The Role
We are seeking a highly qualified and talented Quantitative Strategist to support the Emerging-markets + delta-1, & volatility trading teams. You will work as part of a centralized Strategist team, working on vanilla and exotic product modelling, parameter marking and risk representation across geographies and markets.
What you’ll do
As a Strategist, you will support portfolio managers trading derivatives in representing, rationalizing and understanding risk at a product and book level– ensuring that risk is accurate and economically consistent with product/payoff definitions. In addition, there will be focus on creating and understanding stressed market scenarios and developing modelling to predict product + book behavior in those environments. You will support portfolio managers and traders maintaining and extending a centralized library for valuation and risk calculations.
What you’ll bring
What you need
- Strong Python skills
- Experience with equity derivatives
- Strong background and intuition in financial mathematics, adopting a first-principles approach to understanding product behavior
- 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
Who we are
Schonfeld Strategic Advisors is a global multi-strategy, multi-manager investment platform that harnesses the transformative power of people to perform in all market environments. Our dynamic culture ins