Senior Risk Modeler — FX & Rates Derivatives

Schonfeld; New York (NY); Hybrid; USD 175,000 - 250,000; Full time

Job summary

Schonfeld is seeking a Risk Associate to join the risk team in New York, focusing on risk modeling and monitoring to support senior leadership in capital allocation and risk management decisions. You will build analytical frameworks to uncover risk drivers and communicate insights to senior management, influencing strategic outcomes.

The role emphasizes collaboration across Technology, COO teams, strategy quants, and risk coverage, with opportunities to develop in-house models and advanced

Qualifications

• Experience with market standard models for pricing rates and FX derivatives.
• 5-10 years of experience in quantitative trading or risk.
• Ability to solve business problems independently.
• Ability to simplify and present complex topics to influence decisions.
• Interest in learning and discovering new ideas in quantitative finance.
• Proficiency with Python.
• Strong mathematical and statistical modeling skills.
• Experience analyzing large datasets and attention to detail.
• Personal GitHub page highlighting some of your projects.
• Knowledge of Hedge Fund rates & FX derivative trading strategies.

Responsibilities

• Understand trading strategies and ensure risk captured in models.
• Collaborate with Technology, external vendors, COO teams, strategy quants and risk coverage teams to prioritize work.
• If external solutions don’t fit enterprise needs, create models and solutions.
• Generate insights into drivers of firmwide risk and communicate to management.
• Incorporate insights into models to mitigate outsized drawdowns and inform capital allocation.

Skills

Python

Risk modeling

Data analysis

GitHub

Linear algebra

FX knowledge

Independent problem solving

Communication

Quantitative finance

Team collaboration

Job description

Schonfeld is seeking a Risk Associate to join the risk team in New York, focusing on risk modeling and monitoring to support senior leadership in capital allocation and risk management decisions. You will build analytical frameworks to uncover risk drivers and communicate insights to senior management, influencing strategic outcomes.

The role emphasizes collaboration across Technology, COO teams, strategy quants, and risk coverage, with opportunities to develop in-house models and advanced