Quant jobs / Schonfeld

Quantitative Strategist – Equity Risk

A strategist role in a central team supporting volatility and emerging-markets derivatives traders. The focus is vol surfaces, risk representation and stress scenarios.

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.

Parameterise and model volatility surfaces
Price volatility products and explain their risk
Explain and attribute volatility PnL
Model dividends and build stress scenarios for book behaviour
Maintain the shared valuation and risk library

What they ask for

Required

Strong Python
Volatility trading strategy experience
Financial mathematics intuition from first principles
Working with risk teams, traders and PMs
Production environment experience
Communication

Education: Not stated
Experience: Prior experience with volatility trading strategies and production systems
Languages and tools: Python
Markets: equities, options

How to prepare

Fit and compare vol surface parameterisations such as SVI to option data
Work through volatility PnL attribution by greeks
Build stress scenarios on an options book and see how risk shifts
Study dividend modelling for equity options

What to study

The Volatility 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.