Quantitative Risk Analyst

Schonfeld; City Of London; On-site; GBP 80,000 - 100,000; Full time

Job summary

A leading financial firm in London seeks a Quantitative Risk Analyst to strengthen its Cross-Asset Derivatives Risk Management team. The role includes responsibilities like risk management, portfolio oversight, and quantitative modeling of equity derivatives. Ideal candidates will have a Master's or PhD with strong quantitative finance knowledge, coding skills, and direct experience in equity derivatives strategies. This position offers a collaborative work environment committed to diversity and innovation.

Qualifications

• Strong knowledge of quantitative finance including risk‑neutral options pricing and cross‑sectional factor models.
• Direct experience in Macro, Delta One and Equity Derivatives Strategy.

Responsibilities

• Report to the Director of Cross-Asset Derivatives Risk and partner daily with Portfolio Managers.
• Build, implement and validate models that power both risk management and the investment process.
• Collaborate with strategy COO and tech teams to build and maintain the modelling toolkit.

Skills

Relevant experience in a PM/Trader‑facing role

Strong knowledge of equity derivatives and portfolio risk management

Proficient coding skills in one or more languages such as R, Python or C++

Experience analyzing and modeling large data sets

Education

Master’s or PhD degree in mathematics, computer science, economics or other related discipline

Tools

SQL

Job description

Quantitative Risk Analyst, Cross-Asset Derivatives

We are seeking an exceptionally talented individual to join our Cross Asset Derivatives Risk Management team as a Quantitative Risk Analyst. This role will focus on risk management and portfolio oversight of the firm’s Equity Derivatives, Macro EM and Delta One strategies, which include Equity vol, Fixed Income, Index Rebalance & Special situations strategies amongst others.

What you’ll do

• Report to the Director of Cross-Asset Derivatives Risk and partner daily, with Portfolio Managers, Strategists, and developers to monitor portfolios and design solutions that reduce concentration and stress risks.
• Build, implement and validate models that power both risk management and the investment process.
• Partner with our Technology organisation to enhance data infrastructure, automate risk‑limit monitoring and streamline raw‑data ingestion.
• Work with Portfolio Managers, providing regular and ad‑hoc analytics on strategy performance, risk profiles and tail‑risk scenarios.
• Collaborate with strategy COO, fellow risk managers and tech teams to build and maintain the modelling, pricing and analytics toolkit that powers our multi‑strategy platform.

What you’ll bring

• Relevant experience in a PM/Trader‑facing role
• Master’s or PhD degree in mathematics, computer science, economics or other related discipline.
• Strong knowledge of equity derivatives and portfolio risk management
• Knowledge of quantitative finance including risk‑neutral options pricing and cross‑sectional factor models
• Experience analyzing and modeling large data sets
• Proficient coding skills in one or more languages such as R, Python or C++
• Experience working with relational databases such as SQL
• Direct experience in Macro, Delta One and Equity Derivatives Strategy

Our Culture

The firm’s ethos is embedded in our people. ‘Talent is our strategy’ is our mantra and drives how we approach all initiatives at the firm. We believe our success is because of our people, so putting our talent above all else is our top priority.

Schonfeld strives to create an environment where our people can thrive. We foster a teamwork‑oriented, collaborative environment where ideas at any level are encouraged and shared. The development and advancement of our talent is honed through interactions with each other, learning & educational offerings, and through opportunities to make impactful contributions.

At Schonfeld, we strive to cultivate a sense of belonging throughout all of our employees with Diversity, Equity and Inclusion at the forefront of this mission. As a firm we are committed to creating a hiring process which is not only fair, but also welcoming and supportive. On a daily basis, our employees welcome diversity across identity, thought, people and views which serves as the foundation of our culture and success. You can learn more about our DEI initiatives here - Belonging @ Schonfeld.

Who we are

Schonfeld Strategic Advisors is a multi‑manager platform that invests its capital with Internal and Partner portfolio managers, primarily on an exclusive or semi‑exclusive basis, across four trading strategies; quantitative, fundamental equity, tactical trading and discretionary macro & fixed income. We have created a unique structure to provide global portfolio managers with autonomy, flexibility and support to best enable them to maximize the value of their businesses.

Over the last 30 years, Schonfeld has successfully capitalized on inefficiencies and opportunities within the markets. We have developed and invested heavily in proprietary technology, infrastructure and risk analytics and continue to capitalize on new opportunities. In 2021 we launched our newest strategy, discretionary macro & fixed income as part of the continual growth of Schonfeld’s investible universe. Our portfolio exposure has expanded across the Americas, Europe and Asia as well as multiple asset classes and products.

Employment Opportunity Statement

Individuals seeking employment at Schonfeld are considered without regards to race, color, religion, national origin, age, sex, marital status, ancestry, physical or mental disability, veteran status, gender identity, or sexual orientation.

At Schonfeld, we strive to cultivate a sense of belonging throughout all of our employees with Diversity, Equity and Inclusion at the forefront of this mission. As a firm we are committed to creating a hiring process which is not only fair, but also welcoming and supportive. As a part of that, we want to encourage candidates to voluntarily complete the following survey which helps us keep track of how we are doing in our efforts.

Completion of the form is entirely voluntary. Whatever your decision, it will not be considered in the hiring process or thereafter. Any information that you do provide will be recorded and maintained in a confidential file.

Please note that all options below are as per ONS guidelines.

Race & Ethnicity Definitions

Asian/Asian British‑ A person identifying as Indian, Pakistani, Bangladeshi, Chinese or any other Asian background.

Black/African/Caribbean/Black British‑ A person identifying as African, Caribbean or any other Black/African/Caribbean background.

White - A person identifying as English, Welsh, Scottish, Northern Irish, British, Irish, Gypsy or Irish Traveller or any other White background.

Mixed or Multiple Ethnic Groups - All persons who identify with more than one of the above three groups e.g. White and Black Caribbean, or White and Asian.

Other Ethnic Group - A person who identify as a group that is not specified here e.g. Arab.