Strategist

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

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Verification

Not verified checked Jun 7, 2026

Salary

Not verified

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)

$111,944 U.S. median for this role

Projected growth (BLS Employment Projections)

+13.7% - Much faster than average

Matched to SOC 15-1252 - Data and ML aggregate by role bucket.

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

Role

Role function

Data 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

Strategist São Paulo, Brazil Strategist; Cross Asset Derivatives The Role We are seeking highly qualified and a talented Quantitative Strategist to support across Emerging Markets Equity Derivatives, Macro and Delta One strategies, which includes Fixed Income, Index Rebalance & Special situations strategies amongst others. What you'll do As a Strategist, you will support portfolio managers and traders in building out pricing tools, rationalizing risk and analytics and developing a centralized model library for valuation. You will be helping with: - Equity product modelling and risk representation - Rates curve calibration and integration, including NDF - D1: Dividend, funding and rates parameter modelling and calibration - Development of agentic coding workflows and end-user enablement - Portfolio Manager led pricing and analytics problems - Strategy design and back-testing analytics - Risk engine and platform development What you'll bring What you need: - Strong Python skills - Experience developing equity or rates derivative models in enterprise settings - Experience in risk platform application and understanding - Experience working with PM, quant and research functions - Experience with Delta-1 equity business preferred - Experience with agentic coding practices - Excellent communication skills, both written and verbal - Strong ownership experience and a track record of delivering results Who we are Schonfeld is a global multi-manager hedge fund that strives to deliver industry-leading risk-adjusted returns for our investors. We leverage both internal and external portfolio manager teams around the world, seeking to capitalize on inefficiencies and opportunities within the markets. We draw from decades of

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