1 month 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.
