Schonfeld Strategic Advisors LLC has an opening for a Quantitative Risk Researcher in New York, New York.
The position duties are as follows: Responsible for liaising with technology teams, risk managers, and portfolio managers to develop, deliver, and maintain key modeling, pricing, and data infrastructure for the multi-strategy platform. Day-to-day job duties include:
- Participating in research projects and ad-hoc analyses, as well as implementing proprietary models and analytics supporting risk and PM-facing infrastructure;
- Modeling alpha sources and risk factors specific to various arbitrage strategies, identifying and quantifying tail risks;
- Conducting ad-hoc analyses pertaining to the strategies’ performance and risk profiles and building and maintaining in-house models; and,
- Liaising with data and technology teams to resolve daily production issues to help design new solutions and applications and to evaluate new data sources.
The position requires a Master’s Degree in Statistics, Mathematics, Physics, Financial Engineering or a related field or foreign equivalent, followed by 4 years of experience working as a quantitative analyst or in an equivalent role within the financial services industry. Experience must include:
- 4 years of experience working in a hedge fund, proprietary trading desk, or major investment bank in a quantitative environment.
- 2 years of experience in implementing proprietary models and analytics supporting risk and PM-facing infrastructure.
- 1 year of experience in modeling alpha sources and risk factors to various arbitrage strategies and identifying and quantifying tail risks.
- 1 year of experience in conducting ad-hoc analyses pertaining to strategy performance and risk profiles and building and maintaining in-house models.
- 2 years of experience in liaising with data and technology teams to resolve daily production issues and designing new solutions and applications to evaluate data sources.
- Experience synthesizing technical problems, developing solutions, and working with technical and non-technical audiences, as evidenced by having delivered quantitative models and solutions for use by a volatility trading desk or PM team.
- Experience developing software or models that support trading activity.
Part-time telecommuting permitted. Basepay for role expected between $231,750 - $237,500/yr. Expected base pay range based on info at time post was generated. Role may be eligible for other forms of comp such as performance bonus & competitive benefits package. Actual compensation for successful candidate TBD based on variety of factors such as skills, qualifications, & experience.
Resumes to Mari Merlo at mmerlo@schonfeld.com
Schonfeld Strategic Advisors LLC is an Equal Opportunity Employer.
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