New

Risk Manager, Cross Asset Derivatives

New York, New York, United States

The Role

We are seeking an exceptionally talented individual to join our Cross-Asset Derivatives Risk Management team as a Risk Manager. This role will focus on risk management and portfolio oversight of the firm’s Equity Derivatives, Macro EM and Delta One strategies, which include Equity vol, Fixed Income, Index Rebalance & Special situations strategies amongst others.

What you’ll do 

As a Risk Manager, you will:

  • Report to the Head of Cross-Asset Derivatives Risk and partner daily with Portfolio Managers, Strats, and developers to monitor portfolios and design solutions that reduce concentration and stress risks.
  • Build, implement and validate models that power both risk management and the investment process.
  • Partner with our Technology organisation to enhance data infrastructure, automate risk-limit monitoring and streamline raw-data ingestion.
  • Work with Portfolio Managers, providing regular and ad-hoc analytics on strategy performance, risk profiles and tail-risk scenarios.
  • Collaborate with strategy COO, fellow risk managers and tech teams to build and maintain the modelling, pricing and analytics toolkit that powers our multi-strategy platform.

What you’ll bring
What you need:

  • A minimum of 5 years’ relevant experience in a PM-facing role
  • Strong knowledge of equity derivatives and portfolio risk management
  • Knowledge of quantitative finance including risk-neutral options pricing and cross-sectional factor models
  • Experience analyzing and modeling large data sets
  • Strong coding skills in one or more languages such as R, Python or C++
  • Experience working with relational databases such as MySQL
  • Strong communication skills

We’d love if you had:

  • Direct experience in Macro, Delta one and Equity Derivatives Strategy

Who we are

Schonfeld is a global multi-manager hedge fund that strives to deliver industry-leading risk-adjusted returns for our investors. We leverage both internal and external portfolio manager teams around the world, seeking to capitalize on inefficiencies and opportunities within the markets. We draw from decades of experience and a significant investment in proprietary technology, infrastructure and risk analytics to invest across four main strategies: Quant, Tactical, Fundamental Equity and Discretionary Macro & Fixed Income.

Our Culture

At Schonfeld, we’ll invest in you. Attracting and retaining top talent is at the heart of what we do, because we believe that exceptional outcomes begin with exceptional people. We foster a culture where talent is empowered to continually learn, innovate and pursue ambitious goals. 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 and educational offerings and opportunities to make an impact. We encourage community through internal networks, external partnerships and service initiatives that promote inclusion and purpose beyond the firm’s walls.

The base pay for this role is expected to be between $200,000 and $275,000. 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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Individuals seeking employment at Schonfeld are considered without regards to race, color, religion, national origin, age, sex, marital status, ancestry, physical or mental disability, veteran status, gender identity, or sexual orientation. 

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. As a part of that, we want to encourage candidates to voluntarily complete the following survey which helps us keep track of how we are doing in our efforts.

Completion of the form is entirely voluntary. Whatever your decision, it will not be considered in the hiring process or thereafter. Any information that you do provide will be recorded and maintained in a confidential file.

Please note that all options below are as per EEOC guidelines and definitions.

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American Indian or Alaskan Native - A person having origins in any of the original peoples of North and South America (including Central America), and who maintain tribal affiliation or community attachment.

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Two or More Races - All persons who identify with more than one of the above five races.

 

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