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 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.

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 shared. As an organization committed to investing in our people, we provide learning and educational offerings and opportunities to make an impact. We encourage community through internal networks, external partnerships and service initiatives that promote inclusion and purpose beyond the firm’s walls.

#LI-LC1

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 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
• Ability to work US market hours
• 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.

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 shared. As an organization committed to investing in our people, we provide learning and educational offerings and opportunities to make an impact. We encourage community through internal networks, external partnerships and service initiatives that promote inclusion and purpose beyond the firm’s walls.

This is a remote role and can be performed anywhere in Brazil.

The Role

We are looking for a Research Engineer to help deliver frontier-quality datasets, RL environments, and evaluations that improve state-of-the-art models for leading AI labs and enterprise clients.

This is a hands-on, research-facing technical leadership role. You will work directly with customer researchers/engineers to translate their model and post-training goals into concrete data and environment specifications, and drive the production of data that meets extremely high standards for correctness, realism, diversity, difficulty, and measurable model lift.

This role is designed for candidates with roughly 4 to 5 years of experience building and improving deep learning systems, especially where strong results depend on data quality, data curation, denoising, synthetic data generation, and rigorous evaluation. You’ll operate in one or more of the following capability areas:

• Coding and software engineering agents (repositories, unit tests, debugging, tool use, code reviews, long-horizon workflows)
• RL environments and verifier-based training (tasks, rewards/verifiers, trajectories, evaluation harnesses)
• Multimodal data and reasoning (text + images + documents + tables/charts; optional audio/video)
• STEM reasoning (math, physics, chemistry, bio, engineering – solution verification and error analysis)
• Modern embodied AI / VLM-driven agents (vision-language(-action) models, embodied task suites, tool/sensor/action abstractions, long-horizon interaction data)

What You’ll Do

1) Own data and environment quality from an AI researcher perspective

• Translate ambiguous research goals into clear data requirements: target skills, failure modes, difficulty calibration, coverage, and success metrics.
• Define what “good” looks like by creating detailed rubrics, counterexamples, and boundary cases (what to include vs. exclude).
• Perform deep, detail-oriented audits of produced data: spot subtle errors, reward hacking opportunities, leakage, ambiguity, inconsistent assumptions, and distribution shifts.
• Drive iterative improvements using evidence: error taxonomies, slice-based quality metrics, and model-behavior-informed refinements.

2) Design and build datasets and RL environments for your capability area(s)

• Contribute to or lead the design of:
• Task suites (single-step and long-horizon workflows)
• Ground-truth signals (verifiers, unit tests, structured checks, reward functions, automatic validators)
• Environment interfaces (APIs, tool schemas, state abstractions, database schemas, simulator-like dynamics)
• Depending on your mapped capability area(s), you may focus on:
• Coding / SWE agents: data reflecting real development work (codebase navigation, bug localization, patching, tests, code reviews, CI-like constraints, refactors, security fixes).
• Multimodality: tasks that test true multimodal reasoning (chart reading, document QA, UI understanding, diagram-based STEM reasoning, OCR-aware tasks).
• STEM: tasks with verifiable solutions (symbolic checks, reference solvers, numerical validation, step consistency, unit sanity).
• Modern embodied AI / VLM-driven agents: interaction data and environments for vision-language(-action) models (long-horizon tasks, instruction following grounded in visual context, robust action selection, safety/constraint adherence, adversarial state coverage).

3) Build robust validation, denoising, and synthetic data systems

• Implement automated validation and filtering to achieve frontier-grade signal-to-noise:
• Deduplication, decontamination, leakage checks
• Consistency checks (format, schema, invariants)
• Difficulty and diversity controls (coverage, novelty, long-tail)
• Develop synthetic data generation and augmentation pipelines where appropriate:
• Programmatic task generators
• Controlled perturbations to create hard negatives
• Scenario templating with diversity constraints
• Simulator-/tool-driven rollouts for trajectory data
• Create documentation and data cards: dataset intent, known limitations, recommended use, and evaluation linkage.

4) Use evaluations and training runs to prove impact

• Design and run evals that reflect the customer’s intended usage.
• Produce analysis that connects data to outcomes:
• Pre/post comparisons on targeted capability slices
• Error breakdowns and “why the model failed” narratives
• Ablations to identify which data attributes drive lift
• When needed, run in-house fine-tuning or RL-style experiments (or partner with research) to demonstrate that the data/environment improves model behavior in measurable ways.

5) Collaborate effectively with large production teams without being ops-heavy

• Work with cross-functional teams (engineers, researchers, QAs, domain SMEs, and large-scale data production groups) by providing:
• Clear specs, examples, and edge cases
• Fast feedback loops based on audits and quantitative signals
• Structured review processes focused on quality, not throughput alone
• You are expected to be highly engaged in reviewing and improving outputs from large annotation/creation efforts, but not primarily responsible for hiring, staffing, or people operations.

Who We’re Looking For

• 4–5 years of experience building or improving deep learning systems where data quality mattered materially (training, post-training, evals, or agentic systems).
• Strong intuition for the “data ingredients” that drive model improvements: what to collect, what to filter, what to synthesize, and how to measure.
• Ability to communicate clearly with researchers and engineers: turning research objectives into concrete specs, and turning messy outputs into actionable insights.
• Demonstrated ability to be extremely detail-oriented in diagnosing subtle data quality issues and failure modes.
• Solid programming ability with a bias for shipping:
• Python proficiency required
• Comfort with SQL/structured data workflows strongly preferred
• For coding-focused work: proficiency in one or more major languages (e.g., C++, Java, Go, Rust, JS/TS) is a plus
• Comfort designing quality systems:
• Rubrics, validation scripts, gold sets, sampling strategies
• Statistical checks and slice-based evaluation
• Human-in-the-loop review loops grounded in measurable criteria

Strong pluses

• RL or post-training experience (any of: RLHF/RLAIF, verifier training, reward modeling, RL fine-tuning, environment design).
• Experience with agentic evaluation (tool use, multi-step workflows, long-horizon tasks, trajectory analysis).
• Multimodal expertise (document understanding, charts, diagrams, OCR, UI/vision grounding; audio/video optional).
• STEM depth (math/physics/engineering) with an eye for verifiability and rigorous correctness.
• Modern embodied AI / VLM-driven agent experience (vision-language(-action) models, interaction datasets, embodied evals, long-horizon grounding, tool/sensor/action interfaces).
• Systems thinking: ability to “simulate” an application’s API/data schema and design tasks that realistically reflect real-world constraints and workflows.

Why Turing

• Work directly with the world’s leading AI labs and enterprises at the cutting edge of post-training and RL environment design.
• Real impact (path to AGI): your datasets and environments will directly influence the trajectory toward Artificial General Intelligence and, ultimately, Superintelligence.
• Real Impact (GDP): the systems you help build and evaluate target high-value workflows across industries, where even incremental improvements translate to significant productivity gains.
• Talent-dense team, where you'll find high autonomy, rapid iteration, and an exceptional learning curve.

About Donorbox

Donorbox is a leading fundraising platform and donor management system for nonprofit organizations. Our mission is to accelerate positive impact worldwide by helping nonprofits become highly effective at raising funds and managing their supporter base. Since 2014, we have powered more than 100,000 global organizations to raise over $3B in donations. 🚀

Our fast-growing company is profitable and bootstrapped with a healthy run rate. We have a fully distributed and diverse 150-person team based in 16+ states and 23+ countries. In 2026, Donorbox was named by Built In as one of the Best Places to Work in Washington, DC.

🏅 Donorbox is rated the #1 software for fundraising, donor management, and nonprofit payment on G2 based on hundreds of verified customer reviews — a reflection of the care our team puts into building products that nonprofits trust.

The Role

We’re looking for a high-autonomy Application Security Engineer to help with full-stack security (edge + cloud + app); both defensive and offensive; of our global PaaS platform.

This is not a “ticket-driven” role. You are someone who:

• Identifies risks before they’re reported
• Prioritizes based on real-world impact
• Takes initiative to protect the platform and our customers

You will contribute to our security roadmap end-to-end, balancing platform availability, customer experience, and data protection across a globally distributed infrastructure.

Responsibilities

• Edge Governance & Traffic Analysis: Own the Cloudflare stack. Monitor traffic patterns to identify threats (DDoS, credential stuffing, scraping) and implement real-time countermeasures. You know how to mitigate a threat without shutting down a "big customer."
  Cloudflare Mastery: You don't just click toggles; you write Cloudflare Workers and custom WAF expressions to intercept sophisticated L7 attacks before they hit our origin.
• Vulnerability Ecosystem (Intigriti): Lead our 3rd-party researcher program. Triage and validate reports, ensuring we reward the first reporter and immediately implement "kills" at the source (e.g., via Cloudflare rules) to stop the noise.
  You are the bridge between external researchers and our internal dev teams. You move fast to validate, reward, and—most importantly—virtual-patch vulnerabilities at the edge while the permanent fix is escalated to the dev team.
• Offensive Strategy & Internal Pen-tests: Proactively identify weaknesses across our systems Design and execute targeted internal penetration tests. Focus on real-world attack paths. You will identify and escalate flawed business logic. Not checkbox testing. Partner with engineering teams to ensure fixes are implemented effectively. You see the gaps in how the product is designed and advocate for systemic fixes. 
• Application & Dependency Security: Monitor and respond to vulnerabilities in application dependencies and frameworks (e.g., reviewing alerts from tools like Dependabot and validating real impact). Evaluate real-world impact of supply chain risks (not all CVEs are equal). Work with engineering teams to prioritize and remediate issues effectively. Improve processes around dependency management and secure development practices
• Incident Response & Global Collaboration: Communicate clearly and effectively under pressure. Coordinate across time zones with SRE, Support, and Product teams. In a crisis, you act decisively but keep the right stakeholders informed. Investigate and respond to cloud-native security signals (e.g., AWS GuardDuty, unusual IAM or network activity)

Qualifications & Experience

• Experience with Cloudflare at scale (WAF, Workers, rate limiting, bot management)
• Experience with AWS security tooling (e.g., GuardDuty, IAM analysis, CloudTrail)
• Familiarity with dependency and supply chain security practices
• Familiarity with bug bounty platforms (e.g., Intigriti, HackerOne)
• Experience with vendor-approved security scanners and integrating them into workflows (e.g., SAST, DAST, dependency scanning)
• Familiarity with compliance automation tools (e.g., Vanta, Drata)
• Compliance Literacy: Knowledge of PCI DSS or SOC II frameworks. You understand how to translate technical security controls into audit-ready evidence.

Details

• Fully remote based in Mexico or Brazil
• Salary depending on experience and location

Benefits & Perks

• Fully remote work from the comfort of your home
• Eligibility for employee equity plan (stock options)
• Reimbursement package for home office expenses and professional development, up to $1.5k
• Generous time off policy of 21 days (birthday included 🎉), 8 holidays of your choice, and 2 paid volunteer days
• Wellness program with fitness and mindfulness classes
• Love your work and our mission of serving nonprofits!

The Application Process

We have 6 stages:

1. Apply here and fill out our questions to tell us about you!
2. Prescreen Call with the Talent Team
3. Interview with Hiring Manager
4. Assignment
5. Panel/Final Interview
6. Background & Reference Checks

If this sounds like the right role for you, please apply today and let us know why. We look forward to hearing from you!

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 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.

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 shared. As an organization committed to investing in our people, we provide learning and educational offerings and opportunities to make an impact. We encourage community through internal networks, external partnerships and service initiatives that promote inclusion and purpose beyond the firm’s walls.

#LI-LC1

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 such as MySQL
• Strong communication skills

We’d love if you had:

• Direct experience in Macro, Delta one and Equity Derivatives Strategy

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.

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 shared. As an organization committed to investing in our people, we provide learning and educational offerings and opportunities to make an impact. We encourage community through internal networks, external partnerships and service initiatives that promote inclusion and purpose beyond the firm’s walls.

#LI-DK1

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)
• Hands-on product expertise across Equities, Fixed Income, FX, and Commodities
• Strong understanding of pricing, valuation, and market microstructure
• Fluency with trading technologies: order/execution management systems (OMS/EMS), market data platforms
• Advanced analytical skills: Python, SQL, or similar tools
• Exceptional project management and stakeholder influence; comfortable presenting to senior leadership
• Highly organized and proactive, with ability to manage multiple priorities in a fast-paced, dynamic environment
• Impeccable integrity and discretion when handling sensitive trading and financial data
• Fluency in Portuguese and English 

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.

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 shared. As an organization committed to investing in our people, we provide learning and educational offerings and opportunities to make an impact. We encourage community through internal networks, external partnerships and service initiatives that promote inclusion and purpose beyond the firm’s walls.

#LI-MM1

The Role

We are seeking a highly skilled Treasury analyst to drive margin efficiency, optimize collateral sourcing and pledging, manage FX financing, reinvest excess liquidity, and execute stock borrow/loan trades in Brazil. In this pivotal role, you will directly influence the growth and profitability of our Brazil equities and Macro businesses while partnering closely with local Portfolio Managers and collaborating with Global Treasury colleagues in New York and London.

The Global Treasury team is responsible for all aspects of financing functions across the firm’s investment activities including but not limited to collateral optimization and balance allocations, counterparty relationships, counterparty legal agreement negotiations, counterparty risk management, cash reinvestment strategies and FX exposure management for the firm. The team plays a very central role at the firm and works extremely closely with both the investment and infrastructure sides of the firm’s businesses.

What you’ll do 

• Obtain and pledge optimal collateral to B3, using a deep understanding of B3 haircut regime while being aligned with Schonfeld Brazil’s risk and return requirements
• Research, compare and execute optimal government bond, FX spot and NDF execution and carry strategies to support collateral sourcing, with detailed understanding of any associated rates hedging needs
• Research, source, roll, and refinance optimal stock borrow positions to support Brazil equity short positions held by Investment teams
• Understand, track and monitor carry upon stock borrow positions and the collateral thereof
• Analyze, explain, attribute and optimize B3 margin requirements
• Produce detailed explanatory metrics for PM-level carry (both margin, and financing where applicable) on equities, bonds, futures, options and interest rate swaps
  • Provide management-level summaries of same to the leaders of the Schonfeld Brazil business

What you’ll bring
What you need:

• Experience in buy-side or sell-side functions which required high levels of PnL and risk accountability
• Strong communication skills and a high level of EQ
• Strong understanding of equities trading and post-trading flows, especially on stock borrow
• Strong understanding of B3 margining, clearing and settlement processes
• Strong understanding of short-term FX, bond and interest rate products
• Excellent track record of delivery
• Experience working closely with Traders, PMs and non-investment teams
• A solutions orientated mindset

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.

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 shared. As an organization committed to investing in our people, we provide learning and educational offerings and opportunities to make an impact. We encourage community through internal networks, external partnerships and service initiatives that promote inclusion and purpose beyond the firm’s walls.

#LI-DK1

The Role

We are excited to offer exceptional penultimate or final year student to join the Brazil internship program at Schonfeld. You’ll spend up to two years working for the LATAM team within the Investment division where you will be immersed in the culture and atmosphere of Schonfeld, working alongside talented professionals on meaningful projects.

Investment Analysts at Schonfeld take on a wide range of responsibilities and challenges. They are responsible for idea generation, formulating trade implementation across a wide range of securities and derivatives, and risk managing an existing portfolio of risks.

What You’ll Do 

You’ll work primarily alongside Portfolio Managers and Quant Researchers analyzing investment decisions across delta 1 derivatives and emerging market risk parameters, using a mix of quantitative and qualitative data to analyse, back-test and implement investment ideas. You can expect to get exposure to fundamental stock analysis, derivatives pricing and risk management, strategy back testing and optimization and much more!

What You’ll Bring

What you need:

• Penultimate or final year student in a quantitative or technical field such as statistics, mathematics, physics, electrical engineering, computer science or economics
• Strong quantitative background covering probability, statistics, data science, optimization
• Excellent Python programming skills
• The ability to communicate research ideas clearly and succinctly
• Creative problem-solving skills and experience working with real-world datasets
• Ability to communicate and critically present investment ideas
• Passion for financial markets and desire to make a difference in a challenging and competitive environment

We’d love if you had:

• Prior experience in the financial industry
• Product knowledge (Swaps, futures, TRFs, dividend swaps, forwards and synthetics

Our LATAM Internship Program

Kick-start your career in finance with the Schonfeld Internship! Over the course of 1 or 2 years, you will have the opportunity to build solutions that tackle real-world challenges and leave a lasting impact on the firm. As an intern, you’ll join a close-knit team that is ready to support your growth and accelerate your career. We will pair you with a dedicated manager and a mentor who’ll guide your development over the course of the internship and beyond. Throughout the program, you will have the chance to connect with senior leaders, attend knowledge workshops and get a behind-the-scenes look at how various functions power the firm. We’ll empower you to bring your ideas to life and make an impact.

Who We Are  
Schonfeld Strategic Advisors is a global multi-strategy, multi-manager investment platform that harnesses the transformative power of people to perform in all market environments. Our dynamic culture inspires better outcomes for our team, our investors, and our partners. We aim to consistently deliver risk-adjusted returns, with people driving performance.

We specialize in four core strategies: Quantitative Trading, Fundamental Equity, Tactical Trading, and Discretionary Macro & Fixed Income. We capitalize on inefficiencies and opportunities within the markets, drawing from a significant investment in proprietary technology, infrastructure, and risk analytics.

We invest through internal portfolio managers and external partner funds, pursuing alignment among investors, investment professionals, and the firm. Our footprint spans 7 countries and 19 offices.

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 shared. As an organization committed to investing in our people, we provide learning and educational offerings and opportunities to make an impact. We encourage community through internal networks, external partnerships and service initiatives that promote inclusion and purpose beyond the firm’s walls.