Optimization Quantitative Researcher (Neutrality)
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About The Position
Schonfeld Strategic Advisors LLC has an opening for an Optimization Quantitative Researcher (Neutrality) in New York, New York. The position duties are as follows: Work closely with other researchers, and portfolio managers to optimize our intraday global equities strategies to increase overall returns. The optimizations will spend reduction in trade cost, risk and drawdown while increasing the positive returns of individual strategies and overall portfolio. Daily job duties include: Design, develop, and backtest optimization algorithms and libraries that can be expanded and generalized for the usage of other teams at Schonfeld. Take inputs from various quantitative models such as trade-cost model, barra risk models and others, and combine to apply to a wide range of global equities strategies in order to minimize cost and increase risk adjusted returns; and Leverage Schonfeld’s top-notch databases, backtesting, and optimization infrastructure to develop models around alphas, execution, and risk management. Design, build and backtest optimization-based alphas to diversify the current strategy library. Evaluate and experiment with other optimization tools to upscale Schonfeld’s optimization implementation.
