Schonfeld
Strategist
Hong Kong, Hong Kong. Posted 2 months ago
The role
You will support Emerging-markets and delta-1 trading teams. You will work on vanilla and exotic product modelling, parameter marking and risk representation.
What you will do
- Support portfolio managers and traders in developing and maintaining a centralized library for valuation and risk calculations
- Equity product modelling and risk representation
- Dividend, funding and rates parameter modelling and calibration
- 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 derivative models in enterprise settings
- Experience in risk platform design and build
- Experience working with PM, quant and research functions
- 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.