Quant jobs / Schonfeld

Quantitative Strategist – Risk

A strategist role in a central team supporting emerging-markets, delta-1 and volatility traders. It makes sure derivative risk matches product payoffs.

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.

Represent product and book-level risk accurately for equity derivatives
Build stressed scenarios and model how books behave in them
Extend the shared valuation and risk library
Answer risk and pricing questions from traders and PMs

What they ask for

Required

Strong Python
Equity derivatives experience
Financial mathematics intuition
Working with risk teams, traders and PMs
Production environment experience
Communication

Education: Not stated
Experience: Prior experience with equity derivatives and production environments
Languages and tools: Python
Markets: equities, options

How to prepare

Build a risk engine for an equity options book: greeks and scenario ladders
Learn how payoffs map to risk for exotic products
Practise stress testing with spot and vol shocks
Learn good production habits such as tests and version control

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.