Enterprise Risk Associate, FX & Rates at Schonfeld | NY, US | Rezi

Enterprise Risk Associate, FX & Rates at Schonfeld

Enterprise Risk Associate, FX & Rates

Schonfeld · NY, US

1 months ago

Enterprise Risk Associate, FX & Rates

Schonfeld · NY, US

2 months ago
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About the Role

Join our risk team as a key member focused on risk modeling and monitoring to support senior leadership in capital allocation and firm risk management decisions. Build and maintain an analytical framework to gain insights into portfolio risk drivers and communicate these insights to senior management.

Responsibilities

  • Understand trading strategies and ensure inherent risks are captured correctly in risk models.
  • Collaborate with Technology, external vendors, COO teams, strategy quants, and strategy risk coverage teams to prioritize risk capture work at the enterprise level.
  • Develop proprietary models and solutions when external options do not meet enterprise requirements.
  • Generate insights into firmwide risk drivers and communicate them to the management team.
  • Incorporate risk insights into models and analytics to mitigate drawdowns and inform capital allocation.

Requirements

  • Experience with market-standard models for pricing rates and FX derivatives.
  • 5-10 years of experience in quantitative trading or risk.
  • Proven ability to work independently to solve business problems.
  • Skill in simplifying and presenting complex topics to influence decision outcomes.
  • Passion for learning and discovering new ideas in quantitative finance.
  • Proficiency with procedural programming (Python).
  • Strong mathematical and statistical modeling skills, including matrix algebra and linear analysis.
  • Comfort with analyzing large datasets with high attention to detail.

Skills

  • Market standard models for pricing rates and FX derivatives
  • Quantitative trading
  • Risk management
  • Procedural programming (Python)
  • Mathematical modeling
  • Statistical modeling
  • Matrix algebra
  • Linear analysis
  • Large dataset analysis
  • Hedge Fund rates & FX derivative trading strategies

Location

  • Remote

Work Type

  • Full-time

Experience Level

  • 5-10 years

Salary/Compensations

  • $175,000 - $250,000

Benefits

  • Performance bonus
  • Competitive benefits package
  • Learning and educational offerings

About the Company

  • Schonfeld is a global multi-manager hedge fund focused on delivering industry-leading risk-adjusted returns.
  • We utilize internal and external portfolio manager teams globally to capitalize on market inefficiencies.
  • Our investment strategies include Quant, Tactical, Fundamental Equity, and Discretionary Macro & Fixed Income.
  • We invest significantly in proprietary technology, infrastructure, and risk analytics.