Strategist, Cross Asset Derivatives

Responsibilities

• Support portfolio managers and traders by building pricing tools and rationalizing risk and analytics
• Develop a centralized model library for valuation across various asset classes
• Perform equity product modeling and risk representation
• Manage rates curve calibration and integration, including NDF
• Handle Delta-1 modeling for dividends, funding, and rates parameters
• Develop agentic coding workflows and enable end-user functionality
• Assist with strategy design, back-testing analytics, and risk engine platform development

Requirements

• Strong Python programming skills
• Experience developing equity or rates derivative models in enterprise settings
• Experience in risk platform application and understanding
• Experience working closely with PM, quant, and research functions
• Experience with agentic coding practices
• Excellent written and verbal communication skills
• Proven track record of ownership and delivering results

Preferred Qualifications

• Experience with Delta-1 equity business

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.