Strategist, Risk

Posted 14 Days Ago
Be an Early Applicant
São Paulo, BRA
In-Office
Mid level
Consulting • Quantitative Trading
The Role
Support volatility and emerging-markets delta-1 trading teams by modeling vanilla and exotic derivatives, marking parameters, representing risk at product and book levels, developing stressed market scenarios, and maintaining a centralized valuation and risk library for traders and portfolio managers.
Summary Generated by Built In

The Role

We are seeking a highly qualified and talented Quantitative Strategist to support the Volatility and Emerging-markets + delta-1 trading teams. You will work as part of a centralized Strategist team, working on vanilla and exotic product modelling, parameter marking and risk representation across geographies and markets.

What you’ll do 

As a Strategist, you will support portfolio managers trading derivatives in representing, rationalizing and understanding risk at a product and book level– ensuring that risk is accurate and economically consistent with product/payoff definitions. In addition, there will be focus on creating and understanding stressed market scenarios and developing modelling to predict product + book behavior in those environments. You will support portfolio managers and traders maintaining and extending a centralized library for valuation and risk calculations.


What you’ll bring
What you need:

  • Strong Python skills
  • Experience with equity derivatives
  • Strong background and intuition in financial mathematics, adopting a first-principles approach to understanding product behavior
  • Experience working with quantitative risk teams, traders, and portfolio managers
  • Excellent communication skills, both written and verbal
  • Experience with production environments
  • Strong ownership experience and a track record of delivering results

Who we are  
Schonfeld Strategic Advisors is a global multi-strategy, multi-manager investment platform that harnesses the transformative power of people to perform in all market environments. Our dynamic culture inspires better outcomes for our team, our investors, and our partners. We aim to consistently deliver risk-adjusted returns, with people driving performance.

We specialize in four core strategies: Quantitative Trading, Fundamental Equity, Tactical Trading, and Discretionary Macro & Fixed Income. We capitalize on inefficiencies and opportunities within the markets, drawing from a significant investment in proprietary technology, infrastructure, and risk analytics.

We invest through internal portfolio managers and external partner funds, pursuing alignment among investors, investment professionals, and the firm. Our footprint spans 7 countries and 19 offices.

 

Our Culture
Talent is our strategy. We believe our success is because of our people, so putting our talent above all else is our top priority. 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 & educational offerings and opportunities to make an impact.

We foster a sense of belonging among all of our employees with Diversity, Equity and Inclusion at the forefront of this mission. Our employees value diversity across identity, thought, people and perspective which serves as the foundation of our culture. As a firm, we are committed to creating a hiring process that is fair, welcoming and supportive.


#LI-LC1

Skills Required

  • Strong Python skills
  • Experience with equity derivatives
  • Strong background and intuition in financial mathematics
  • Experience working with quantitative risk teams, traders, and portfolio managers
  • Excellent written and verbal communication skills
  • Experience with production environments
  • Strong ownership experience and track record of delivering results
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The Company
HQ: 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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