Quantitative Risk Researcher

The Role

We are seeking an exceptionally talented individual to join our Risk team as a Senior Quantitative Risk Researcher. The individual will be a key member focused on investment research, and portfolio analysis in support of the systematic strategies business, consisting of equity stat arb, index rebalance and systematic macro strategies. A successful candidate will help to build and maintain analytical models used to gain insights into risk and alpha drivers of our portfolios, as well as be responsible for communicating those insights to senior management. The role will report to the Head of Systematic Strategies Risk.

                                                                                                                                       

What you’ll do 

The Systematic Risk team’s mission is to improve the performance of individual Systematic PM teams, help mitigate the risk of outsized drawdowns and help inform capital allocation within the Systematic Strategies platform.  With this objective in mind, the Senior Quantitative Risk Researcher will be responsible for conducting research into risk and portfolio strategy topics such as sources of return, common factor exposures and emerging market stressors.  They will also be responsible for building out infrastructure to systematically identify those insights and, conducting ad-hoc analyses pertaining to the strategies’ performance and risk profiles.  The Quantitative Risk Researcher will liaise with technology and support teams to help resolve daily production / operational issues and ensure data integrity and quality. 

What you’ll bring
What you need:

• A minimum of 5 years of experience with quantitative strategies in an investment or risk research position
• Motivated self-starter with enthusiasm for learning new things in Quantitative Finance
• Strong coding skills in Python and databases
• Strong mathematical and statistical modeling
• Comfort with analysis of large datasets, high-level attention to detail
• Strong communication skills and ability to synthesize and communicate findings to drive outcomes

We’d love if you had:

• Prior experience building risk models
• Prior experience with optimization and portfolio construction
• Prior exposure to systematic macro strategies

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, and 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.

The base pay for this role is expected to be between $150,000 and $200,000. The expected base pay range is based on information at the time this post was generated. This role may also be eligible for other forms of compensation such as a performance bonus and a competitive benefits package. Actual compensation for the successful candidate will be determined based on a variety of factors such as skills, qualifications, and experience.

 

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Last updated on Aug 20, 2024