{"id":2524821,"url":"https://alion.io/job/schonfeld-strategist","title":"Strategist","company":{"id":688324,"name":"Schonfeld","domain":"schonfeld.com","url":"https://alion.io/company/schonfeld","size_band":"501-1000","is_staffing_agency":false,"employer_type":"direct","is_intermediary":false,"listed_via":null,"ats_vendor":"Greenhouse","truth_index":{"grade":"A","score":85,"open_postings":24,"ghost_share":0,"stale_share":0.417,"repost_share":0,"time_to_fill_p50_days":75,"computed_at":"2026-10-25T05:49:26Z"}},"role":"Data Science","role_family":"Data Science","seniority":null,"employment_type":null,"work_mode":"on_site","remote_scope":null,"remote_scope_basis":null,"remote_working_hours":null,"hiring_geo_confidence":"structured","locations":["São Paulo, Brazil"],"countries":["BR"],"hiring_countries":[],"hiring_countries_total":0,"salary":null,"salary_estimate":null,"experience_years_min":null,"visa_sponsorship":false,"relocation_package":false,"has_equity":false,"technologies":[{"name":"AI Agents","optional":false},{"name":"Python","optional":false}],"status":"live","first_seen_at":"2026-06-22T10:46:00Z","employer_posted_date":"2026-10-14","last_verified_at":"2026-10-26T03:11:53Z","board_verified":true,"closed_at":null,"days_open":125,"trust":{"level":"ok","repost_count":0,"flags":[],"days_open":124},"description":"Strategist; Cross Asset Derivatives\nThe Role\nWe 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.\nWhat you’ll do \nAs 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:\nEquity product modelling and risk representation\nRates curve calibration and integration, including NDF\nD1: Dividend, funding and rates parameter modelling and calibration\nDevelopment of agentic coding workflows and end-user enablement\nPortfolio Manager led pricing and analytics problems\nStrategy design and back-testing analytics\nRisk engine and platform development\nWhat you’ll bring\n What you need:\nStrong Python skills\nExperience developing equity or rates derivative models in enterprise settings\nExperience in risk platform application and understanding\nExperience working with PM, quant and research functions\nExperience with Delta-1 equity business preferred\nExperience with agentic coding practices\nExcellent communication skills, both written and verbal\nStrong ownership experience and a track record of delivering results\nWho we are \nSchonfeld 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 experience and a significant investment in proprietary technology, infrastructure and risk analytics to invest across four main strategies: Quant, Tactical, Fundamental Equity and Discretionary Macro & Fixed Income.\nOur Culture\nAt 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 shared. As an organization committed to investing in our people, we provide learning and educational offerings and opportunities to make an impact. 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