Quant Risk Analyst

Schonfeld; Hong Kong; On-site; HKD 1,200,000 - 1,800,000; Full time

Job summary

Schonfeld is seeking an equity risk professional to join the risk group with a focus on investment research, analytics, and risk oversight for managers on a global discretionary long/short equity platform, with emphasis on Asia markets. The role involves developing analytics for risk, performance, and attribution, building models, and providing daily operational support to the team.

The candidate will contribute to research on manager skill, portfolio optimization, hedging strategies, and

Qualifications

• At least 10 years experience in related role (quantitative trading or risk).
• Strong mathematical and statistical modeling skills.
• Proficiency with Python or R for analysis.

Responsibilities

• Support discretionary risk research and portfolio construction questions for portfolio managers.
• Develop analytics related to risk, performance and process attribution of PMs and analysts.
• Liaise with technology and support teams to resolve daily production/operational issues and ensure data integrity/quality.
• Investigate and integrate new datasets used by proprietary models and risk infrastructure.

Skills

Quantitative finance

Statistical modeling

Python

R

Data analysis

Tools

Python

R

Job description

We are seeking an equity risk professional to join the risk group with a primary focus on investment research and analytics and risk oversight for managers on the global discretionary long/short equity platform, with a particular focus on Asia market. The candidate will help to support the long/short business by developing analytics related to risk, performance and process attribution of portfolio managers and analysts. This person will help to build and maintain analytical models used by the management team and proprietary applications, as well as provide daily operational support to the broader team, including researching ad hoc requests from portfolio managers and senior management.

What you’ll do

This person will help the discretionary risk team on research and portfolio construction questions relating to portfolio managers. A successful candidate will leverage interactions with and feedback from investment professionals to help direct and conduct investment research in various topics, including manager skill, portfolio optimization and hedging strategies and risk / alpha factor modeling. They will liaise with technology and support teams to help resolve daily production / operational issues and ensure data integrity / quality. They will investigate and integrate new datasets used by proprietary models and risk infrastructure.

What you’ll bring

What you need:

• At least 10 years experience in a related role (quantitative trading or risk) with knowledge of finance and financial products
• Strong mathematical and statistical modeling (knowledge of matrix algebra and linear analysis)
• Passion for learning and discovering new ideas in quantitative finance
• Proficiency with procedural programming skills (familiarity with Python or R)
• Comfort with analysis of large datasets, high-level attention to detail
• A strong track record of creative problem solving
• Very strong coding skills (familiarity with Python, R, or other procedural language)
• Prior experience building and maintaining equity factor models

Who we are

Schonfeld is a global multi-manager hedge fund that strives to deliver industry-leading risk-adjusted returns for our investors. We leverage both internal and external portfolio manager teams around the world, seeking to capitalize on inefficiencies and opportunities within the markets. We draw from decades of experience and a significant investment in proprietary technology, infrastructure and risk analytics to invest across four main strategies: Quant, Tactical, Fundamental Equity and Discretionary Macro & Fixed Income.

Our Culture

At Schonfeld, we’ll invest in you. Attracting and retaining top talent is at the heart of what we do, because we believe that exceptional outcomes begin with exceptional people. We foster a culture where talent is empowered to continually learn, innovate and pursue ambitious goals. 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 and educational offerings and opportunities to make an impact. We encourage community through internal networks, external partnerships and service initiatives that promote inclusion and purpose beyond the firm’s walls.

APAC Demographic Information (Completion is voluntary)

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.