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Risk Quant, DMFI Quantitative Resources
Schonfeld
São Paulo3w ago
About the role
<p><strong><u>The Role</u></strong></p>
<p>We are looking for a hands-on Quantitative Risk Analyst who can both design risk models and ship production-quality tools; such as:</p>
<ul>
<li>scenario and stress-testing capabilities</li>
<li>factor based risk decomposition</li>
</ul>
<p>Your work will directly inform position sizing, hedging and drawdown management across a multi-billion-dollar fixed-income and macro portfolio.</p>
<p><strong><u>What you’ll do</u></strong><strong> </strong></p>
<p>Working with the Quant Research, Risk Management and Risk Technology teams you will:</p>
<ul>
<li>Own the full lifecycle of risk analytics from specification to prototyping to production release</li>
<li>Manage our data processing and calculations pipelines by leveraging our available technology stack (AWS, Prefect…)</li>
<li>Drive technical conversations with our Risk Technology team on ingestion and cleanup of risk data</li>
<li>Build lightweight UIs (Dash or Excel/PyXll) so PMs and Risk Managers can consume your analytics with zero friction</li>
<li>Document and present model assumptions, limitations and validation results and tests to our stakeholders</li>
</ul>
<p><strong><u>What you’ll bring</u></strong></p>
<ul>
<li>A MSc or PhD in a STEM discipline</li>
<li>5y+ working in a financial institution preferably in a buy-side risk management context</li>
<li>Production python (NumPy/Pandas/SciPy) experience with async or reactive pipelines as a plus</li>
<li>Strong experience working with relational database management systems</li>
<li>Solid mathematics background, particularly statistics</li>
<li>Deep knowledge of interest rate derivatives and risk is a must</li>
<li>Track record of delivering projects from start to finish</li>
<li>Excellent communication skills both verbal and written</li>
<li>Great problem solver</li>
</ul>
<p><strong><u>What do we offer</u></strong></p>
<ul>
<li>Direct impact: your code hits production daily and drives trading decisions</li>
<li>Modern tooling: fully cloud-native stack (AWS, Prefect, Coder, Kubernetes), automated CI/CD</li>
<li>Small, elite team — high autonomy, rapid decision cycles, minimal bureaucracy</li>
</ul>
<p><strong><u>Who we are</u></strong><strong> </strong></p>
<p>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 draw from decades of experience and a significant investment in proprietary technology, infrastructure and risk analytics to invest across four main strategies: Quant, Tactical, Fundamental Equity and Discretionary Macro & Fixed Income.</p>
<p><strong><u>Our Culture</u></strong><strong><br></strong></p>
<p>At Schonfeld, we’ll invest in you. Attracting and retaining top talent is at the heart of what we do, because we believe that exceptional outcomes begin with exceptional people. We foster a culture where talent is empowered to continually learn, innovate and pursue ambitious goals. We are teamwork-oriented, collaborative and encourage ideas—at all levels—to be shared. As an organization committed to investing in our people, we provide learning and educational offerings and opportunities to make an impact. We encourage community through internal networks, external partnerships and service initiatives that promote inclusion and purpose beyond the firm’s walls.</p>
<p> </p>
Perks & benefits
- Equity Compensation
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