Strategist, CIO Office (Equities)

Schonfeld; São Paulo; Presencial; BRL 346 020 - 593 178; Tempo integral

Resumo da oferta

Schonfeld in São Paulo is looking for an Applied Quant Strategist to join their Chief Investment Office team. The ideal candidate will design and implement quantitative tooling for equities and equity derivatives, collaborating with senior leadership. Strong expertise in Python, SQL, and quantitative research is essential. This role offers a dynamic work environment, focusing on advanced analytics and AI-driven decision making across the firm’s investment strategy.

Qualificações

• Background in quantitative research or portfolio analytics focused on equities.
• Working knowledge of equities factor models and backtesting.
• Strong Python and SQL skills are essential.

Responsabilidades

• Design and build quantitative tooling for analyzing equities.
• Partner with senior investment leadership and ensure holistic view into portfolio risk.
• Lead efforts on quantitative screens and automated risk monitoring.

Conhecimentos

Quantitative research

Python

SQL

Communication skills

AI tooling

Ferramentas

Bloomberg

Descrição da oferta de emprego

We are seeking an Applied Quant Strategist to join the Chief Investment Office team, focused on the firm’s equities platform — covering both discretionary and systematic strategies across equities and equity derivatives. You will work directly with senior investment leadership to build the analytics, screens, and AI‑driven tooling that support capital allocation and risk decisions across the firm.

What you’ll do

As an Applied Quant Strategist, you will design and build quantitative tooling that sharpens how senior leadership reads the equities and equity derivatives book. You will partner with senior investment leadership, risk, business analytics, and the firm‑wide strats community. You will also work alongside your FICC counterpart on enterprise‑level initiatives and ensure the CIO has a holistic view into portfolio risk. You will be leading efforts on:

• Quantitative screens and analytics across the firm’s equities and equity derivatives book
• Backtests and signal frameworks for cash equities and equity derivatives
• AI‑driven decision tooling for senior investment leadership
• Automated risk‑monitoring (exposure, factor crowding, vol/skew, concentration)
• Ad‑hoc analytical support for senior investment leadership
• Establishing and executing on recurring capital and fund management operational initiatives

What you’ll bring

• Background in quantitative research, strategist, or portfolio analytics focused on equities and/or equity derivatives; sell‑side strats experience welcome
• Working knowledge of equities factor models, attribution, backtesting, and/or equity derivatives pricing
• Strong Python and SQL skills
• Hands‑on experience applying LLMs and modern AI tooling to analytical problems
• Familiarity with Bloomberg or comparable market‑data systems
• Excellent communication skills, both written and verbal, with full professional fluency in English
• Strong ownership and a track record of delivering results
• Self‑starter, comfortable operating with ambiguity
• Nimbleness that is conducive to continuously being redeployed tactically to the firm’s highest ROI projects and requests