Strategist, Risk

Schonfeld; São Paulo; On-site; BRL 400,000 - 650,000; Full time

Job summary

Schonfeld Strategic Advisors seeks a Quantitative Strategist to support Emerging-markets and delta-1, and volatility trading teams, working on vanilla and exotic product modelling, parameter marking and risk representation across geographies and markets. You will build and refine models, assess stressed scenarios, and contribute to a centralized valuation and risk library.

The role demands strong Python skills, equity-derivatives experience, and a rigorous, first-principles approach to product

Qualifications

• Strong Python skills.
• Experience with equity derivatives.
• Strong background in financial mathematics and a first-principles approach to product behavior.
• Experience working with quantitative risk teams, traders, and portfolio managers.
• Excellent communication skills, both written and verbal.
• Experience with production environments.
• Strong ownership experience and a track record of delivering results.

Responsibilities

• Support portfolio managers trading derivatives in representing risk at a product and book level.
• Develop modelling for stressed market scenarios and predict product/book behavior.
• Maintain and extend a centralized library for valuation and risk calculations.

Skills

Python

Equity derivatives

Financial math

Risk team collaboration

Communication

Production environments

Ownership & delivery

Job description

The Role

We are seeking a highly qualified and talented Quantitative Strategist to support the Emerging-markets + delta-1, & volatility trading teams. You will work as part of a centralized Strategist team, working on vanilla and exotic product modelling, parameter marking and risk representation across geographies and markets.

What You’ll Do

As a Strategist, you will support portfolio managers trading derivatives in representing, rationalizing and understanding risk at a product and book level– ensuring that risk is accurate and economically consistent with product/payoff definitions. In addition, there will be focus on creating and understanding stressed market scenarios and developing modelling to predict product + book behavior in those environments. You will support portfolio managers and traders maintaining and extending a centralized library for valuation and risk calculations.

What You’ll Bring

What you need:

• Strong Python skills
• Experience with equity derivatives
• Strong background and intuition in financial mathematics, adopting a first-principles approach to understanding product behavior
• Experience working with quantitative risk teams, traders, and portfolio managers
• Excellent communication skills, both written and verbal
• Experience with production environments
• Strong ownership experience and a track record of delivering results

Who We Are

Schonfeld Strategic Advisors is a global multi-strategy, multi-manager investment platform that harnesses the transformative power of people to perform in all market environments. Our dynamic culture inspires better outcomes for our team, our investors, and our partners. We aim to consistently deliver risk-adjusted returns, with people driving performance.

We specialize in four core strategies: Quantitative Trading, Fundamental Equity, Tactical Trading, and Discretionary Macro & Fixed Income. We capitalize on inefficiencies and opportunities within the markets, drawing from a significant investment in proprietary technology, infrastructure, and risk analytics.

We invest through internal portfolio managers and external partner funds, pursuing alignment among investors, investment professionals, and the firm. Our footprint spans 7 countries and 19 offices.

Our Culture

Talent is our strategy. We believe our success is because of our people, so putting our talent above all else is our top priority. 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 & educational offerings and opportunities to make an impact.

We foster a sense of belonging among all of our employees with Diversity, Equity and Inclusion at the forefront of this mission. Our employees value diversity across identity, thought, people and perspective which serves as the foundation of our culture. As a firm, we are committed to creating a hiring process that is fair, welcoming and supportive.