3 months ago
São Paulo, BrazilSenior
Responsibilities
- Implement credit pricing and risk models for corporate bonds, loans, and securitized products.
- Design and implement components of the shared cross-asset analytics framework.
- Integrate and abstract vendor libraries including Intex and Monis with clean interfaces for downstream consumers.
- Ensure credit analytics follow common patterns for calibration, market data, curve dependencies, and lifecycle management.
- Collaborate with Credit Quants to turn model specifications into robust, testable, performant, and maintainable code.
- Deliver strategic technical initiatives from start to finish.
Requirements
- MSc or PhD in a STEM discipline.
- At least 5 years of experience with a compiled language such as C++, C#, or Rust, plus Python development experience.
- Expertise in credit products including securitized products, convertible bonds, and loans.
- Hands-on experience with Intex, Monis, or equivalent credit analytics platforms.
- Experience designing shared library components with clean APIs, extensibility, and separation of concerns.
- Strong written and verbal communication skills and demonstrated problem-solving ability.
Benefits
- Greenfield opportunity to shape the credit analytics platform from the ground up.
- Cross-asset scope spanning rates, credit, and macro, with code running in production and supporting trading decisions.
- Modern stack including C++ and Python with a cloud-native environment using AWS, Prefect, Coder, and Kubernetes.
- High autonomy, rapid decision cycles, and minimal bureaucracy on a small team.
- Learning and educational offerings, internal networks, external partnerships, and service initiatives supporting inclusion and community.
About Schonfeld
Schonfeld is a privately held, multi-manager hedge fund that allocates capital to internal and external portfolio managers across quantitative, fundamental equity, tactical trading, and discretionary macro/fixed-income strategies. The firm manages money for institutional and other sophisticated investors and supports teams with proprietary technology, infrastructure, and risk analytics. Founded in 1988 and headquartered in New York, it operates globally with an investing footprint spanning five continents.