Strategist, CIO Office (Equities)

About 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

• Design and build quantitative tooling that sharpens how senior leadership reads the equities and equity derivatives book.
• Partner with senior investment leadership, risk, business analytics, and the firm-wide strats community.
• Work alongside your FICC counterpart on enterprise-level initiatives and ensure the CIO has a holistic view into portfolio risk.
• Lead 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 and modern AI tooling to analytical problems
• Familiarity with Bloomberg or comparable market-data systems
• Excellent communication skills, both written and verbal, with full professional fluency in English
• Strong ownership and a track record of delivering results
• Self-starter, comfortable operating with ambiguity
• Nimbleness that is conducive to continuously being redeployed tactically to the firm’s highest ROI projects and requests

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 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.

The base pay for this role is expected to be between $175,000 and $225,000.

The expected base pay range is based on information at the time this post was generated. This role may also be eligible for other forms of compensation such as a performance bonus and a competitive benefits package. Actual compensation for the successful candidate will be determined based on a variety of factors such as skills, qualifications, and experience.