Quantitative Risk Manager – US Fundamental Equity

Job Description

Schonfeld Strategic Advisors is seeking a Quantitative Risk Manager to join their Risk Management team. This role focuses on North American fundamental equity strategies, providing risk coverage and portfolio oversight. The individual will serve as the point person for risk-related matters, engaging with portfolio managers and senior management.

Role involves:

• Daily oversight of North American discretionary equity portfolios.
• Monitoring portfolios for style drift.
• Identifying and remediating outsized concentration risks.
• Analyzing performance attribution to diagnose problems.
• Directing enhancements of proprietary analytics.
• Managing drawdowns and sub-optimal portfolio construction.

Requirements:

• A degree in statistics/econometrics, mathematics or financial engineering.
• 7-10 years of experience in a similar role at a hedge fund.
• Prior experience with discretionary equity strategies.
• Exceptional problem-solving and analytical skills.
• In-depth knowledge of equity multi-factor equity models.
• Proficiency with procedural programming (R/Python).
• Strong communication skills.

Role offers:

• Opportunity to work at Schonfeld Strategic Advisors, a global multi-strategy investment platform.
• Chance to engage with investment professionals and senior management.
• Competitive benefits package.