Strategist - Equity Risk

The role

You will support Volatility and Emerging-markets + delta-1 trading teams. You will work on vanilla and exotic product modelling, parameter marking and risk representation across geographies and markets.

What you will do

• Represent, rationalize and understand risk at a product and book level
• Create and understand stressed market scenarios
• Develop modelling to predict product and book behavior in stressed environments
• Develop and validate parameter models to represent volatility surfaces, dividends and funding
• Support portfolio managers and traders maintaining and extending a centralized library for valuation and risk calculations
• Lead efforts on Vol surface parameterization and modelling
• Lead efforts on Vol product pricing, risk representation and rationalisation
• Lead efforts on Vol PnL explanations & attribution
• Lead efforts on Dividends modelling
• Lead efforts on Scenario construction and book behaviour

Required qualifications

• Strong Python skills
• Experience with volatility trading strategies
• Strong background and intuition in financial mathematics
• 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

About the company

Schonfeld Strategic Advisors is a multi-manager platform that invests its capital with Internal and Partner portfolio managers across four trading strategies. The firm has developed proprietary technology, infrastructure and risk analytics over the last 30 years.