FewerJobs.
All jobs

Risk Manager, Cross Asset Derivatives

Schonfeld Strategic Advisors - São Paulo, Brazil

Posted Apr 23, 2026

Benefits

Parental leave
Not verified
Non-birth-parent leave
Not verified
Family-building benefits
  • Fertility benefits: Not verified
  • Adoption assistance: Not verified
  • Surrogacy assistance: Not verified
Mental health support
Not verified
Relocation assistance
Not verified
Childcare support
Not verified
Learning budget
Not verified
Verification
Not verified checked Jun 7, 2026
Salary
Not verified
401(k) match
Reported from DOL Form 5500 industry filing (not employer-specific)

Was this benefit information wrong? Tell us.

Market context

U.S. role benchmark (BLS OEWS)
$106,409 U.S. median for this role
Projected growth (BLS Employment Projections)
+7.7% - Faster than average

Matched to SOC 13-2011 - Finance aggregate by role bucket.

Source: U.S. Bureau of Labor Statistics, OEWS, May 2024 and Employment Projections, 2024-2034.

Role

Role function
Finance From the posting source checked Jun 20, 2026
Seniority
Mid From the posting source checked Jun 20, 2026

Schedule

Shift type
Not verified
Weekend work
Not verified

Company

Equity
Offered From the posting source checked Jun 20, 2026

Application

Cover letter
Not verified
Assessment
Not verified
Deadline
Not stated

Where they hire

State eligibility is not yet verified.

About this role

Risk Manager, Cross Asset Derivatives São Paulo, Brazil The Role We are seeking an exceptionally talented individual to join our Cross-Asset Derivatives Risk Management team as a Risk Manager. This role will focus on risk management and portfolio oversight of the firm's Equity Derivatives, Macro EM and Delta One strategies, which include Equity vol, Fixed Income, Index Rebalance & Special situations strategies amongst others. What you'll do As a Risk Manager, you will: - Report to the Head of Cross-Asset Derivatives Risk and partner daily with Portfolio Managers, Strats, and developers to monitor portfolios and design solutions that reduce concentration and stress risks. - Build, implement and validate models that power both risk management and the investment process. - Partner with our Technology organisation to enhance data infrastructure, automate risk-limit monitoring and streamline raw-data ingestion. - Work with Portfolio Managers, providing regular and ad-hoc analytics on strategy performance, risk profiles and tail-risk scenarios. - Collaborate with strategy COO, fellow risk managers and tech teams to build and maintain the modelling, pricing and analytics toolkit that powers our multi-strategy platform. What you'll bring What you need: - A minimum of 5 years' relevant experience in a PM-facing role - Strong knowledge of Latam Macro Strategies and portfolio risk management - Knowledge of quantitative finance including risk-neutral options pricing and cross-sectional factor models - Experience analyzing and modeling large data sets - Strong coding skills in one or more languages such as R, Python or C++ - Experience working with relational databases

Read the full description at job-boards.greenhouse.io. FewerJobs shows a preview and links to the original posting.

Apply at job-boards.greenhouse.io

Apply link not verified; last-live date unavailable.

What verified means

Verified means a displayed claim has field-level provenance to a source FewerJobs pulled: a government or employer source, or the original job posting. Posting-sourced facts are employer-stated and are labeled separately from government records.

Related jobs