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Risk Quant, DMFI Quantitative Resources

Schonfeld Strategic Advisors - São Paulo, Brazil

Posted May 26, 2026

Benefits

Parental leave
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Non-birth-parent leave
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Family-building benefits
  • 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
Not verified checked Jun 7, 2026
Salary
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401(k) match
Reported from DOL Form 5500 industry filing (not employer-specific)

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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.

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
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Weekend work
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Company

Equity
Offered From the posting source checked Jun 20, 2026

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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