Risk Manager, Cross Asset Derivatives

Schonfeld

São Paulo, Brazil
On-site
5 years pm-facing experience
Latam macro strategies knowledge
Quantitative finance expertise
Schonfeld is seeking a Risk Manager for their Cross Asset Derivatives team in São Paulo, Brazil, focusing on risk management across various derivatives strategies. The ideal candidate should possess a strong background in portfolio risk management and quantitative finance, along with relevant coding skills

Job Summary

  • This role focuses on risk management and portfolio oversight of Equity Derivatives, Macro EM, and Delta One strategies.
  • The successful candidate will build, implement, and validate models that power both risk management and the investment process.
  • Schonfeld fosters a culture where talent is empowered to continually learn, innovate, and pursue ambitious goals through collaborative teamwork.

Matching Summary

Match Score: 85

Schonfeld is seeking a Risk Manager for their Cross Asset Derivatives team in São Paulo, Brazil, focusing on risk management across various derivatives strategies. The ideal candidate should possess a strong background in portfolio risk management and quantitative finance, along with relevant coding skills.

Skills & Requirements

Must-have

  • 5 years PM-facing experience
  • Latam Macro Strategies knowledge
  • Quantitative finance expertise
  • Python R or C++ coding skills
  • Relational database experience

Nice-to-have

  • Direct Macro strategy experience
  • Delta one strategy background
  • Equity Derivatives Strategy experience
  • Collaborative teamwork culture
  • Innovation and learning mindset

Key Requirements

  • Minimum 5 years relevant experience
  • Strong Latam Macro Strategies knowledge
  • Experience with large data sets
  • MySQL relational database experience

Work Rights

Not specified

Tailored Resume

Cover Letter