Schonfeld
Director of Risk, Discretionary Macro & Fixed Income (DMFI)
The Role
We are seeking an exceptionally talented individual to join our Risk Management team as the Director of Risk for our Discretionary Macro & Fixed Income (DMFI) business. A successful candidate will have experience performing a similar role at another platform, be confident interacting with investment teams, provide market expertise, and deliver a trusted risk management service. Commercial experience in quantitative risk in fixed income is essential.
What You’ll Do The Director of Risk will research the risk and portfolio construction questions of analysts and portfolio managers. You will report to our global head of DMFI Risk and help create a first‑class Risk Framework for the Macro Fixed Income multi‑PM platform. There is a major emphasis on communicating the output of risk models to portfolio managers, investors, and firm management. You will liaise with technology and support teams to resolve daily production/operational issues and ensure data integrity/quality. Your research will cover topics such as manager skill, portfolio optimization, liquidity, stress tests, margin usage, hedging, risk/pricing modelling, and the integration of new datasets used by proprietary models and risk infrastructure.
What You’ll Bring
A degree in statistics, mathematics, computer science or financial engineering
Experience with Fixed‑Income RV strategies
Experience with options and fixed income pricing models
Experience in a PM‑facing risk role
Hands‑on experience with quantitative risk techniques
Strong coding skills (Python, R, Matlab, Excel, or other scripting languages)
Strong mathematical and/or statistical modelling background
Comfort with analysis of large datasets and meticulous attention to detail
We’d Love If You Had
A strong understanding and working knowledge of basis
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 worldwide, capitalising on market inefficiencies and opportunities. With decades of experience and significant investment in proprietary technology, infrastructure, and risk analytics, we invest across Quant, Tactical, Fundamental Equity, and Discretionary Macro & Fixed Income strategies.
Our Culture At Schonfeld, we invest in you. Attracting and retaining top talent is at the heart of what we do because we believe exceptional outcomes begin with exceptional people. We foster a culture where talent is empowered to learn, innovate, and pursue ambitious goals. Our organization is teamwork‑oriented, collaborative, and encourages ideas at all levels. We provide learning and educational offerings, opportunities to make an impact, and community initiatives that promote inclusion and purpose beyond the firm’s walls.
The base pay for this role is expected to be between $250,000 and $300,000. The range is based on information available at the time of posting. The role may also be eligible for performance bonuses and a competitive benefits package. Final compensation will be determined based on skills, qualifications, and experience.
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What You’ll Do The Director of Risk will research the risk and portfolio construction questions of analysts and portfolio managers. You will report to our global head of DMFI Risk and help create a first‑class Risk Framework for the Macro Fixed Income multi‑PM platform. There is a major emphasis on communicating the output of risk models to portfolio managers, investors, and firm management. You will liaise with technology and support teams to resolve daily production/operational issues and ensure data integrity/quality. Your research will cover topics such as manager skill, portfolio optimization, liquidity, stress tests, margin usage, hedging, risk/pricing modelling, and the integration of new datasets used by proprietary models and risk infrastructure.
What You’ll Bring
A degree in statistics, mathematics, computer science or financial engineering
Experience with Fixed‑Income RV strategies
Experience with options and fixed income pricing models
Experience in a PM‑facing risk role
Hands‑on experience with quantitative risk techniques
Strong coding skills (Python, R, Matlab, Excel, or other scripting languages)
Strong mathematical and/or statistical modelling background
Comfort with analysis of large datasets and meticulous attention to detail
We’d Love If You Had
A strong understanding and working knowledge of basis
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 worldwide, capitalising on market inefficiencies and opportunities. With decades of experience and significant investment in proprietary technology, infrastructure, and risk analytics, we invest across Quant, Tactical, Fundamental Equity, and Discretionary Macro & Fixed Income strategies.
Our Culture At Schonfeld, we invest in you. Attracting and retaining top talent is at the heart of what we do because we believe exceptional outcomes begin with exceptional people. We foster a culture where talent is empowered to learn, innovate, and pursue ambitious goals. Our organization is teamwork‑oriented, collaborative, and encourages ideas at all levels. We provide learning and educational offerings, opportunities to make an impact, and community initiatives that promote inclusion and purpose beyond the firm’s walls.
The base pay for this role is expected to be between $250,000 and $300,000. The range is based on information available at the time of posting. The role may also be eligible for performance bonuses and a competitive benefits package. Final compensation will be determined based on skills, qualifications, and experience.
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