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Schonfeld Strategic Advisors

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  • Platform Support Engineer

    New York, New York, United States

    unspecified $110K-$120K

    Platform Support Engineer New York, New York, United States The Role We are seeking a motivated Support Engineer to join our high-energy Trade & Platform Support team at Schonfeld. In this role, you will drive global Incident Management; coordinating, troubleshooting, and resolving live production issues across our quantitative trading platform. You'll serve as the front-line guardian of our proprietary trading environment, partnering with teammates in New York, London, and APAC to deliver seamless 24 × 7 “follow-the-sun” support. You'll collaborate closely with our development teams to boost reliability, maintainability, and performance. What you'll do The Platform Support Engineer will serve as the first point of contact for production issues, support requests, and system alerts. You will triage, investigate, and resolve incidents in real time, escalating when necessary while collaborating with our software-development teams to ensure seamless deployment of new code into production. Beyond firefighting, you will integrate AI into day-to-day workflows to automate processes, enhance monitoring, and drive operational efficiency, as well as build additional tools to strengthen our environment. Working in a Linux-based environment that harnesses cutting-edge databases and powers our proprietary trading systems, you will help keep Schonfeld's global platform operating at peak performance. What you'll bring What you need: - Strong ownership experience and a track record of delivering results - Excellent verbal and written communication skills - A degree in Computer Science, Engineering, or a related field - Experience in financial services supporting trading and post-trade systems - Experience in managing large scale deployments/environments - Experience

  • Compliance Associate

    London, England, United Kingdom

    unspecified Salary not disclosed

    Compliance Associate London, England, United Kingdom The Role We are seeking to hire an exceptional Compliance Associate to join our London office. This role will report into the Global Head of Core Compliance and hold primary responsibility for the day-to-day execution, maintenance, and continuous improvement of the Firm's policies and procedures framework. This position requires a focus on high levels of accuracy, consistency, and organizational discipline. It requires a blend of strong writing ability, governance knowledge, and a proactive approach to document management and process improvement. In addition to the primary policies and procedures remit, this role will contribute to core compliance activities as part of a broader global compliance team and necessitates flexibility to support the wider compliance department with activities outside of the listed responsibilities. What you'll do - Own the end-to-end policy lifecycle - identifying gaps, drafting and editing documents in collaboration with policy owners, and maintaining a comprehensive, version-controlled policy library. - Standardize language, structure, and formatting across the policy suite, ensuring consistent cross-document references and hyperlinks throughout the framework. - Track document updates, manage review schedules, and ensure all changes are appropriately authorized, providing regular progress updates to management. - Maximize the use of automation and AI to improve the efficiency and scalability of the policy management function. - Contribute to core compliance activities as part of the global compliance team, including Code of Ethics monitoring, review and assessments. - Be an integral and collaborative member of the London compliance team and broader global Compliance

  • Senior AI Integration Engineer

    New York, New York, United States

    unspecified Salary not disclosed

    Senior AI Integration Engineer New York, New York, United States SCHONFELD STRATEGIC ADVISORS LLC has an opening for a Senior AI Integration Engineer in New York, NY. The position duties are as follows: As a pivotal member of our Applied Solutions team, you will bridge the gap between advanced Generative AI capabilities and the strategic needs of our Portfolio Managers, driving the development of transformative chatbots and automated processes. Daily duties include: - Liaison between the Applied Solutions team and analysts and portfolio managers to analyze their daily workflows and experiment with ways to automate processes using Generative AI to enhance productivity and operational efficiency. - Design and implement new Agentic AI-powered workflows to run continuously in the background, analyzing market news, security data, SEC filings, emails, and other data sources and surface pertinent information that can help drive investment decisions. - Perform User Acceptance Testing with relevant stakeholders, and iterate on the design and implementation until successful - Present and advertise the new tools to the broader sub dept, department, and to the relevant investment strategy teams to maximize reach and adoption. The position requires a Bachelor's degree in Computer Science, Information Technology, Information Systems, a related field or foreign equivalent, plus 4 years of experience in any occupation where experience in programming (structured and OO) with one or more high level languages, such as Python, Java, C/C++ is gained. Experience must include: - 2 years of experience working at a hedge fund manager or other buy-side investment firm

  • Compensation & Benefits Associate

    London, England, United Kingdom

    unspecified Salary not disclosed

    Compensation & Benefits Associate London, England, United Kingdom Compensation & Benefits Associate The Role As the Compensation & Benefits Associate, you will support benefits administration, assist with compensation processes, and contribute to payroll operations for Schonfeld's EMEA employees. You will be a day-to-day contributor across our benefits programmes, supporting on annual compensation cycles, and a reliable partner on payroll ensuring each cycle runs accurately and on time. You will work closely with HCM, Accounting, and Legal, as well as external brokers, vendors, and payroll providers. What you'll do Benefits Administration - Assist with the administration of employee benefits, including private medical, life insurance, group income protection and pension. - Support the full employee benefits lifecycle: enrolments, changes, leavers, and qualifying life events. - Support benefits onboarding for new joiners and offboarding for leavers, ensuring accurate and timely processing. - Track invoices and payments across all benefits providers and process medical insurance payments. - Support pension administration: new joiner set-ups (auto-enrolment, opt-ins/opt-outs) Payroll/Compensation Operations - Support end-to-end payroll processing in partnership with the local payroll provider, using ADP and Workday. - Prepare payroll inputs each cycle, including new hires, leavers, salary changes, and benefits-related adjustments. - Conduct payroll audits and reconciliations to ensure data accuracy and integrity across systems. - Maintain audit-ready payroll records, including clear documentation of processes and controls and support internal and external audits across all countries. - Assist with payrolling of benefits and pension contributions. What you'll bring What you need: - Working knowledge of UK statutory

  • Software Engineer - Business Analytics

    New York, New York, United States

    unspecified Salary not disclosed

    Software Engineer - Business Analytics New York, New York, United States The Role We are seeking a highly qualified embedded Software Engineer to join our Business Analytics team. The Business Analytics team at Schonfeld focuses on analytics, reporting and automation. As a Software Engineer you will work on building key infrastructure to help compute performance related fees for our PMs and other related projects. What you'll do - Take full ownership of an existing Python codebase, quickly become the subject-matter expert and plan the next-generation architecture. - Develop a deep understanding of the firm's complex business structures and translate that knowledge into clean, reliable code. - Build tools and automation that enable Accounting teams to execute updates efficiently with minimal manual intervention. - Design and implement a scalable reporting infrastructure to streamline the preparation and delivery of compensation reports. - Work closely with business stakeholders to understand the nuances of individual deal structures and accurately implement their calculation logic in code. What you'll bring What you need: - Bachelor's or Master's in Computer Science, Engineering, Mathematics, or related quantitative field. - 2-5 years of relevant work experience. - Strong programming skills in Python and SQL. - Interest or experience in capital markets or finance. - Strong analytical thinking, attention to detail, and clear communication skills. - Experience with Linux operating systems, Git, and cloud computing platforms. We'd love if you had: - Familiarity with a multi manager hedge fund business and PM deal structures - Experience working with accounting and

  • Senior FX Vol Quant Researcher, DMFI Quantitative Resources

    Dubai, United Arab Emirates; Hong Kong, Hong Kong; London, England, United Kingdom; New York, New York, United States; São Paulo, Brazil

    unspecified Salary not disclosed

    Senior FX Vol Quant Researcher, DMFI Quantitative Resources Dubai, United Arab Emirates; Hong Kong, Hong Kong; London, England, United Kingdom; New York, New York, United States; São Paulo, Brazil The Role We are seeking an exceptionally talented individual to join our DMFI Quant team as a quant researcher. Our mission is to deliver real-time and high-quality risk and analytical tools to support our Portfolio Management teams in their decision-making process. This role is your chance to be a key contributor in the development of our cross-asset analytics platform. What you'll do Working in the QR analytics team you will be in charge of modelling, implementing and maintaining all aspects of our FX volatility analytics framework. The ideal candidate will have: - an interest in continuous improvement and learning - high level of attention to detail - strong sense of ownership - proven ability to think outside the box What you'll bring - A MSc or PhD in a STEM discipline - Very strong financial mathematical background (e.g. stochastic calculus) - 5+ years development experience in both compiled language (C++, C#, Rust…) and Python - 5+ years experience in financial institutions, preferably in a quant modelling role - A deep technical knowledge of FX derivatives modelling including exotics - Excellent algorithmic knowledge - Track record of delivering projects from start to finish - Excellent communication skills, both written and verbal - Great problem solver What do we offer - Direct impact: your code hits production daily and drives trading decisions -

  • Credit Library Engineer, DMFI Quantitative Resources

    São Paulo, Brazil

    unspecified Salary not disclosed

    Credit Library Engineer, DMFI Quantitative Resources São Paulo, Brazil The Role We are seeking an exceptionally talented individual to join our DMFI Quant team as a quant developer. Our mission is to deliver real-time and high-quality risk and analytical tools to support our Portfolio Management teams in their decision-making process. This role is your chance to be a key contributor to the buildout of our Credit business. What you'll do Working in the QR Library Architecture team you will be in charge of designing and implementing key parts of our cross-asset analytics framework. More specifically, you will: - implement credit pricing and risk models (corp bonds, loans, securitized products) within our shared cross-asset framework - Integrate vendor libraries (Intex, Monis, and similar) into our platform; wrapping, abstracting and ensuring clean interfaces for downstream consumers - Enforce framework consistency; ensure credit analytics adhere to common patterns for calibration, market data, curve dependencies and lifecycle management - Collaborate with Credit Quants to translate model specifications into robust, testable, performant and maintainable code What you'll bring - MSc or PhD in a STEM discipline - At minimum, 5+ years in a compiled language (C++, C#, Rust…) and Python development experience - Expertise in credit products (Securitized, Convertible Bonds, Loans...) - Hands-on experience with Intex, Monis or equivalent credit analytics platforms (Monis, Intex…) - Demonstrated ability to design shared library components; clean APIs, extensibility, separation of concerns - Track record of delivering strategic technical initiatives from start to finish - Excellent communication skills, both

  • Risk Quant, DMFI Quantitative Resources

    São Paulo, Brazil

    unspecified Salary not disclosed

    Risk Quant, DMFI Quantitative Resources São Paulo, Brazil The Role We are looking for a hands-on Quantitative Risk Analyst who can both design risk models and ship production-quality tools; such as: - scenario and stress-testing capabilities - factor based risk decomposition Your work will directly inform position sizing, hedging and drawdown management across a multi-billion-dollar fixed-income and macro portfolio. What you'll do Working with the Quant Research, Risk Management and Risk Technology teams you will: - Own the full lifecycle of risk analytics from specification to prototyping to production release - Manage our data processing and calculations pipelines by leveraging our available technology stack (AWS, Prefect…) - Drive technical conversations with our Risk Technology team on ingestion and cleanup of risk data - Build lightweight UIs (Dash or Excel/PyXll) so PMs and Risk Managers can consume your analytics with zero friction - Document and present model assumptions, limitations and validation results and tests to our stakeholders What you'll bring - A MSc or PhD in a STEM discipline - 5y+ working in a financial institution preferably in a buy-side risk management context - Production python (NumPy/Pandas/SciPy) experience with async or reactive pipelines as a plus - Strong experience working with relational database management systems - Solid mathematics background, particularly statistics - Deep knowledge of interest rate derivatives and risk is a must - Track record of delivering projects from start to finish - Excellent communication skills both verbal and written - Great problem solver What do we offer - Direct

  • Emerging Markets Rates Quantitative Researcher

    São Paulo, Brazil

    unspecified Salary not disclosed

    Emerging Markets Rates Quantitative Researcher São Paulo, Brazil The Role We are seeking an exceptionally talented individual to join our DMFI Quant team as a quant researcher focusing on Emerging Markets. Our mission is to deliver real-time and high-quality risk and analytical tools to support our Portfolio Management teams in their decision-making process. This role is your chance to be a key contributor in the development of our cross-asset analytics platform. What you'll do Working in the QR Rates team, you will be in charge of modelling, implementing and maintaining all aspects of our Emerging Market Rates analytics offering; namely: - Owning the full curve construction stack for EM rates: bootstrapping, interpolation, multi-curve / cross-currency frameworks, turn-of-year effects, and central bank meeting date handling - Model EM-specific instrument conventions (CDI, TIIE, SOFR vs. local benchmarks, NDF-implied curves, onshore/offshore basis...) and encode them into our quant library - Leverage our internal quant library to deliver production-quality pre-trade analytics - EM curve monitors, RV tools, scenario builders - that PMs consume directly - Drive improvements to our curve fitting methodology (spline selection, knot placement, smoothness vs. market-fit trade-offs) - Maintain and modernize our codebase to the highest industry standards What you'll bring - An MSc or PhD in a STEM discipline - A deep technical knowledge in curve building, especially in a cross-currency context. - Experience supporting rates trading desks. - Familiarity with peculiarities in EM markets - instrument conventions, rate behavior. - At minimum, 3+ years development experience in either Python

  • Quantitative Developer - Fundamental Equities

    London, England, United Kingdom

    unspecified Salary not disclosed

    Quantitative Developer - Fundamental Equities London, England, United Kingdom The Role We are looking for a Quantitative Developer to join the Fundamental Equity COO team, embedded directly within the business rather than in a central technology function. You will work alongside quant researchers and COO management to build tools, dashboards, and data pipelines that improve productivity, deepen AI adoption, and make better use of the data the business already has access to. AI integration is a core part of this role, not an afterthought. We are actively building out how LLMs, agentic workflows, and AI-powered tooling fit into the investment process, and this hire is expected to drive a meaningful part of that. You should come in with both hands-on experience and genuine conviction about where these technologies are heading. The role sits close to the investment process. We are looking for someone proactive and delivery-focused: someone who identifies what needs to be built, takes ownership, and gets it done without waiting to be directed. The expectation is high-quality output, pragmatic solutions that work in the hands of investment professionals and create immediate value. What you'll do - Write clean, well-structured, maintainable code and contribute to good engineering practices within the team, including CI/CD pipelines and version control, with an active contribution to firmwide best practices so that deliverables can be broadly leveraged across the business - Build, deploy, and maintain internal tools and dashboards that surface quantitative outputs, portfolio analytics, and market data in clean, intuitive interfaces, actively used

  • Software Engineer - Fundamental Equities

    New York, New York, United States

    unspecified $150K-$175K

    Software Engineer - Fundamental Equities New York, New York, United States The Role We are looking for a Software Engineer to join the Fundamental Equity COO team, embedded directly within the business rather than in a central technology function. You will work alongside quant researchers and COO management to build backend services, data pipelines, and internal APIs that improve productivity, deepen AI adoption, and make better use of the data the business already has access to. AI integration is a core part of this role, not an afterthought. We are actively building out how LLMs, agentic workflows, and AI-powered tooling fit into the investment process, and this hire is expected to drive a meaningful part of that. You should come in with both hands-on experience and genuine conviction about where these technologies are heading. The role sits close to the investment process. We are looking for someone proactive and delivery-focused: someone who identifies what needs to be built, takes ownership, and gets it done without waiting to be directed. The expectation is high-quality output, pragmatic solutions that work in the hands of investment professionals and create immediate value. What you'll do - Write clean, well-structured, maintainable code and contribute to good engineering practices within the team, including CI/CD pipelines and version control, with an active contribution to firmwide best practices so that deliverables can be broadly leveraged across the business - Build, deploy, and maintain internal APIs (FastAPI) and backend services that surface portfolio analytics, market data, and quantitative outputs

  • 2026 MSc/PhD Quantitative Researcher Internship

    São Paulo, Brazil

    unspecified Salary not disclosed

    2026 MSc/PhD Quantitative Researcher Internship São Paulo, Brazil The Role We are seeking exceptional MSc or PhD candidates to join our Quantitative Research teams in Sao Paulo where they will work with other researchers and developers on various research projects, including the design of novel predictive signals and the enhancement of our algorithms for prediction, trade execution, portfolio construction, risk management, among others. Interns will have an opportunity to meaningfully contribute to all facets of running a successful quantitative trading business and help it grow and diversify. What you'll do Depending on the portfolio manager team you join, as a Quantitative Researcher Intern you will be directly responsible for furthering our alpha research. You will understand the economics of a fundamental domain, and the corresponding insights that can be gathered from associated alternative data offerings. You will identify compelling differentiating factors, design novel predictive signals, backtest & validate hypotheses. You will have the opportunity to collaborate with senior team members to learn what it takes to be a successful quantitative researcher. What you need: - Current MSc or PhD student in a quantitative or technical field such as statistics, economics, mathematics, physics, electrical engineering, or computer science (ideally with one or two years left in your academic program) - Excellent programming skills in languages such as Python, C, C++, Java, SQL, or R - Strong knowledge of probability and statistics (e.g., machine learning, time-series analysis and forecasting, pattern recognition, NLP, and unstructured data analysis). - The ability to communicate research

  • Director of Systematic COO Office

    New York, New York, United States

    unspecified $200K-$250K

    Director of Systematic COO Office New York, New York, United States Director of Systematic COO Office The Role The Systematic business is comprised of both internal and external investment teams. Schonfeld oversees these teams' trading and risk, and supports them with capital, technology, execution, operations, legal, recruiting and general business services. The Systematic COO (SCOO) team is the key interface between these teams and the services Schonfeld supplies- the aim is to accelerate and multiply PM performance by continually improving our platform of services and facilitating our PM-teams' use of them. This role demands a strategic thinker with a strong executional acumen, capable of driving innovation and fostering collaboration across teams to achieve our ambitious goals. What you'll do The role is dynamic with a broad range of responsibilities. These include: - Foster collaborative communication across both Investment and Non-Investment teams, including accounting, compliance, operations, real estate, and technology. - Design and lead the onboarding process for new Portfolio Managers (PMs) and Analysts. - Be accountable for the maintenance and communication of PM budgets. - Manage data across investment teams, encompassing personnel, expenses, and more. - Promote and maintain a unified, seamless approach for all PMs on the platform. - Contribute to the design, management, and delivery of large-scale infrastructure projects across risk, valuation systems and the execution platform. - Prioritize workstreams across the various PM teams. What you'll bring - A minimum of 3 years' experience in a similar role within financial services. - Project Management of large, multi-departmental

  • Core Operations Analyst

    Singapore, Central, Singapore

    unspecified Salary not disclosed

    Core Operations Analyst Singapore, Central, Singapore The Role A fabulous opportunity in Schonfeld's Core Operations team in Singapore. We are a global multi-manager platform with both internal and external portfolio managers who invest across a variety of strategies e.g. Fundamental Equity, Tactical, Quantitative, Discretionary Macro & Fixed Income etc. You will be working with experienced Operations professionals to implement best-in-class operational procedures. You can also look forward to owning some of the most challenging and unique operational challenges in the hedge fund industry. What You'll Do - Perform T+1 reconciliations, including break resolution, between internal systems or internal systems and Prime Broker for a variety of financial instruments e.g. Equity, Futures, Option, FX, Bond, Listed Swap, OTC etc. - Review external fund administrators' T+1 reconciliations and liaise with both internal and external stakeholders e.g. Middle Office, Asset Servicing, Fund Accounting, Prime Broker, Third-Party service providers to resolve breaks - Collaborate with both internal and external stakeholders e.g. Operations Technology, Trade Support, Accounting Valuations Team, Third-Party service providers etc. to resolve operational issues, automate operational processes, implement strategic initiatives, roll out best practices, standardize operational procedures etc. - Work alongside senior team members and management on strategic initiatives and implement enhancements to streamline workflows and achieve efficiencies - Create structure by defining operational procedures, recommending process improvements and rolling them out - Other ad-hoc tasks and/or projects as and when it's assigned by senior team members and/or management team What You'll Bring - In-depth product knowledge on financial instruments e.g. Equity,

  • Quantitative Strategist - Treasury

    London, England, United Kingdom

    unspecified Salary not disclosed

    Quantitative Strategist - Treasury London, England, United Kingdom Quantitative Strategist - Treasury The Role We are looking for a highly skilled and experienced Quant Strat to join our Treasury team. The role will focus on the system design and build of enhanced transfer pricing, P&L attribution, financing engines, treasury optimization frameworks and margin replication across multiple asset classes that span the Global Treasury business at Schonfeld. What you'll do The role will be responsible for developing a platform and harness for central algorithms that drive the pricing of resources, the allocation and the optimization of balances across multiple components of the Treasury landscape. You will also be responsible for contributing to new and enhancing existing frameworks within treasury that would help us optimize profitability and improve scalability. The outputs of the work will connect to existing technology infrastructure and drive economics and decision making of the Treasury team and wider Schonfeld management as related to allocation of resources for investment decisions. The ideal candidate will enjoy interpreting business concepts to technical and quantitative system design and build, and working with other strats and the business and technology partners to implement the results. What you'll bring What you need: - Strong programming experience across variety of platforms such as Python, Java and C++ for building/optimizing trading, financing and margin systems - Background understanding of equity finance products or adjacent, including; stock loan, repo, synthetic financing and margin management - Prior experience working in Prime Brokerage, Treasury, or Sec Lending strat/technology teams

  • Compliance Officer

    Hong Kong, Hong Kong

    unspecified Salary not disclosed

    Compliance Officer Hong Kong, Hong Kong The Role We are seeking to hire an exceptional Compliance Officer to join our Hong Kong office. This role will report into the Head of Compliance, APAC, based in Hong Kong, and hold several responsibilities for the Hong Kong office, the APAC region in the Global markets advisory space, and the Compliance department. This position requies a focus on high levels of service and technical expertise. It requires a blend of regulatory, investment and markets compliance knowledge and expertise, coupled with outstanding collaboration qualities. This role necessitates a flexibility to also support the wider compliance department with activities outside of the listed responsibilities. What you'll do - Manage APAC Control Room activities, including wall crosses, market soundings, MNPI and confidential information controls, and maintenance of the restricted list. - Liaise with broader compliance teams and various departments to assist with SFC filings, internal inquiries etc. - Review and enhance the internal compliance policy and procedures. - Assist in conducting routine internal compliance monitoring and reviews - Track and support regulatory change initiatives connected to relevant market structure and investments in Hong Kong. - Be an integral and collaborative member of the APAC compliance team, Global Markets Compliance team and broader Compliance department What you'll bring What you need: - Bachelor's degree - 5-7 years' relevant experience, - Highly self-motivated, organized, and attentive to detail. - Structured, methodical and consistent in execution. - Adaptable and open to change, a natural problem solver and lateral thinker.

  • Risk Manager

    New York, New York, United States

    unspecified $175K-$275K

    Risk Manager New York, New York, United States The Role We are seeking an exceptionally skilled Risk Manager to serve as a key member of our DMFI Credit team based in New York City. We are looking for someone with 5-10 years of experience in risk management, specifically within convertible bonds. A successful candidate will help to oversee risk assessments, develop risk management strategies, and ensure effective risk monitoring and reporting. What you'll do Key responsibilities will include: - Risk Assessment: Conduct comprehensive risk assessments for convertible bonds to identify potential risks and develop mitigation strategies. - Risk Management: Develop and implement risk management frameworks and strategies to manage and mitigate risks associated with credit products. - Monitoring and Reporting: Monitor risk exposures and market conditions, providing regular reports and updates to senior management and stakeholders. - Collaboration: Work closely with cross-functional teams, including trading and portfolio management, to integrate risk management practices into business operations. - Data Analysis: Utilize quantitative and qualitative data analysis to support risk management decisions and strategy development. What you'll bring What you need: - Experience: 5-10 years of experience in risk management, with a focus on convertible bonds. - Technical Skills: Strong analytical skills and proficiency in risk management tools and software, with expertise in Python (preferred, not necessary). - Industry Knowledge: In-depth knowledge of the convertibles market. - Communication: Excellent communication and interpersonal skills, with the ability to present complex information clearly and concisely. - Education: Bachelor's degree in Finance, Economics, or a

  • Business Manager, Credit COO Office

    New York, New York, United States

    unspecified $150K-$190K

    Business Manager, Credit COO Office New York, New York, United States The Role We are seeking a talented individual within our Credit COO team, driving business management, PM onboarding, business analytics, and cross-functional initiatives. This role combines strategic planning, operational execution, and data-driven insights to optimize performance, enhance efficiency, and support growth across the business. This role reports into the COO of Credit. What you'll do Business Management - Act as a partner to the Credit COO & Credit Business, translating business and infrastructure initiatives into detailed plans. - Develop and own the plan for these growth initiatives and PM builds. - Identify, recommend and drive actions to enhance the Core business. PM Onboarding & Lifecycle Management - Coordinate pre-launch testing, market data, and trading integrations for newly on-boarded PMs. - Lead onboarding of new PM teams, e.g. market-data entitlements, trading-system connectivity, and counterparty onboarding. Business & Performance Analytics - Help Design dashboards on KPIs and business metrics. - Lead cost/benefit cases for data, analytics and technology spend; track realized savings and ROI. Project Management - Lead strategic, cross functional projects across operations, treasury, compliance, and technology-owning end to end delivery and change management, and ensuring these projects are appropriately prioritized in the overall book of work. - Run high-priority, cross-desk projects and own end-to-end delivery. - Coordinate with Legal / Treasury to support trading strategies. Vendor & Data Management - Own the vendor lifecycle for trading and analytics platforms (contract negotiation, SLA governance, ongoing performance reviews). - Stay abreast

  • Strategist, CIO Office (FICC)

    New York, New York, United States

    unspecified $175K-$225K

    Strategist, CIO Office (FICC) New York, New York, United States Strategist, CIO Office (FICC) The Role We are seeking an Applied Quant Strategist to join the Chief Investment Office team, focused on the firm's Fixed Income, Currency & Commodities (FICC) footprint - covering rates, FX, credit, commodities, and derivatives across the platform. You will work directly with senior investment leadership to build the analytics, screens, and AI-driven tooling that support capital allocation and risk decisions across the firm. What you'll do As an Applied Quant Strategist, you will design and build quantitative tooling that sharpens how senior leadership reads the FICC book. You will partner with senior investment leadership, risk, business analytics, and the firm-wide strats community. You will also work alongside your Equities counterpart on enterprise-level initiatives and ensure the CIO has a holistic view into portfolio risk. You will be leading efforts on: - Quantitative screens and analytics across the firm's FICC positioning - Backtests and signal frameworks for rates, FX, derivatives, and commodities strategies - AI-driven decision tooling for senior investment leadership - Automated risk-monitoring (DV01, vol, basis, FX/commodity exposure, tail-hedge coverage) - Ad-hoc analytical support for senior investment leadership - Establishing and executing on recurring capital and fund management operational initiatives What you'll bring - Background in quantitative research, strategist, or portfolio analytics focused on FICC asset classes; sell-side strats experience welcome - Working knowledge of rates curves, vol surfaces, derivatives pricing, and/or commodities markets - Strong Python and SQL skills - Hands-on experience applying LLMs

  • Strategist, CIO Office (Equities)

    New York, New York, United States

    unspecified $175K-$225K

    Strategist, CIO Office (Equities) New York, New York, United States Strategist, CIO Office (Equities) The Role We are seeking an Applied Quant Strategist to join the Chief Investment Office team, focused on the firm's equities platform - covering both discretionary and systematic strategies across equities and equity derivatives. You will work directly with senior investment leadership to build the analytics, screens, and AI-driven tooling that support capital allocation and risk decisions across the firm. What you'll do As an Applied Quant Strategist, you will design and build quantitative tooling that sharpens how senior leadership reads the equities and equity derivatives book. You will partner with senior investment leadership, risk, business analytics, and the firm-wide strats community. You will also work alongside your FICC counterpart on enterprise-level initiatives and ensure the CIO has a holistic view into portfolio risk. You will be leading efforts on: - Quantitative screens and analytics across the firm's equities and equity derivatives book - Backtests and signal frameworks for cash equities and equity derivatives - AI-driven decision tooling for senior investment leadership - Automated risk-monitoring (exposure, factor crowding, vol/skew, concentration) - Ad-hoc analytical support for senior investment leadership - Establishing and executing on recurring capital and fund management operational initiatives What you'll bring - Background in quantitative research, strategist, or portfolio analytics focused on equities and/or equity derivatives; sell-side strats experience welcome - Working knowledge of equities factor models, attribution, backtesting, and/or equity derivatives pricing - Strong Python and SQL skills - Hands-on experience applying LLMs