Description
Schonfeld is hiring a Quantitative Risk Quant to design and ship production risk models and analytics for a multi-billion-dollar fixed-income and macro portfolio. The role covers scenario and stress testing, factor-based risk decomposition, data pipelines, risk-data ingestion, lightweight dashboards, model documentation, and validation. Candidates should have a STEM MSc or PhD, at least five years of financial-institution experience, strong Python and database skills, solid statistics and mathematics, and deep knowledge of interest-rate derivatives and risk.
