Quantitative Analyst • Senior

Who you are

You are a highly qualified Quantitative Strategist with a strong background in financial mathematics and a deep understanding of product behavior. Your experience includes working with volatility trading strategies and collaborating with quantitative risk teams, traders, and portfolio managers. You possess excellent communication skills, enabling you to articulate complex concepts clearly and effectively. Your strong Python skills allow you to develop and validate parameter models for volatility surfaces and other financial products.

Desirable

Experience with both vanilla and exotic product modeling is a plus, as is familiarity with scenario construction and book behavior analysis. You have a first-principles approach to understanding risk and are comfortable working in a fast-paced trading environment.

What you'll do

In this role, you will support portfolio managers in trading derivatives by ensuring accurate risk representation and rationalization at both product and book levels. You will create and understand stressed market scenarios, developing modeling techniques to predict product behavior in various environments. Your responsibilities will include leading efforts on volatility surface parameterization, product pricing, and risk representation. You will also contribute to maintaining and extending a centralized library for valuation and risk calculations, collaborating closely with traders and portfolio managers to enhance trading strategies.

What we offer

At Schonfeld, you will be part of a centralized Strategist team that is invested in proprietary technology and risk analytics. You will have the opportunity to work across geographies and markets, contributing to the continual growth of our investable universe. We encourage you to apply even if your experience doesn't match every requirement, as we value diverse perspectives and backgrounds in our team.