
Strategist
Strategist, VOL
The Role
We are seeking highly qualified and a talented Quantitative Strategist to support the Volatility Trading team. You will work as part of a centralized Strategist team, working on vanilla and exotic product modelling, parameter marking and risk representation across all geographies.
What you’ll do
As a Strategist, you will support portfolio managers and traders in developing parameters so that areas such as volatility surfaces, Dividends and funding are fully insourced for scale production and subsequent reuse in the pricing and risking of books. You will support portfolio managers and traders maintaining a centralized library for valuation and risk calculations. You will be leading efforts on:
- Vol surface parameterization – construction, fitting and maintenance of VOL parameters
- Vol product pricing, risk representation and rationalisation
- Vol PnL explanations & attribution
- Dividends modelling
What you’ll bring
What you need:
- Strong Python skills
- Experience with volatility trading strategies
- Experience working with quantitative risk teams, 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
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, 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.
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