Risk Quant, DMFI Quantitative Resources

Reposted 13 Hours Ago
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São Paulo, BRA
In-Office
Senior level
Consulting • Quantitative Trading
The Role
The role involves designing risk models, managing risk analytics lifecycle, and creating tools for position sizing and hedging in a financial context. Collaboration with various teams is crucial.
Summary Generated by Built In

The Role

We are looking for a hands-on Quantitative Risk Analyst who can both design risk models and ship production-quality tools; such as:

  • scenario and stress-testing capabilities
  • factor based risk decomposition

Your work will directly inform position sizing, hedging and drawdown management across a multi-billion-dollar fixed-income and macro portfolio.

What you’ll do

Working with the Quant Research, Risk Management and Risk Technology teams you will:

  • Own the full lifecycle of risk analytics from specification to prototyping to production release
  • Manage our data processing and calculations pipelines by leveraging our available technology stack (AWS, Prefect…)
  • Drive technical conversations with our Risk Technology team on ingestion and cleanup of risk data
  • Build lightweight UIs (Dash or Excel/PyXll) so PMs and Risk Managers can consume your analytics with zero friction
  • Document and present model assumptions, limitations and validation results and tests to our stakeholders

What you’ll bring

  • A MSc or PhD in a STEM discipline
  • 5y+ working in a financial institution preferably in a buy-side risk management context
  • Production python (NumPy/Pandas/SciPy) experience with async or reactive pipelines as a plus
  • Strong experience working with relational database management systems
  • Solid mathematics background, particularly statistics
  • Deep knowledge of interest rate derivatives and risk is a must
  • Track record of delivering projects from start to finish
  • Excellent communication skills both verbal and written
  • Great problem solver

What do we offer

  • Direct impact: your code hits production daily and drives trading decisions
  • Modern tooling: fully cloud-native stack (AWS, Prefect, Coder, Kubernetes), automated CI/CD
  • Small, elite team — high autonomy, rapid decision cycles, minimal bureaucracy

Who we are  

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.

Our Culture

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.


Skills Required

  • A MSc or PhD in a STEM discipline
  • 5y+ working in a financial institution preferably in a buy-side risk management context
  • Production python (NumPy/Pandas/SciPy) experience
  • Strong experience working with relational database management systems
  • Solid mathematics background, particularly statistics
  • Deep knowledge of interest rate derivatives and risk
  • Track record of delivering projects from start to finish
  • Excellent communication skills both verbal and written
  • Great problem solver
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The Company
New York, NY
515 Employees
Year Founded: 1988

What We Do

Schonfeld Strategic Advisors is a global multi-manager platform that invests its capital with Internal and Partner portfolio managers, primarily on an exclusive or semi-exclusive basis, across quantitative, fundamental equity and tactical trading strategies. We have created a unique structure to provide global portfolio managers with autonomy, flexibility and support to best enable them to maximize the value of their businesses. Over the last 30+ years, Schonfeld has successfully capitalized on inefficiencies and opportunities within the equity markets. We have developed and invested heavily in proprietary technology, infrastructure and risk analytics. Our portfolio exposure has expanded across the Americas, Europe and Asia as well as multiple asset classes and products. We look for ways to align the interests of investors, investment professionals and the firm, highlighted by the opportunity for investment professionals to co-invest in our funds and their individual strategies.

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