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.

Strategist at Schonfeld | JobZoey