Quant jobs / Schonfeld

Risk Manager – Convertible Bonds

A risk management role covering convertible bond books on a discretionary credit team. It is a risk oversight position working alongside traders and 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.

Assess risks in convertible bond positions and propose ways to mitigate them
Monitor exposures and market conditions daily
Prepare regular risk reports for senior management
Work with traders and portfolio managers to build risk practice into the desk

What they ask for

Required

5-10 years in risk management
Focus on convertible bonds
In-depth knowledge of the convertibles market
Analytical skills with risk tools
Clear communication of complex information
Bachelor's degree in finance, economics or similar

Preferred

Python
CFA or FRM
Advanced degree

Education: Bachelor's in finance, economics or a related field; advanced degree or CFA/FRM a plus
Experience: 5-10 years of risk management, specifically convertible bonds
Languages and tools: Python
Markets: credit, fixed-income

How to prepare

Learn convertible bond greeks and how equity, credit and rate risk interact
Practise building risk reports and scenario analyses in Python
Study how convertible arbitrage books are hedged
Review FRM-style market risk material

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.