Strategist

Schonfeld; São Paulo; Presencial; BRL 120 000 - 160 000; Tempo integral

Resumo da oferta

Schonfeld is seeking a highly qualified Quantitative Strategist in São Paulo, Brazil, to support portfolio managers and traders in developing pricing tools and risk modeling for Emerging Markets Equity Derivatives. The candidate should have experience in developing equity or rates derivative models, strong communication skills, and a track record of delivering results. This role includes working on portfolio manager led pricing problems and back-testing analytics.

Qualificações

• 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.

Responsabilidades

• Support portfolio managers and traders in building pricing tools.
• Develop a centralized model library for valuation.
• Assist in strategy design and back-testing analytics.

Conhecimentos

Equity product modelling

Risk representation

Rates derivative models

Risk platform application

Excellent communication

Agentic coding practices

Descrição da oferta de emprego

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

• 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