Quantitative Trader

Responsibilities

• Design, code, and maintain systematic and semi-systematic trading models spanning corporate bonds, credit ETFs, CDS indices, and curve-relative value strategies
• Build data pipelines, back-testing frameworks, and real-time risk/P&L dashboards using Python and C++
• Conduct deep-dive macroeconomic research by integrating fundamentals, flow data, and machine-learning techniques to generate high-conviction trade ideas
• Produce concise macroeconomic briefs for Portfolio Managers regarding global rates cycles, credit spread dynamics, and volatility regimes
• Partner with Technology and Risk teams to refine execution algorithms, hedging rules, and portfolio-trading workflows

Requirements

• 10+ years of experience in macroeconomic research, credit volatility trading, and cross-asset systematic strategy design
• Proven track record building and calibrating complex financial models (mean-reversion, momentum, convexity, and relative-value)
• Advanced programming proficiency in Python, C++, and SQL
• Experience with credit indices (CDX/iTraxx), bond/ETF micro-structure, and derivatives Greeks
• Master’s degree in Finance from a top-tier university and a Bachelor’s degree in a STEM discipline
• Passed CFA Level I examination

About the Company

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. We specialize in Quantitative Trading, Fundamental Equity, Tactical Trading, and Discretionary Macro & Fixed Income, leveraging proprietary technology and deep risk analytics to capitalize on market inefficiencies.