Director of Risk, Emerging Markets Delta One
The Role
We are seeking an exceptionally talented individual to join our Cross Asset Derivatives Risk Management team as a Director of Risk. This role will focus on risk management and portfolio oversight of the firm’s Delta One strategies, which include Term structure of Repo, Dividend, Index Rebalance & Special sits strategies amongst others.
What you’ll do
You will report to the Global Head of Cross-Asset Derivatives and work with strategy heads and senior portfolio managers to oversee portfolios and identify solutions to mitigate concentration risks and stress exposures in portfolios.
The Risk Director will also drive research and implement models and analytics to support both risk management and the investment process. You will conduct research projects and ad-hoc analysis, as well as implement proprietary models and analytics supporting risk and PM-facing infrastructure. You will be modelling alpha sources and risk factors specific to various strategies, identifying and quantifying tail risks. You will be conducting ad-hoc analysis pertaining to the strategies performance/ risk profiles and building and maintaining in-house models.
The successful candidate will liaise with technology teams, strategy COO, other risk managers and portfolio managers to develop, deliver, and maintain key modeling, pricing, and analytical infrastructure for the multi-strategy platform.
What you’ll bring
What you need:
- A minimum of 5 years’ relevant experience in a PM/Trader-facing role
- Strong knowledge of equity derivatives and portfolio risk management
- Knowledge of quantitative finance including risk-neutral options pricing and cross-sectional factor models
- Experience analyzing and modeling large data sets
- Strong coding skills in one or more languages such as R, Python or C++
- Experience working with relational databases such as MySQL
- Extremely strong communication skills
We’d love if you had:
- Direct experience in Delta One Equity Strategy
Who we are
Schonfeld Strategic Advisors is a global multi-strategy, multi-manager investment platform that harnesses the transformative power of people to perform in all market environments. Our dynamic culture inspires better outcomes for our team, our investors, and our partners. We aim to consistently deliver risk-adjusted returns, with people driving performance.
We specialize in four core strategies: Quantitative Trading, Fundamental Equity, Tactical Trading, and Discretionary Macro & Fixed Income. We capitalize on inefficiencies and opportunities within the markets, drawing from a significant investment in proprietary technology, infrastructure, and risk analytics.
We invest through internal portfolio managers and external partner funds, pursuing alignment among investors, investment professionals, and the firm. Our footprint spans 7 countries and 19 offices.
Our Culture
Talent is our strategy. We believe our success is because of our people, so putting our talent above all else is our top priority. 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 & educational offerings and opportunities to make an impact.
We foster a sense of belonging among all of our employees with Diversity, Equity and Inclusion at the forefront of this mission. Our employees value diversity across identity, thought, people and perspective which serves as the foundation of our culture. As a firm, we are committed to creating a hiring process that is fair, welcoming and supportive.
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