Quantitative Researcher (Equity Derivatives)

Schonfeld Strategic Advisors LLC has an opening for a Quantitative Researcher (Equity Derivatives) in New York, NY.

The position duties are as follows: Providing quantitative research support the equity derivative portfolio. Responsible for integrating different risk management systems, data feeds and alpha generation. Utilize strong technology skills and advanced programming languages, such as Python or C++, and experience with software solutions to carry out the following day-to-day duties:

• Working on ad hoc risks scenarios and metrics specific to Volatility strategies;


• Building & cleaning database of volatilities using external data providers;


• Improving & creating new volatility metric screeners;


• Building custom backtester for volatility strategies and statistical analysis of trades;


• Helping Alpha generation ideas through semi systematic volatility strategies.

The position requires a Master’s Degree in Physics, Quantitative Finance, Computer Science, or Mathematics or a related quantitative field or foreign equivalent, plus 2 years of experience as a Quantitative Researcher or Quantitative Developer, or a similar role working in equity derivatives. Experience must include:

1. 2 years of experience utilizing advanced programming languages, such as Python, C++, and Java.


2. 2 years of experience with Cluster/Scheduler software solutions.


3. 2 years of experience in leveraging financial analysis to create mathematical models to develop improved tools or advanced financial instruments.


4. 2 years of experience in designing, developing, and improving financial models and analytics for execution research and quantitative trading.


5. 2 years of experience in building and calibrating market impact models


6. 2 years of experience in equity derivatives pricing and risk computing.


7. 2 years of experience in volatility financial models, including equity derivatives.


8. 2 years of experience in the optimization of collecting, filtering, and analyzing market data using databases


9. 2 years of professional or academic experience in machine learning algorithms regressions and classifications algorithms.

Part-time telecommuting permitted.

Offered Wage: $200,000/year

CV to Dylan Katz ([email protected]), Ref. ZS25

Schonfeld Strategic Advisors LLC is an Equal Opportunity Employer

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