Risk Quant

Responsibilities

• Own the full lifecycle of risk analytics from specification and prototyping to production release
• Design risk models including scenario/stress-testing capabilities and factor-based risk decomposition
• Manage data processing and calculation pipelines using AWS and Prefect
• Drive technical conversations with the Risk Technology team regarding risk data ingestion and cleanup
• Build lightweight UIs (Dash or Excel/PyXll) to enable seamless consumption of analytics by PMs and Risk Managers
• Document and present model assumptions, limitations, and validation results to stakeholders

Requirements

• MSc or PhD in a STEM discipline
• 5+ years of experience working in a financial institution, preferably in a buy-side risk management context
• Expert-level Python skills (NumPy, Pandas, SciPy)
• Deep knowledge of interest rate derivatives and risk management
• Strong background in mathematics and statistics
• Experience working with relational database management systems
• Proven track record of delivering complex technical projects from start to finish

Preferred Qualifications

• Experience with async or reactive data pipelines
• Familiarity with cloud-native stacks including Kubernetes and automated CI/CD

Benefits

• Direct impact: your code hits production daily and drives real trading decisions
• Modern tooling: work with a fully cloud-native stack (AWS, Prefect, Coder, Kubernetes)
• Elite environment: join a small, high-autonomy team with rapid decision cycles and minimal bureaucracy

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 invest across four main strategies: Quant, Tactical, Fundamental Equity, and Discretionary Macro & Fixed Income.