Production python experience with numpy pandas scipy
Deep knowledge of interest rate derivatives and risk
Strong statistics and mathematics background
This role involves owning the full lifecycle of risk analytics from specification to production release for a multi-billion-dollar fixed-income portfolio
Job Summary
This role involves owning the full lifecycle of risk analytics from specification to production release for a multi-billion-dollar fixed-income portfolio.
The successful candidate will leverage a modern cloud-native technology stack including AWS and Prefect to manage data processing pipelines.
Schonfeld offers a small, elite team environment with high autonomy, rapid decision cycles, and minimal bureaucracy.
Matching Summary
This role involves owning the full lifecycle of risk analytics from specification to production release for a multi-billion-dollar fixed-income portfolio.
Skills & Requirements
Must-have
Production Python experience with NumPy Pandas SciPy
Deep knowledge of interest rate derivatives and risk
Strong statistics and mathematics background
Relational database management system expertise
Full lifecycle ownership of risk analytics projects
Nice-to-have
Async or reactive pipeline experience
Dash or Excel PyXll UI building skills
AWS Prefect Coder Kubernetes cloud-native stack
Excellent verbal and written communication skills
Track record of delivering projects from start to finish
Key Requirements
MSc or PhD in a STEM discipline
5+ years working in financial institution buy-side risk management
Solid mathematics background particularly in statistics