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Strategist

ExperiencedNo visa sponsorship
Schonfeld logo

at Schonfeld

Hedge Funds

Posted 15 days ago

No clicks

**Quantitative Strategist in Emerging Markets Derivatives: Develop Models, Tools, and Strategy** Support Emerging Markets Equity Derivatives, Macro, and Delta One strategies. As a Strategist, you will: - Build pricing tools, risk analytics, and a centralized model library - Model equity products, rates curves, and D1 parameters - Develop agentic coding workflows and end-user enablement - Collaborate on strategy design, back-testing, and risk engine development Bring strong Python skills, equity/rates derivative modeling experience, risk platform understanding, and Delta-1 business experience. Communicate effectively, demonstrate ownership, and deliver results. Join Schonfeld, a global multi-manager hedge fund fostering a collaborative culture that invests in top talent.

Compensation
Not specified

Currency: Not specified

City
Not specified
Country
Not specified

Full Job Description

Strategist; Cross Asset Derivatives

The Role

We are seeking highly qualified and a talented Quantitative Strategist to support across Emerging Markets Equity Derivatives, Macro and Delta One strategies, which includes Fixed Income, Index Rebalance & Special situations strategies amongst others.

What youll do 

As a Strategist, you will support portfolio managers and traders in building out pricing tools, rationalizing risk and analytics and developing a centralized model library for valuation. You will be helping with:

  • Equity product modelling and risk representation
  • Rates curve calibration and integration, including NDF
  • D1: Dividend, funding and rates parameter modelling and calibration
  • Development of agentic coding workflows and end-user enablement
  • Portfolio Manager led pricing and analytics problems
  • Strategy design and back-testing analytics
  • Risk engine and platform development

What youll bring
What you need:

  • Strong Python skills
  • Experience developing equity or rates derivative models in enterprise settings
  • Experience in risk platform application and understanding
  • Experience working with PM, quant and research functions
  • Experience with Delta-1 equity business preferred
  • Experience with agentic coding practices
  • Excellent communication skills, both written and verbal
  • Strong ownership experience and a track record of delivering results

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-LC1

Strategist

Compensation

Not specified

City: Not specified

Country: Not specified

Schonfeld logo
Hedge Funds

15 days ago

No clicks

at Schonfeld

ExperiencedNo visa sponsorship

**Quantitative Strategist in Emerging Markets Derivatives: Develop Models, Tools, and Strategy** Support Emerging Markets Equity Derivatives, Macro, and Delta One strategies. As a Strategist, you will: - Build pricing tools, risk analytics, and a centralized model library - Model equity products, rates curves, and D1 parameters - Develop agentic coding workflows and end-user enablement - Collaborate on strategy design, back-testing, and risk engine development Bring strong Python skills, equity/rates derivative modeling experience, risk platform understanding, and Delta-1 business experience. Communicate effectively, demonstrate ownership, and deliver results. Join Schonfeld, a global multi-manager hedge fund fostering a collaborative culture that invests in top talent.

Full Job Description

Strategist; Cross Asset Derivatives

The Role

We are seeking highly qualified and a talented Quantitative Strategist to support across Emerging Markets Equity Derivatives, Macro and Delta One strategies, which includes Fixed Income, Index Rebalance & Special situations strategies amongst others.

What youll do 

As a Strategist, you will support portfolio managers and traders in building out pricing tools, rationalizing risk and analytics and developing a centralized model library for valuation. You will be helping with:

  • Equity product modelling and risk representation
  • Rates curve calibration and integration, including NDF
  • D1: Dividend, funding and rates parameter modelling and calibration
  • Development of agentic coding workflows and end-user enablement
  • Portfolio Manager led pricing and analytics problems
  • Strategy design and back-testing analytics
  • Risk engine and platform development

What youll bring
What you need:

  • Strong Python skills
  • Experience developing equity or rates derivative models in enterprise settings
  • Experience in risk platform application and understanding
  • Experience working with PM, quant and research functions
  • Experience with Delta-1 equity business preferred
  • Experience with agentic coding practices
  • Excellent communication skills, both written and verbal
  • Strong ownership experience and a track record of delivering results

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-LC1