Strategist, Risk

Schonfeld
São Paulo
Full timeFunction: Legal, Risk & ComplianceSkills: ["Communication","Written communication","Verbal communication","Ownership"]

Support portfolio managers trading derivatives by representing, rationalizing, and understanding risk at the product and book level. Build and analyze vanilla and exotic product models, including parameter marking and risk representation across geographies and markets. Create and interpret stressed market scenarios, develop modeling to predict product/book behavior, and help maintain a centralized valuation and risk calculation library. Collaborate closely with quant risk teams, traders, and portfolio managers.

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FursaFursa
Schonfeld
Schonfeld
14 hours ago

Strategist, Risk

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Source: Company careers pageValidated by: Fursa AI
Last checked: 10 hours agoStatus: Live

Job Summary

Support portfolio managers trading derivatives by representing, rationalizing, and understanding risk at the product and book level. Build and analyze vanilla and exotic product models, including parameter marking and risk representation across geographies and markets. Create and interpret stressed market scenarios, develop modeling to predict product/book behavior, and help maintain a centralized valuation and risk calculation library. Collaborate closely with quant risk teams, traders, and portfolio managers.
Location: São Paulo
Employment Type: Full time
Job Function: Legal, Risk & Compliance

Key Responsibilities

  • •Represent, rationalize, and understand derivative risk at the product and book level using accurate and economically consistent risk with product/payoff definitions.
  • •Develop vanilla and exotic product modeling, including parameter marking and risk representation across geographies and markets.
  • •Create and analyze stressed market scenarios and build modeling to predict product and book behavior under those conditions.
  • •Support portfolio managers and traders in maintaining and extending a centralized library for valuation and risk calculations.

Key Requirements

  • •Strong Python skills.
  • •Experience with equity derivatives.
  • •Strong background in financial mathematics with a first-principles approach to product behavior.
  • •Experience working with quantitative risk teams, traders, and portfolio managers.
  • •Experience working in production environments and delivering results.
Experience:Equity derivativesQuantitative riskDerivatives tradingEmerging markets
Skills:CommunicationWritten communicationVerbal communicationOwnership
Languages:English
Tech Stack:Python

Company Brief

Schonfeld
Schonfeld is a multi‑strategy investment firm that deploys capital across systematic and discretionary strategies across equities, macro, and quantitative trading, serving institutional and private investors globally.
Industry: Hedge Funds
Company Size: Large (251 to 1,000 employees)
Growth: Established Company
Headquarters: New York, United States
Website