Quant jobs / Schonfeld

Quantitative Strategist – Equities

A strategist role in a central team that supports emerging-markets and delta-1 equity traders with valuation and risk tools. It sits between portfolio managers and the quant library.

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.

Model equity products and how their risk is represented
Calibrate dividend, funding and rates parameters
Solve pricing and analytics problems raised by portfolio managers
Build strategy design and back-testing analytics
Extend the risk engine and platform

What they ask for

Required

Strong Python
Equity derivative model development in enterprise settings
Risk platform design and build
Working with PM, quant and research teams
Communication
Track record of delivering

Preferred

Delta-1 equity business experience

Education: Not stated
Experience: Prior experience building equity derivative models and risk platforms
Languages and tools: Python
Markets: equities, options

How to prepare

Learn how dividends, borrow and funding are modelled and calibrated for equity derivatives
Build a pricer and risk report for vanilla and simple exotic equity options in Python
Understand delta-1 products such as swaps and futures
Practise a simple backtest framework for strategy analytics

What to study

The Derivatives Pricing 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.