Quantitative Risk Analyst: Discretionary Macro & Fixed Income (DMFI)

 

The Role

We are seeking an exceptionally talented individual to join our Risk team to focus on investment research and support for portfolio managers in our Discretionary Macro Fixed Income business. You will be passionate about the market you operate in and utilize your statistical strengths to provide key insights to members of the team. A successful candidate will help in the analysis of complex and varied datasets, communicating findings to portfolio managers and investment teams.

                                                                                                                                                               

What you’ll do 

The Quantitative Analyst will be responsible to support senior Risk Managers to measure, monitor and control portfolios. You will be heavily involved in the detail of the Discretionary Macro Fixed Income business and work with talented individuals to help with complex and varied data analysis. You will be responsible to also contribute and maintain a library of codes and tools that will be used by Risk Managers and Portfolio Managers. You will maintain and enhance a set of advanced reports that are key to the risk management process from the risk takers to the executive committee.

 

What you’ll bring

What you need:

  • Experience working in related markets, understanding of macro fixed income.
  • Outside the box thinking and creative problem solving
  • Enthusiasm for learning new things and discovering new ideas in macro, fixed income.
  • Strong coding skills, familiarity with Python, Excel or Matlab
  • Experience with BI tools such as Tableau, PowerBI
  • Strong mathematical and statistical modeling
  • Experience around Option and Fixed Income Pricing models.
  • Comfort with analysis of large datasets, high-level attention to detail
  • Strong communication skills

 

We’d love if you had:

  • Experience working with various databases/ database languages

 

Our Culture

The firm’s ethos is embedded in our people. ‘Talent is our strategy’ is our mantra and drives how we approach all initiatives at the firm. We believe our success is because of our people, so putting our talent above all else is our top priority.

Schonfeld strives to create an environment where our people can thrive. We foster a teamwork-oriented, collaborative environment where ideas at any level are encouraged and shared. The development and advancement of our talent is honed through interactions with each other, learning & educational offerings, and through opportunities to make impactful contributions. In our agile environment, engineers are expected to self-organize and collaborate on the best way to solve problems, and they are collectively responsible for the entire team's delivery. Engineering teams are small and cross-functional, and value learning and knowledge sharing.

At Schonfeld, we strive to cultivate a sense of belonging throughout all of our employees with Diversity, Equity and Inclusion at the forefront of this mission. As a firm we are committed to creating a hiring process which is not only fair, but also welcoming and supportive. On a daily basis, our employees welcome diversity across identity, thought, people and views which serves as the foundation of our culture and success. You can learn more about our DEI initiatives here - Belonging @ Schonfeld.

Who we are

Schonfeld Strategic Advisors is a multi-manager platform that invests its capital with Internal and Partner portfolio managers, primarily on an exclusive or semi-exclusive basis, across four trading strategies; quantitative, fundamental equity, tactical trading and discretionary macro & fixed income. We have created a unique structure to provide global portfolio managers with autonomy, flexibility and support to best enable them to maximize the value of their businesses.

Over the last 30 years, Schonfeld has successfully capitalized on inefficiencies and opportunities within the markets. We have developed and invested heavily in proprietary technology, infrastructure and risk analytics and continue to capitalize on new opportunities. In 2021 we launched our newest strategy, discretionary macro & fixed income as part of the continual growth of Schonfeld’s investible universe. Our portfolio exposure has expanded across the Americas, Europe and Asia as well as multiple asset classes and products.

The base pay for this role is expected to be between $150,000 and $225,000. The expected base pay range is based on information at the time this post was generated. This role may also be eligible for other forms of compensation such as a performance bonus and a competitive benefits package. Actual compensation for the successful candidate will be determined based on a variety of factors such as skills, qualifications, and experience.

 

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At Schonfeld, we strive to cultivate a sense of belonging throughout all of our employees with Diversity, Equity and Inclusion at the forefront of this mission. As a firm we are committed to creating a hiring process which is not only fair, but also welcoming and supportive. As a part of that, we want to encourage candidates to voluntarily complete the following survey which helps us keep track of how we are doing in our efforts.

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