Director Of Risk, Discretionary Macro & Fixed Income

Schonfeld

New York, United States
Base: $250,000 - $300,000; bonus/equity: performan...
On-site
Quantitative risk in fixed income
Fixed-income rv strategies
Options and fixed income pricing models
The Director of Risk will be responsible for researching the risk and portfolio construction questions of the analysts and portfolio managers

Job Summary

  • The Director of Risk will be responsible for researching the risk and portfolio construction questions of the analysts and portfolio managers.
  • This person will report to our global head of DMFI Risk and help create a first-in-class Risk Framework for Macro Fixed Income multi-PM platform.
  • Schonfeld is a global multi-manager hedge fund that strives to deliver industry-leading risk-adjusted returns for our investors.

Matching Summary

The Director of Risk will be responsible for researching the risk and portfolio construction questions of the analysts and portfolio managers.

Salary

Base: $250,000 - $300,000; Bonus/Equity: Performance bonus eligible; Benefits: Competitive benefits package

Skills & Requirements

Must-have

  • quantitative risk in fixed income
  • Fixed-Income RV strategies
  • Options and Fixed Income Pricing models
  • PM-facing risk role
  • quantitative risk techniques
  • Python, R, Matlab, Excel

Nice-to-have

  • strong understanding of Basis
  • teamwork-oriented
  • collaborative
  • talent empowerment

Key Requirements

  • Degree in statistics, mathematics, computer science or financial engineering
  • Experience with Fixed-Income RV strategies
  • Experience around Options and Fixed Income Pricing models
  • Experience in a PM- facing risk role
  • Experience working hands-on with quantitative risk techniques
  • Strong coding skills
  • Strong mathematical and/or statistical modeling
  • Analysis of large datasets

Work Rights

Not specified

Tailored Resume

Cover Letter