Strategist

Responsibilities

• Support portfolio managers and traders by building pricing tools and rationalizing risk and analytics
• Develop a centralized model library for valuation across Emerging Markets Equity Derivatives, Macro, and Delta One strategies
• Perform equity product modelling and risk representation
• Manage rates curve calibration and integration, including NDF
• Handle D1 parameter modelling and calibration for dividends, funding, and rates
• Develop agentic coding workflows and facilitate end-user enablement
• Design strategies and perform back-testing analytics
• Contribute to risk engine and platform development

Requirements

• Strong Python programming skills
• Experience developing equity or rates derivative models in an enterprise setting
• Experience with 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.