About the role

Aplyr's Quick Take

This role is for a Quantitative Strategist focused on developing pricing tools and risk analytics for equity derivatives and macro strategies. You'll work closely with portfolio managers and traders, primarily using Python to model financial products and enhance risk management frameworks. It's an individual contributor role with a strong emphasis on technical skills and collaboration.

Good fit

Ideal candidates have a solid background in quantitative finance, particularly with equity or rates derivatives, and possess strong Python programming skills. Experience in risk platforms and a collaborative working style will help you thrive in this environment.

Worth noting

The role emphasizes ownership and delivering results, which may appeal to self-motivated individuals. The company culture promotes continuous learning and innovation, but be prepared for a high-performance environment typical of hedge funds.

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 you’ll 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 you’ll 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, 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.

#LI-LC1

Skills & Tags

python go ai analytics product design

Aplyr's read

Schonfeld is a multi-manager platform known for its rigorous quantitative strategies and dynamic work environment, attracting finance and tech professionals seeking innovation.
Synthesized from recent postings & public sources

What's promising

•Schonfeld offers a collaborative culture that encourages innovation in quantitative finance.
•The firm provides opportunities to work with cutting-edge technology in trading and risk management.
•Schonfeld's global presence allows for diverse career growth and international collaboration.

What to watch

•High-pressure environment may not suit all candidates, especially those new to finance.
•Schonfeld's focus on quantitative strategies may limit opportunities for those interested in qualitative analysis.
•Limited public information about work-life balance and employee satisfaction.

Why Schonfeld

•Schonfeld's multi-manager platform allows for diverse investment strategies and risk management.
•The firm emphasizes a data-driven approach, integrating technology deeply into its operations.
•Schonfeld's strategic roles, like those in the CIO Office, offer direct involvement in firm-wide decision-making.

Aplyr’s read is generated by AI from public sources. Was it useful?