Quantitative Developer, Delta One Trading
The Role
We are seeking highly qualified and a talented Quantitative Developer to support a brand-new Delta One Trading team.
What you’ll do
The Quantitative Developer will support portfolio managers and traders in developing and maintaining a centralized library for valuation and risk calculations. You will be helping with
- Forward and Rolls pricing toolkit and dividend futures, TRFs across regions
- Dividend curves
- Repo/borrow/funding spread curves
- Interconnectivity of a-b-c with risk engines and valuation models
What you’ll bring
What you need:
- 3+ years of relevant experience
- Strong Python skills
- Experience with risk or equity derivatives
- Experience working with quantitative risk members, traders, and portfolio managers
- Excellent communication skills, both written and verbal
- Experience with production environments
- Strong ownership experience and a track record of delivering results
- Strong track record delivering short and long term projects to senior stakeholders
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. In our agile environment, engineers are expected to self-organize and collaborate on the best way to solve problems, and they are collectively responsible for the entire team's delivery. Engineering teams are small and cross-functional, and value learning and knowledge sharing.
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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