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Jobs(31,365)/Content Strategist Role(90)/Schonfeld (1) - Strategist - Equity Risk
Schonfeld

Schonfeld - Strategist - Equity Risk

London, England, United Kingdom+ Equity5mo ago
In OfficePrincipalEMEANonprofitContent StrategistPython

Requirements

• Strong Python skills • Experience with volatility trading strategies • Strong background and intuition in financial mathematics, adopting a first-principles approach to understanding product behavior • Experience working with quantitative risk teams, traders, and portfolio managers • Excellent communication skills, both written and verbal • Experience with production environments • Strong ownership experience and a track record of delivering results • Our Culture • The firm’s ethos is embedded in our people. ‘Talent is our strategy’ is our mantra and drives how we approach all initiatives at the firm. We believe our success is because of our people, so putting our talent above all else is our top priority. • Schonfeld strives to create an environment where our people can thrive. We foster a teamwork-oriented, collaborative environment where ideas at any level are encouraged and shared. The development and advancement of our talent is honed through interactions with each other, learning & educational offerings, and through opportunities to make impactful contributions. • At Schonfeld, we strive to cultivate a sense of belonging throughout all of our employees with Diversity, Equity and Inclusion at the forefront of this mission. As a firm we are committed to creating a hiring process which is not only fair, but also welcoming and supportive. On a daily basis, our employees welcome diversity across identity, thought, people and views which serves as the foundation of our culture and success. You can learn more about our DEI initiatives here - Belonging @ Schonfeld.

Responsibilities

• As a Strategist, you will support portfolio managers trading derivatives in representing, rationalizing and understanding risk at a product and book level– ensuring that risk is accurate and economically consistent with product/payoff definitions. In addition, there will be focus on creating and understanding stressed market scenarios and developing modelling to predict product and book behavior in those environments. This will involve developing and validating parameter models to represent volatility surfaces, dividends and funding. You will support portfolio managers and traders maintaining and extending a centralized library for valuation and risk calculations. • Vol surface parameterization and modelling • Vol product pricing, risk representation and rationalisation • Vol PnL explanations & attribution • Dividends modelling • Scenario construction and book behaviour

Benefits

• None explicitly stated in the job posting.

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