Risk Quant, DMFI Quantitative Resources
Schonfeld Strategic Advisors - São Paulo, Brazil
Posted May 26, 2026
Benefits
- Parental leave
- Not verified
- Non-birth-parent leave
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- Family-building benefits
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- Fertility benefits: Not verified
- Adoption assistance: Not verified
- Surrogacy assistance: Not verified
- Mental health support
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- Relocation assistance
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- Childcare support
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- Learning budget
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- Verification
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- Salary
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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.
Schedule
- Shift type
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- Weekend work
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Application
- Cover letter
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- Assessment
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- Deadline
- Not stated
Where they hire
State eligibility is not yet verified.
About this role
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
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