Strategist, Risk

The role

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

What you will do

• Support portfolio managers trading derivatives in representing, rationalizing and understanding risk at a product and book level
• Ensure risk is accurate and economically consistent with product/payoff definitions
• Create and understand stressed market scenarios
• Develop modelling to predict product + book behavior in stressed environments
• Support portfolio managers and traders maintaining and extending a centralized library for valuation and risk calculations

Required qualifications

• Strong Python skills
• Experience with equity derivatives
• 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

Benefits

• learning & educational offerings
• opportunities to make an impact

About the company

Schonfeld Strategic Advisors is a global multi-strategy, multi-manager investment platform. They specialize in Quantitative Trading, Fundamental Equity, Tactical Trading, and Discretionary Macro & Fixed Income.