Schonfeld

Quant Strategist - Credit

Schonfeld
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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.

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Schonfeld

About Schonfeld

1,001-5,000 employees
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