Quant jobs / Schonfeld

Systematic Portfolio Strategy and Risk Analyst

An analyst role supporting systematic equities and systematic macro portfolio managers with risk and performance research. It reports to the head of portfolio strategy and risk for the quant platform.

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.

Research sources of return, factor exposures and market stress for systematic books
Build infrastructure that surfaces these insights automatically
Run ad-hoc performance analyses and present them to senior management
Check data integrity and help resolve production issues

What they ask for

Required

1+ year with quantitative strategies in investment, research or risk
Strong Python and databases
Mathematical and statistical modelling
Analysis of large datasets
Communication
Self-starter attitude

Preferred

Personal GitHub projects

Education: Not stated
Experience: At least 1 year with quantitative strategies in an investment, research or risk role
Languages and tools: Python
SQL
Markets: equities, multi-asset

How to prepare

Build a factor exposure and risk decomposition for a sample equity portfolio
Practise performance attribution and drawdown analysis
Publish a GitHub project analysing a strategy's returns
Learn to present findings in a short, decision-ready note

What to study

The Portfolio and Factor 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.