Quant Strategist - Volatility

Schonfeld; London; On-site; GBP 70,000 - 100,000; Full time

Job summary

A leading investment platform is seeking a talented Quantitative Strategist to support the Volatility Trading team. The successful candidate will engage in product modeling, parameter marking, and risk representation, working closely with portfolio managers and traders. This role offers a chance to influence trading strategies onsite in London, focusing on volatility surfaces and risk analytics.

Qualifications

• Experience with volatility trading strategies.
• Experience working with quantitative risk teams, traders, and portfolio managers.
• Excellent communication skills, both written and verbal.

Responsibilities

• Support portfolio managers and traders in parametric development for volatility.
• Lead efforts on vol surface parameterization, pricing, and risk representation.
• Maintain a centralized library for valuation and risk calculations.

Skills

Communication skills

Quantitative risk analysis

Volatility trading strategies

Strong ownership

Job description

We are seeking highly qualified and a talented Quantitative Strategist to support the Volatility Trading team. You will work as part of a centralized Strategist team, working on vanilla and exotic product modelling, parameter marking and risk representation across all geographies.

What you’ll do

As a Strategist, you will support portfolio managers and traders in developing parameters so that areas such as volatility surfaces, Dividends and funding are fully insourced for scale production and subsequent reuse in the pricing and risking of books. You will support portfolio managers and traders maintaining a centralized library for valuation and risk calculations. You will be leading efforts on:

• Vol surface parameterization – construction, fitting and maintenance of VOL parameters
• Vol product pricing, risk representation and rationalisation
• Vol PnL explanations & attribution

What you’ll bring
What you need:

• Experience with volatility trading strategies
• 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 areSchonfeld 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 CultureTalent 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.

#LI-LC1

Apply for this job

*

indicates a required field

First Name *

Last Name *

Email *

Phone *

Location (City) *

Resume/CV *

Enter manually

Accepted file types: pdf, doc, docx, txt, rtf

Enter manually

Accepted file types: pdf, doc, docx, txt, rtf

LinkedIn Profile

What is your current notice period?

Do you have an applicable non-compete clause? if so, please advise length and terms.

What is your current salary?

What was your most recent bonus?

What are your compensation expectations?

England Demographic Information (Completion is voluntary) - please only complete if you are located in the United Kingdom

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 entirelyvoluntary. 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.