Schonfeld

1 month ago

Strategist

✓ Verified Job

Canonical indexed version, validated from employer's careers page.

Source: Company careers pageValidated by: Fursa AI

Last checked: 8 hours agoStatus: Live

Job Summary

Quantitative Strategist supporting Emerging Markets Equity Derivatives, Macro and Delta One strategies, including Fixed Income and Special Situations. You’ll help build pricing tools, rationalize risk, and develop a centralized model library for valuation, collaborating with PMs, quants and researchers to solve pricing, risk and analytics challenges across global markets.

Location: São Paulo

Workplace: Onsite

Employment Type: Full time

Job Function: Software Engineering

Key Responsibilities

•Equity product modelling and risk representation.
•Rates curve calibration and integration, including NDF.
•D1: Dividend, funding and rates parameter modelling and calibration.
•Development of agentic coding workflows and end-user enablement.
•Portfolio Manager led pricing and analytics problems.

Key Requirements

•Strong Python skills.
•Experience developing equity or rates derivative models in enterprise settings.
•Experience in risk platform application and understanding.
•Experience working with PM, quant and research functions.
•Experience with Delta-1 equity business preferred.

Experience:Hedge fundFinanceQuantitativeDerivativesEmerging markets

Skills:CommunicationOwnershipTeamwork

Languages:English

Tech Stack:PythonPricing modelsRisk analyticsBack-testing

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

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Schonfeld

1 month ago

Strategist

✓ Verified Job

Canonical indexed version, validated from employer's careers page.

Source: Company careers pageValidated by: Fursa AI

Last checked: 8 hours agoStatus: Live

Job Summary

Location: São Paulo

Workplace: Onsite

Employment Type: Full time

Job Function: Software Engineering

Key Responsibilities

•Equity product modelling and risk representation.
•Rates curve calibration and integration, including NDF.
•D1: Dividend, funding and rates parameter modelling and calibration.
•Development of agentic coding workflows and end-user enablement.
•Portfolio Manager led pricing and analytics problems.

Key Requirements

•Strong Python skills.
•Experience developing equity or rates derivative models in enterprise settings.
•Experience in risk platform application and understanding.
•Experience working with PM, quant and research functions.
•Experience with Delta-1 equity business preferred.

Experience:Hedge fundFinanceQuantitativeDerivativesEmerging markets

Skills:CommunicationOwnershipTeamwork

Languages:English

Tech Stack:PythonPricing modelsRisk analyticsBack-testing

Company Brief

Schonfeld

Industry: Hedge Funds

Company Size: Large (251 to 1,000 employees)

Growth: Established Company

Headquarters: New York, United States

Website