Strategist

The role

A Quantitative Strategist will support portfolio managers and traders in building pricing tools, rationalizing risk and analytics, and developing a centralized model library for valuation. This role supports Emerging Markets Equity Derivatives, Macro and Delta One strategies.

What you will do

• Equity product modelling and risk representation
• Rates curve calibration and integration, including NDF
• D1: Dividend, funding and rates parameter modelling and calibration
• Development of agentic coding workflows and end-user enablement
• Portfolio Manager led pricing and analytics problems
• Strategy design and back-testing analytics
• Risk engine and platform development

Required qualifications

• Strong Python skills
• Experience developing equity or rates derivative models in enterprise settings
• Experience in risk platform application and understanding
• Experience working with PM, quant and research functions
• Experience with agentic coding practices
• Excellent communication skills, both written and verbal
• Strong ownership experience and a track record of delivering results

Nice to have

• Experience with Delta-1 equity business

Benefits

• learning and educational offerings
• opportunities to make an impact

About the company

Schonfeld is a global multi-manager hedge fund that strives to deliver industry-leading risk-adjusted returns for our investors. They invest across four main strategies: Quant, Tactical, Fundamental Equity and Discretionary Macro & Fixed Income.