Quantitative Developer
Job Description
The Role
We are seeking highly qualified and a talented Quantitative Developer to support the emerging markets and Delta One trading team.
What you’ll do
As a Quantitative Developer, you will support portfolio managers and traders in developing and maintaining a centralized library for valuation and risk calculations. You will be helping with:
- Equity product modelling and risk representation
- Dividend, funding and rates parameter modelling and calibration
- Risk engine/platform development and support
- Strategy design and back-testing analytics
What you’ll bring
What you need:
- Strong Python skills
- Experience developing equity derivative models in enterprise settings
- Experience in risk platform design and build
- Experience working with trading, quant and research functions
- Experience with Delta-1 equity business preferred
- Excellent communication skills, both written and verbal
- Strong ownership experience and a track record of delivering results
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.
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.
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