Schonfeld Strategic Advisors jobs

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

Senior Platform Support Engineer Singapore, Central, Singapore The Role We are seeking an experienced Senior Platform Support Engineer to join our Trade & Platform Support Engineering team in Singapore. You will be part of a global group that delivers front-line support for our proprietary quantitative-trading platform. Working alongside colleagues in the UK and the US, the team provides follow-the-sun coverage-24/7 monitoring and support of Schonfeld's trading environment-while partnering closely with Development, Infrastructure, and Networking teams to ensure the platform's connectivity, hardware, and software remain reliable, maintainable, and high-performing. What you'll do - Serve as the first point of contact for production issues, support requests, and alerts. - Investigate and resolve incidents or outages in real time, escalating when necessary. - Collaborate with Infrastructure and Networking teams to monitor connectivity and hardware across the investment platform. - Work directly with Portfolio Managers on project work and ad-hoc support requests. - Manage regional Change Control and lead Incident Management processes. - Partner with software-development teams to ensure smooth deployment of new code to production. - Automate recurring processes and workflows, and build internal tooling to improve efficiency and system resilience. What you'll bring What you need: - At minimum, five years of experience in financial services supporting trading and post-trade systems - Experience in managing large scale deployments/environments - Experience supporting applications in a Linux environment - Strong scripting skills - Python, Bash, Shell, Perl - Experience developing tools and/or automating processes - Experience with supporting FIX protocol - An understanding of

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

Portfolio Management and Trading Solutions APAC Head Hong Kong, Hong Kong The Role Schonfeld is looking for a senior regional lead to own the APAC trading technology agenda. Reporting directly to the Head of Portfolio Management & Trading Solutions in London, you will be the most senior presence of the Portfolio Management & Trading Solutions (PMATS) team in Asia - the group responsible for the firm's trading technology ecosystem across onboarding, platform support, front office technology, and execution strategy. This is a front-office-facing role where front office trading requirements meet trading technology. You will be the person a COO, Portfolio Manager or Head of Trading turns to when they need a credible, trusted technology partner - someone who understands how discretionary and systematic strategies operate, speaks the language of APAC market structure, and can navigate complex cross-functional initiatives from inception to delivery. Our APAC user base spans discretionary and semi-systematic equity focused Portfolio Managers through to systematic strategies, with a growing Fixed Income and FX presence in the region. Given the time zone spread across London and New York, you will travel to both offices periodically - typically two to three times a year - to stay connected to the global PMATS leadership team and contribute to firm-wide platform strategy. What You'll Own Regional Relationship Management - Serve as the primary PMATS point of contact for APAC COOs, heads of trading, and portfolio managers across all strategy groups - systematic, Delta One, fundamental equity, Index and discretionary macro fixed income

Broker Relations Manager Hong Kong, Hong Kong The Role We are seeking a highly professional and entrepreneurially minded individual to join our Broker Relations team with a specific focus and expertise on APAC. You will be comfortable multi-tasking whilst balancing multiple priorities and initiatives in a fast-paced working environment. You will have a passion for relationship building and be able to communicate with Portfolio Managers, Sell Side Partners, and Research Vendors confidently and articulately. You will understand the art of managing relationships across the sell side and have a propensity for using data to drive firmwide initiatives forward. As well as possessing a client success mindset, you will be process and goal driven with a keen attention to detail. What you'll do As the APAC Broker Relations Manager, you will be the central point of contact for all of Schonfeld's sell side and research partners in the APAC region. You will manage these relationships across all facets of the business including broker votes, resource management, and negotiation. This is a highly analytical role involving the preparation of external documents such as the broker vote and resource and commission management reporting. You will also need a high level of professionalism and presentation skills to lead both internal and external meetings with senior personnel. In addition, you will also face off with our Portfolio Managers to ensure they are getting what they need from a corporate access and research standpoint. Managing sell side relationships - Day to day communication and relationship building

Discretionary Macro Fixed Income Risk Associate Singapore, Central, Singapore The Role: - Partner with APAC Portfolio Management teams to understand and analyze portfolio risk across this geography - Calibrate and manage risk guidelines for multiple teams, ensuring alignment with firm-wide risk appetite - Collaborate with portfolio managers to resolve discrepancies in measured risk or address risk exposures out of their guidelines - Conduct detailed portfolio/trade level analysis, across Rates, FX, Equities, and Commodities - Present risk assessments to senior-risk and management concisely - Maintain a detailed and proactive view of the current risk environment, and measure risk events' potential impact on positions - Develop reports/analyses for use by the wider risk team and portfolio management What you'll bring: - 3+ years of experience in trading, quantitative analysis, or market risk at either a buy or sell side institution - Deep knowledge of FX and Rates (preference for EM specific experience) - Ability to collaborate and work effectively within a global team - Strong communication skills, with the ability to present complex risk concepts to senior management - Advanced programming skills in Python - Academic background in a quantitative discipline (e.g.: Mathematics, Finance, Physics) Our Culture At Schonfeld, we'll invest in you. Attracting and retaining top talent is at the heart of what we do, because we believe that exceptional outcomes begin with exceptional people. We foster a culture where talent is empowered to continually learn, innovate and pursue ambitious goals. We are teamwork-oriented, collaborative and encourage ideas-at all levels-to be

Strategist - Equity Risk London, England, United Kingdom The Role We are seeking a highly qualified and talented Quantitative Strategist to support the Volatility and Emerging-markets + delta-1 trading teams. You will work as part of a centralized Strategist team, working on vanilla and exotic product modelling, parameter marking and risk representation across geographies and markets. What you'll do As a Strategist, you will support portfolio managers trading derivatives in representing, rationalizing and understanding risk at a product and book level- ensuring that risk is accurate and economically consistent with product/payoff definitions. In addition, there will be focus on creating and understanding stressed market scenarios and developing modelling to predict product and book behavior in those environments. This will involve developing and validating parameter models to represent volatility surfaces, dividends and funding. You will support portfolio managers and traders maintaining and extending a centralized library for valuation and risk calculations. You will be leading efforts on: - Vol surface parameterization and modelling - Vol product pricing, risk representation and rationalisation - Vol PnL explanations & attribution - Dividends modelling - Scenario construction and book behaviour What you'll bring What you need: - Strong Python skills - Experience with volatility trading strategies - Strong background and intuition in financial mathematics, adopting a first-principles approach to understanding product behavior - Experience working with quantitative risk teams, traders, and portfolio managers - Excellent communication skills, both written and verbal - Experience with production environments - Strong ownership experience and a track record of

Enterprise Risk Associate, FX & Rates New York, New York, United States The Role We are seeking an exceptionally talented individual to join our risk team to be a key member focused on risk modeling and monitoring in support of senior leadership in making capital allocation and firm risk management decisions. A successful candidate will help to build and maintain analytical framework used to gain insights into risk drivers of our portfolios, as well as communicate those insights to senior management. What you'll do The Risk Associate will be responsible for understanding our trading strategies and making sure that the risk inherent in those strategies is captured correctly in our risk models. To accomplish this goal, you will work with Technology, external vendors, COO teams, strategy quants and strategy risk coverage teams to prioritize work needed to correctly capture risk at the enterprise level. When external solutions fail to fit enterprise requirements, you will be responsible for creating our own models and solutions. You will also be responsible for generating insights into the key drivers of firmwide risk and communicating them to the broader management team. You will also work on incorporating them into models and analytics to mitigate the risk of outsized drawdowns and to help inform the firm's capital allocation process. What you'll bring What you need: - Experience with market standard models for pricing rates and FX derivatives - 5-10 years of experience working in quantitative trading or risk - A strong track record of working independently

Quantitative Researcher Hong Kong, Hong Kong The Role We are seeking a talented and motivated Quantitative Researcher to join our dynamic systematic trading team. The ideal candidate will have a strong background in software development, a passion for technology, and a keen interest in the financial industry. You will work closely with our quantitative PMs, developers, and fellow researchers to develop and maintain high-performance trading systems and tools. Key Responsibilities 1. Engineer predictive features from high-frequency market data and unstructured alternative datasets for machine learning (ML) models. 2. Develop research pipelines on a distributed compute cluster for tree-based models, deep learning, NLP/LLM, and related ML models. 3. Design and prototype ML-driven alphas for cash equities, futures, and other liquid asset classes. 4. Collaborate with researchers and developers to deploy signals into production, and perform iterative improvements based on real performance. 5. Track academic and industry advances in machine learning and present actionable ideas to the team. Required Skills & Qualifications 1. MS or PhD in computer science, statistics, mathematics, or a related quantitative discipline from a top-tier university. 2. Minimum 5 years of alpha-research experience at a leading buy-side firm or global bank. 3. Expertise in tree-based models, deep learning, and NLP/LLM with strong understanding of probability and overfitting-control practices. 4. Proficiency in python (and preferably C++ or similar), coupled with experience on distributed/hybrid compute environments. 5. Excellent analytical, verbal, and written communication skills, with a proactive, ownership-driven mindset suited to the fast-paced trading floor. Who We Are Schonfeld is

COO Office - Emerging Markets, Delta One & VOL São Paulo, Brazil The Role We are seeking a results-driven, operationally sharp Associate to join our global Emerging Markets, Delta 1 & VOL, COO team. You will partner with COO colleagues, Portfolio Managers, Strategists, and operational teams to launch new PMs, scale existing builds, evolve trading infrastructure and deliver high-impact, cross-functional initiatives. This role combines strategic planning, hands-on execution and analytical rigor to drive performance, efficiency, and growth. Based in São Paulo, you will support a global, 24-hour trading operation as part of a lean, highly motivated, strategy-aligned COO function. Flexibility, autonomy, and a solutions-oriented mindset are essential. What you'll do PM Success and Operational Excellence - Coordinate end-to-end onboarding for new PM teams and business builds - Manage pre-launch testing, data setup, quant resourcing and trading system integrations to ensure seamless go-live - Serve as operational partner to existing PMs, resolving trading, infrastructure, and counterparty issues while acting as strategic sounding board and central planner as the business evolve Cross-Functional Initiatives - Lead strategic, cross-functional projects spanning Operations, Treasury, Compliance, and Technology, owning delivery, change management, and prioritization - Drive high-priority, cross-desk initiatives (e.g., LATAM expansion, new asset class builds) from inception to completion - Coordinate with Legal and Treasury on ISDA documentation, CSAs, give-ups, and clearing mandates to enable trading strategies What you'll bring - 2-5+ years in COO, product management, or trading operations within multi-asset trading businesses (hedge funds, asset managers, investment banks or proprietary trading firms) -

Equity Middle Office Analyst New York, New York, United States The Role We are seeking a qualified Analyst to join our Equities Middle Office team. This team is responsible for building scalable and efficient trade support solutions and offering our investment teams expertise that drives the evolution of our Firm's platform and the production of our portfolio strategies. What you'll do In this role you'll be responsible for full trade lifecycle management, assisting the trading desk with bookings, allocations, daily reconciliations, T-0 matching and affirmations, and settlements and clearing for a broad range of asset classes. You'll work closely with the Trading, Portfolio Managers, Fund Accounting, Technology and Risk teams to ensure accurate corporate action processing, derivative expiry management, and support on P&L inquiries as well as contribute to the overall enhancement of our platform. What you'll bring - A bachelor's degree in Finance, Business Administration, or related degree - 2 years' experience in Operations in a Middle Office/Trading Assistant capacity; buy-side experience preferred - Knowledge with global equities and equity-linked instruments, with OTC derivatives a plus - Strong understanding of non-trade activity, including crosses, conversions, transfers, and corporate actions - Fundamental knowledge of the full life cycle of a trade, from trade capture to allocations, reporting, clearing/settlements, P&L, and financing considerations - Hands on experience supporting EMS, PMS, and T-0 matching platforms, and various messaging protocols such as FIX. Enfusion experience would be a plus. - Experience driving and coordinating multi-functional initiatives, both large scale and tactical - Capable

Senior Software Engineer - Credit, Risk Technology New York, New York, United States The Role We are seeking a highly qualified and talented software engineer to join our Risk Technology Infrastructure team. We are responsible for building industry-leading systems to generate, analyze, and report on streaming and historical data to enable quick decision making by our risk team, management team, and global portfolio managers. This role will have a specific focus on supporting the rapid expansion of the Credit strategy within Schonfeld. The ideal candidate has a mindset of creatively applying the best modern technologies to solve business problems. What you'll do The Senior Software Engineer will be responsible for delivering solutions that build out, modernize, and automate Credit risk management capabilities. Key areas of focus include: Credit Risk Reporting Framework - designing and implementing credit mandate oversight, alpha time series analytics, audit controls, and new reporting requirements to support Credit Risk analysts. Specialist Platform Integration - building full revaluation and analytics extraction pipelines with third-party credit analytics platforms including Monis, Yieldbook, and Intex, as well as integrating future internal or external credit analytics libraries. Credit Instrument Coverage - developing direct integration for mortgages, convertibles, and structured credit risk analytics, as well as productionizing vendor report workflows. You will also participate in expanding platform capabilities based on rapidly changing business requirements, collaborate closely with Credit Risk analysts and portfolio managers, and provide Level 3 support across the globe. What you'll bring What you need: - Expertise with Python and Java

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

Investment Oversight Manager Luxembourg Investment Oversight Manager

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

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

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.

Quantitative Research / Developer - Intern Hong Kong, Hong Kong The Role We are looking for a hands-on STRAT / forward-deployed engineer to embed with our multi strategy business. The candidate will sit on the trading floor, shipping full-stack tools that power research, risk, and execution across strategies such as index rebalance, delta-1 and long/short equities. The role will be based in our Hong Kong office. What you'll do - Automate PM/analyst processes- alpha signals, portfolio construction, real-time risk, P&L, scenario and stress analytics. - Help build out our proprietary research, portfolio construction and risk management platform. - Build end-to-end products: data ingestion, micro-service back-ends, and lightweight front-ends for visualization and workflow. - Own SDLC: requirements gathering, architecture, coding, testing, deployment, and ongoing support in a fast-moving trading environment. - Balance long-horizon platform projects with fast tactical asks; break down roadblocks and deliver incremental value quickly. - Use our proprietary AI setup to create differentiated analytics; help extend the AI platform. - Maintain strong stakeholder communications across technology, trading, quant research and risk. - The minimum internship period is 6 months, and the role may be converted to a full-time position based on strong performance. What you'll bring What you'll need: - 2-3 years buy- or sell-side experience as a STRAT, quant dev, or forward-deployed engineer. - Solid grasp of trade-lifecycle and investment management workflows; exposure to equities preferred. - Proven coding expertise; comfortable across the stack (data wrangling, REST/GraphQL APIs, Python, simple JS/React or Dash front-ends). - STEM Master

Quantitative Researcher - Hong Kong Hong Kong, Hong Kong The Role The Quantitative Researcher will work directly with the portfolio manager, other quant researchers, and developers in a highly collaborative environment gaining exposure to all aspects of the investment process, including signal generation, portfolio construction and trade execution. You will leverage our top-notch research and trading infrastructure to develop and deploy models around alphas, execution, and risk management. The ideal candidate will be intellectually curious, love data and have a mindset of continuous improvement. What you'll do As a quantitative researcher, you will: - Focus on research related to systematic macro trading strategies, mainly on rates/fixed-income assets. - Contribute to building, maintenance, and continual improvement of production, trading, and execution. - Evaluate new datasets for alpha potential, build analytics tools, improve existing signals and trading strategies. - Collaborate with the portfolio manager directly, be a core contributor to the growing investment process. What you'll bring What you need: - 3-7 years experience in systematic trading in rates/fixed-income derivatives, bonds or futures from top tier funds or banks. - Demonstrate ability to conduct independent alpha research, portfolio construction, curve building and asset pricing. - Masters or PhD degree in mathematics, computer science, economics or other related discipline. - Experience with managing and running risk is a plus. Our culture The firm's ethos is embedded in our people. 'Talent is our strategy' is our mantra and drives how we approach all initiatives at the firm. We believe our success is because of

Product Controller London, England, United Kingdom The Role We are seeking a highly qualified Product Controller to work in our P&L Valuations team. This team falls under our Accounting department and collaborates closely with groups across the firm including Business Analytics, Fund Accounting, Portfolio Managers, and Operations. This role will be focused on daily and monthly P&L reporting, P&L reconciliations & valuations for OTC Derivatives and carry a specific focus on our emerging markets & delta one strategy. What you'll do The successful candidate will work closely with the Front Office trading system (Enfusion), the firm's inhouse Geneva system and Fund Administrators to ensure the accuracy of the P&L. You will be overseeing pricing and P&L processes, oversee the setup of new products, and liaise closely with global departments across the firm to ensure accurate T+1 and Monthly P&L reporting. You will investigate pricing and valuation differences and explain these to stakeholders. What you'll bring What you need: - Experience in P&L Reporting/Reconciliation - Strong knowledge of OTC derivatives including valuation and workflow - Experience in analyzing and reporting on P&L including the Greeks - Advanced Excel skills - Strong ownership and a track record of delivering results - Excellent communication skills and self-confidence to interact with stakeholders - Ability to handle a high volume of data in a fast-paced environment with strong attention to detail - Team player, proactive and willing to take on additional responsibility - Ability to think outside the box; using ingenuity, creativity and inventiveness to

Head of Strategic Gateway & Carrier Management (SCM) Germany Frankfurt am Main, Hessen, Germany DHL Global Forwarding ist der Luft- und Seefrachtspezialist der DPDHL Group und ist weltweit der führende Anbieter in der Luftfracht und Nr. 2 in der Seefracht. Mit ca. 30.000 Mitarbeitern und Mita...

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

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

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