stanley (FX Strategies) and Balyasny Asset Management (macro quantitative research), and since 2024 a quant-modelling role at the multi-strategy hedge fund Jain Global.

Notes7

• Quant employment verification: CONFIRMED. Evidence: LinkedIn enrichment (index-level) records three finance roles - Associate, FX Strategies, Fixed Income Division at Morgan Stanley (London, 2020-2021), Senior Engineer, Macro Quantitative Research at Balyasny Asset Management L.P. (London, 2021-2024; bamfunds.com is a multi-strategy hedge fund), and Quant Modeller at Jain Global (London, from Nov 2024, current). Identity is independently supported across source families (IMO 2007/2008 Austria, Imperial PhD under Martin Hairer, Oxford seminar page), so the employment record attaches to the correct person. Employer classification: Jain Global and Balyasny are genuine multi-strategy hedge funds operating quantitative/systematic strategies (not merely names containing 'quant'); Morgan Stanley is a bank and the role sat in FX Strategies within Fixed Income. Caveat: role titles and dates rest on the LinkedIn enrichment index plus aggregators (TheOrg lists him as Quant Modeller in Jain Global's Quantitative Analytics team; a directory lists him as Quantitative Researcher at Balyasny) - this is NOT independent primary-source confirmation of the exact titles/dates. No student program, insight day, camp, or scholarship is being counted; dwh GmbH (2013) was a simulation internship, not quantitative finance.
• Identity chain is coherent across independent source families: same name appears as IMO Austria contestant, TU Wien/Cambridge/Imperial mathematics student (enrich index), Imperial PhD student of Martin Hairer presenting at Oxford, and London quant employee - consistent education-and-career timeline, so the academic and finance records are treated as one person.Feb 2019
• IMO identity confirmed: competed for Austria at IMO 2007 (rank 197, 62.3%, Bronze, 15 pts) and IMO 2008 (rank 268, 50.1%, Honourable Mention, 14 pts); secondary reporting places him at Gymnasium Kundmanngasse, Vienna, in 2008.Jul 2008
• LinkedIn index (enrichment) shows the full career spine: dwh GmbH internship (2013, traffic simulation near Vienna airport in AnyLogic/Java), Morgan Stanley (Associate, FX Strategies, Fixed Income Division, London, 2020-2021), Balyasny Asset Management L.P. (Senior Engineer, Macro Quantitative Research, London, 2021-2024), Jain Global (Quant Modeller, London, from Nov 2024). INDEX-ONLY claim, not primary-source confirmed.
• Jain Global is a genuine quantitative multi-strategy hedge fund, not merely a name containing 'quant': founded July 2023 by Bobby Jain (ex-Millennium/Credit Suisse), HQ New York, AUM ~$5.3bn (July 2024), ~400 employees (2026), pursuing macro, systematic and arbitrage strategies - so his Jain Global role classifies as quantitative finance.May 2026
• Education spine (LinkedIn index): BSc Mathematics in Science and Technology, TU Wien (2009-2012); MSc Technical Mathematics, TU Wien (2012-2013); MASt Applied Mathematics and Theoretical Physics, University of Cambridge (2014-2015); PhD Mathematics, Imperial College London (2015-2019). INDEX-ONLY.
• Jain Global's quant modelling sits in London: a directory lists him in Jain Global's 'Quantitative Analytics' team alongside Anton Merlushkin (Head of Quant Modelling & Analytics), Nicolas Hutchings and Sebastian Pancratz, and a 2026 eFinancialCareers piece reports Jain Global expanding its London quant team.Apr 21, 2026
• Balyasny Asset Management (bamfunds.com) is a real multi-strategy hedge fund (Chicago HQ), so the index role 'Senior Engineer, Macro Quantitative Research' is a quantitative-finance role at a hedge fund.
• Academic footprint is real and primary-source visible: arXiv math.PR paper 'Malliavin Calculus for Infinite-Dimensional Systems with Additive Noise' and (with Hairer) 'The support of singular stochastic SPDEs', plus a joint paper with Cannizzaro and Erhard on 2D anisotropic KPZ in Annals of Probability (vol 49, issue 1, 2021).Jan 2021