São Paulo, Brazil
3 months ago

Job Overview

Pay
Not disclosed

Job description

Location:
São Paulo, Brazil
Work arrangement:
On-site

Role Summary

Strategist; Cross Asset Derivatives

We are seeking highly qualified and a talented Quantitative Strategist to support across Emerging Markets Equity Derivatives, Macro and Delta One strategies, which includes Fixed Income, Index Rebalance & Special situations strategies amongst others.

Responsibilities

As a Strategist, you will support portfolio managers and traders in building out pricing tools, rationalizing risk and analytics and developing a centralized model library for valuation. You will be helping with:

  • Equity product modelling and risk representation
  • Rates curve calibration and integration, including NDF
  • D1: Dividend, funding and rates parameter modelling and calibration
  • Development of agentic coding workflows and end-user enablement
  • Portfolio Manager led pricing and analytics problems
  • Strategy design and back-testing analytics
  • Risk engine and platform development

Requirements

  • Strong Python skills
  • Experience developing equity or rates derivative models in enterprise settings
  • Experience in risk platform application and understanding
  • Experience working with PM, quant and research functions
  • Experience with Delta-1 equity business preferred
  • Experience with agentic coding practices
  • Excellent communication skills, both written and verbal
  • Strong ownership experience and a track record of delivering results

About the Company

Schonfeld is a global multi-manager hedge fund that strives to deliver industry-leading risk-adjusted returns for our investors. We leverage both internal and external portfolio manager teams around the world, seeking to capitalize on inefficiencies and opportunities within the markets. We draw from decades of experience and a significant investment in proprietary technology, infrastructure and risk analytics to invest across four main strategies: Quant, Tactical, Fundamental Equity and Discretionary Macro & Fixed Income.

At Schonfeld, we’ll invest in you. Attracting and retaining top talent is at the heart of what we do, because we believe that exceptional outcomes begin with exceptional people. We foster a culture where talent is empowered to continually learn, innovate and pursue ambitious goals. We are teamwork-oriented, collaborative and encourage ideas—at all levels—to be shared. As an organization committed to investing in our people, we provide learning and educational offerings and opportunities to make an impact. We encourage community through internal networks, external partnerships and service initiatives that promote inclusion and purpose beyond the firm’s walls.

Role:
Strategist

Company profile

Schonfeld

schonfeld.com

Schonfeld Strategic Advisors, also known as Schonfeld and SSA, is a hedge fund based in New York City. Founded in 1988 by Steven Schonfeld as a family office focused on short-term, systematic and algorithmic trading, the business took its current form in 2015 and has grown into a multi-strategy firm. Schonfeld invests across four core strategies, Quantitative, Fundamental Equity, Tactical Trading, and Discretionary Macro and Fixed Income, supported by advanced data, technology and risk management.

Headquarters
New York, New York, United States
Founded
1988
Founders
Steven Schonfeld

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