Schonfeld
Hedge Fund
RiskQuant,DMFIQuantitativeResources
Neural analysis suggests this role is
optimal for Mid candidates.
“Risk Quant, DMFI Quantitative Resources at Schonfeld. Skills: Risk modeling, Python, Interest rate derivatives. Design risk models. Ship production-quality capabilities”
What You'll Achieve.
Inform position sizing; Inform hedging; Inform drawdown management
Industry & Context.
Great problem solver
What They're Looking For.
Must Have
MSc or PhD in a STEM discipline, 5y+ working in a financial institution, Production python (NumPy/Pandas/SciPy) experience, experience working with relational database management systems, Solid mathematics background, particularly statistics, Deep knowledge of interest rate derivatives and risk is a must, Track record of delivering projects from start to finish, Excellent communication skills both verbal and written, Great problem solver
Nice to Have
buy-side risk management context, async or reactive pipelines as a plus
What You'll Do.
Ship production-quality capabilities
Own risk analytics lifecycle
Manage data processing pipelines
Leverage technology stack
Drive technical conversations
Build lightweight UIs
Document model assumptions
Present validation results
How You'll Work.
Team & Collaboration
Working with Quant Research teams; Working with Risk Management teams; Working with Risk Technology teams; Technical conversations with Risk Technology team; PMs and Risk Managers consume analytics
Communication Scope
Excellent communication skills both verbal and written
Process & Methodology
Delivering projects from start to finish
Full Job Description
The Role We are looking for a hands-on Quantitative Risk Analyst who can both design risk models and ship production-quality tools; such as: scenario and stress-testing capabilities factor based risk decomposition Your work will directly inform position sizing, hedging and drawdown management across a multi-billion-dollar fixed-income and macro portfolio. What you’ll do Working with the Quant Research, Risk Management and Risk Technology teams you will: Own the full lifecycle of risk analytics from specification to prototyping to production release Manage our data processing and calculations pipelines by leveraging our available technology stack (AWS, Prefect…) Drive technical conversations with our Risk Technology team on ingestion and cleanup of risk data Build lightweight UIs (Dash or Excel/PyXll) so PMs and Risk Managers can consume your analytics with zero friction Document and present model assumptions, limitations and validation results and tests to our stakeholders What you’ll bring A MSc or PhD in a STEM discipline 5y+ working in a financial institution preferably in a buy-side risk management context Production python (NumPy/Pandas/SciPy) experience with async or reactive pipelines as a plus Strong experience working with relational database management systems Solid mathematics background, particularly statistics Deep knowledge of interest rate derivatives and risk is a must Track record of delivering projects from start to finish Excellent communication skills both verbal and written Great problem solver What do we offer Direct impact: your code hits production daily and drives trading decisions Modern tooling: fully cloud-native stack (AWS, Prefect, Coder, Kubernetes), automated CI/CD Small, elite team — high autonomy, rapid decision cycles, minimal bureaucracy Who we are Schonfeld is a global multi-manager hedge fund that strives to deliver industry-leading risk-adjusted returns for our investors. We leverage both internal and external portfolio manager
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