Schonfeld
Enterprise Risk Associate, FX & Rates
$175K–$250K
New York, New York, United States · Full-time · Posted Jan 13, 2026
- Experience
- 5–10 years in quantitative trading or risk.
About the job
Build and maintain enterprise risk models and analytics for FX and rates portfolios, identify firmwide risk drivers, and communicate insights that support risk management and capital allocation decisions.
What you'll do
- Ensure trading-strategy risks are accurately captured in risk models, coordinating work with internal teams and external vendors.
- Develop models and solutions when external tools do not meet enterprise requirements.
- Analyze and communicate firmwide risk drivers and incorporate insights into analytics to mitigate outsized drawdowns and inform capital allocation.
What they ask for
- Experience with market-standard pricing models for rates and FX derivatives.
- Strong track record of independently solving business problems and presenting complex topics to influence decisions.
- Proficiency with procedural programming skills (Python).
- Strong mathematical and statistical modeling, including matrix algebra and linear analysis; comfort analyzing large datasets.
Nice to have
- Personal GitHub page showcasing projects.
- Knowledge of hedge fund rates and FX derivative trading strategies.
Pay
USD 175,000–USD 250,000 base salary
Tools
Python
Model-written summary · the original posting is authoritative