Quant jobs / Schonfeld

Quantitative Risk Analyst – Equity Long/Short

A risk professional on Schonfeld's discretionary long/short equity platform, with a focus on Asia. The role builds analytics for risk, performance and process attribution across portfolio managers.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Build risk, performance and attribution analytics for portfolio managers
Research portfolio optimisation, hedging and factor modelling topics
Maintain analytical models and proprietary applications
Investigate and integrate new datasets and fix production data issues

What they ask for

Required

Matrix algebra and statistical modelling
Python or R
Large dataset analysis
Finance and financial products knowledge
Creative problem solving
Communication

Preferred

Building and maintaining equity factor models

Education: No degree level stated.
Experience: 10+ years in quantitative trading or risk
Languages and tools: Python
R
Markets: equities

How to prepare

Build a multi-factor equity risk model and decompose portfolio risk
Practise performance attribution and hedging analysis
Study portfolio optimisation under risk constraints
Learn how to check data quality for risk reports

What to study

The Risk Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Schonfeld’s site before applying: requirements, location and pay can change after we check them.

View the posting on Schonfeld’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Schonfeld and doesn’t handle applications.