Risk Manager, Cross Asset Derivatives

Responsibilities

• Partner daily with Portfolio Managers, Strats, and developers to monitor portfolios and design solutions to reduce concentration and stress risks
• Build, implement, and validate models that power both risk management and the investment process
• Collaborate with the Technology organization to enhance data infrastructure, automate risk-limit monitoring, and streamline raw-data ingestion
• Provide regular and ad-hoc analytics to Portfolio Managers regarding strategy performance, risk profiles, and tail-risk scenarios
• Work with strategy COOs and tech teams to maintain the modeling, pricing, and analytics toolkit for the multi-strategy platform

Requirements

• Minimum of 5 years of relevant experience in a PM-facing role
• Strong knowledge of Latam Macro Strategies and portfolio risk management
• Quantitative finance knowledge, including risk-neutral options pricing and cross-sectional factor models
• Experience analyzing and modeling large data sets
• Strong coding skills in R, Python, or C++
• Experience working with relational databases such as MySQL
• Strong communication skills

Preferred Qualifications

• Direct experience in Macro, Delta One, and Equity Derivatives strategies

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 across Quant, Tactical, Fundamental Equity, and Discretionary Macro & Fixed Income strategies.