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Quantitative Risk Analyst

ExperiencedNo visa sponsorship
Schonfeld logo

at Schonfeld

Hedge Funds

Posted 10 days ago

No clicks

** Quantitative Risk Analyst ** Join our risk group to drive investment research and analytics for the global discretionary long/short equity platform, focusing on Asia markets. Key responsibilities include: - Developing risk, performance, and process attribution analytics for portfolio managers and analysts. - Building and maintaining analytical models and proprietary applications. - Liaising with tech teams for production issues and data integrity. - Integrating new datasets into risk infrastructure. - Collaborating with investment professionals on research topics like manager skill, portfolio optimization, and risk factor modeling. Bring your 10+ years of experience in quantitative trading or risk, plus: - Strong mathematical and statistical modeling skills, focused on matrix algebra and linear analysis. - Proficiency in Python, R, or other procedural languages. - Experience with large datasets and high-level detail orientation. - Creative problem-solving abilities and strong communication skills. - Familiarity with equity factor models is a plus. At Schonfeld, a global multi-manager hedge fund, we empower talent to learn, innovate, and pursue ambitious goals. We foster a collaborative, team-oriented culture.

Compensation
Not specified

Currency: Not specified

City
Not specified
Country
Not specified

Full Job Description

The Role

We are seeking an equity risk professional to join the risk group with a primary focus on investment research and analytics and risk oversight for managers on the global discretionary long/short equity platform, with a particular focus on Asia market. The candidate will help to support the long/short business by developing analytics related to risk, performance and process attribution of portfolio managers and analysts. This person will help to build and maintain analytical models used by the management team and proprietary applications, as well as provide daily operational support to the broader team, including researching ad hoc requests from portfolio managers and senior management.

What youll do 

This person will help the discretionary risk team on research and portfolio construction questions relating to portfolio managers. A successful candidate will leverage interactions with and feedback from investment professionals to help direct and conduct investment research in various topics, including manager skill, portfolio optimization and hedging strategies and risk / alpha factor modeling. They will liaise with technology and support teams to help resolve daily production / operational issues and ensure data integrity / quality. They will investigate and integrate new datasets used by proprietary models and risk infrastructure.

What youll bring

What you need:

  • At least 10 years experience in a related role (quantitative trading or risk) with knowledge of finance and financial products
  • Strong mathematical and statistical modeling (knowledge of matrix algebra and linear analysis)
  • Passion for learning and discovering new ideas in quantitative finance
  • Proficiency with procedural programming skills (familiarity with Python or R)
  • Comfort with analysis of large datasets, high-level attention to detail
  • A strong track record of creative problem solving
  • Very strong coding skills (familiarity with Python, R, or other procedural language)
  • Strong communication skills

Wed love if you had:

  • Prior experience building and maintaining equity factor models

 

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, well 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 ideasat all levelsto 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 firms walls.

#LI-TJ1

 

 

__PRESENT

Quantitative Risk Analyst

Compensation

Not specified

City: Not specified

Country: Not specified

Schonfeld logo
Hedge Funds

10 days ago

No clicks

at Schonfeld

ExperiencedNo visa sponsorship

** Quantitative Risk Analyst ** Join our risk group to drive investment research and analytics for the global discretionary long/short equity platform, focusing on Asia markets. Key responsibilities include: - Developing risk, performance, and process attribution analytics for portfolio managers and analysts. - Building and maintaining analytical models and proprietary applications. - Liaising with tech teams for production issues and data integrity. - Integrating new datasets into risk infrastructure. - Collaborating with investment professionals on research topics like manager skill, portfolio optimization, and risk factor modeling. Bring your 10+ years of experience in quantitative trading or risk, plus: - Strong mathematical and statistical modeling skills, focused on matrix algebra and linear analysis. - Proficiency in Python, R, or other procedural languages. - Experience with large datasets and high-level detail orientation. - Creative problem-solving abilities and strong communication skills. - Familiarity with equity factor models is a plus. At Schonfeld, a global multi-manager hedge fund, we empower talent to learn, innovate, and pursue ambitious goals. We foster a collaborative, team-oriented culture.

Full Job Description

The Role

We are seeking an equity risk professional to join the risk group with a primary focus on investment research and analytics and risk oversight for managers on the global discretionary long/short equity platform, with a particular focus on Asia market. The candidate will help to support the long/short business by developing analytics related to risk, performance and process attribution of portfolio managers and analysts. This person will help to build and maintain analytical models used by the management team and proprietary applications, as well as provide daily operational support to the broader team, including researching ad hoc requests from portfolio managers and senior management.

What youll do 

This person will help the discretionary risk team on research and portfolio construction questions relating to portfolio managers. A successful candidate will leverage interactions with and feedback from investment professionals to help direct and conduct investment research in various topics, including manager skill, portfolio optimization and hedging strategies and risk / alpha factor modeling. They will liaise with technology and support teams to help resolve daily production / operational issues and ensure data integrity / quality. They will investigate and integrate new datasets used by proprietary models and risk infrastructure.

What youll bring

What you need:

  • At least 10 years experience in a related role (quantitative trading or risk) with knowledge of finance and financial products
  • Strong mathematical and statistical modeling (knowledge of matrix algebra and linear analysis)
  • Passion for learning and discovering new ideas in quantitative finance
  • Proficiency with procedural programming skills (familiarity with Python or R)
  • Comfort with analysis of large datasets, high-level attention to detail
  • A strong track record of creative problem solving
  • Very strong coding skills (familiarity with Python, R, or other procedural language)
  • Strong communication skills

Wed love if you had:

  • Prior experience building and maintaining equity factor models

 

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, well 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 ideasat all levelsto 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 firms walls.

#LI-TJ1

 

 

__PRESENT