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:

1. 4 years of experience working in a hedge fund, proprietary trading desk, or major investment bank in a quantitative environment.
2. 2 years of experience in implementing proprietary models and analytics supporting risk and PM-facing infrastructure.
3. 1 year of experience in modeling alpha sources and risk factors to various arbitrage strategies and identifying and quantifying tail risks.
4. 1 year of experience in conducting ad-hoc analyses pertaining to strategy performance and risk profiles and building and maintaining in-house models.
5. 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.
6. 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.
7. 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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