Quant Risk Analyst

Schonfeld; Hong Kong; On-site; HKD 1,200,000 - 2,000,000; Full time

Job summary

Schonfeld is seeking an equity risk professional to join the risk group, focusing on investment research, analytics, and risk oversight for a global discretionary long/short equity platform with a particular emphasis on Asia markets.

The role involves building analytics for risk, performance and attribution, developing analytical models, and supporting portfolio managers and senior management with data-driven insights.

Qualifications

• At least 10 years experience in related role (quantitative trading or risk).
• Strong mathematical and statistical modeling skills.
• Proficiency with Python or R.
• Experience analyzing large datasets with high attention to detail.
• Strong problem solving and coding skills in Python or R.
• Strong communication skills.

Responsibilities

• Support risk research and portfolio construction questions for portfolio managers.
• Develop analytics related to risk, performance and attribution of PMs and analysts.
• Build and maintain analytical models used by management and proprietary applications.
• Provide daily operational support and resolve data integrity issues.
• Investigate and integrate new datasets used by risk infrastructure.

Skills

Mathematical modeling

Statistical analysis

Python

R

Data analysis

Problem solving

Strong communication

Job description

The Role

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)
• Strong communication skills

We’d love if you had:

• 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.