Schonfeld

1 month ago

Quant Strategist - Credit

✓ Verified Job

Canonical indexed version, validated from employer's careers page.

Source: Company careers pageValidated by: Fursa AI

Last checked: 8 hours agoStatus: Live

Job Summary

Join the DMFI Quant team as a quant developer building real-time credit risk and analytics tools. You will design and implement key parts of a cross-asset analytics framework, integrate vendor credit platforms, and collaborate with Credit Quants to translate models into robust, production-ready code that informs trading decisions in a fast-paced hedge fund environment.

Location: São Paulo

Workplace: Onsite

Employment Type: Full time

Job Function: Banking, Lending & Credit

Key Responsibilities

•Design and implement key parts of the cross-asset analytics framework with a focus on credit pricing and risk models
•Integrate vendor libraries (Intex, Monis) into the platform with clean interfaces for downstream consumers
•Enforce framework consistency with calibration, market data, curve dependencies and lifecycle management
•Collaborate with Credit Quants to translate model specifications into robust, testable, performant code
•Contribute to a greenfield credit analytics platform and ensure production-ready delivery that informs trading decisions

Key Requirements

•MSc or PhD in a STEM discipline
•At minimum, 5+ years in a compiled language (C++, C#, Rust…) and Python development experience
•Expertise in credit products (Securitized, Convertible Bonds, Loans...)
•Hands-on experience with Intex, Monis or equivalent credit analytics platforms (Monis, Intex…)
•Demonstrated ability to design shared library components; clean APIs, extensibility, separation of concerns

Experience:5+ yearsQuantitative financeCredit analyticsHedge fund

Education:Master's

Skills:CommunicationProblem-solving

Languages:English

Tech Stack:C++C#RustPythonIntexMonisAWSPrefectKubernetesCI/CD

Company Brief

Schonfeld

Schonfeld is a multi‑strategy investment firm that deploys capital across systematic and discretionary strategies across equities, macro, and quantitative trading, serving institutional and private investors globally.

Industry: Hedge Funds

Company Size: Large (251 to 1,000 employees)

Growth: Established Company

Headquarters: New York, United States

Website

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Schonfeld

1 month ago

Quant Strategist - Credit

✓ Verified Job

Canonical indexed version, validated from employer's careers page.

Source: Company careers pageValidated by: Fursa AI

Last checked: 8 hours agoStatus: Live

Job Summary

Location: São Paulo

Workplace: Onsite

Employment Type: Full time

Job Function: Banking, Lending & Credit

Key Responsibilities

•Design and implement key parts of the cross-asset analytics framework with a focus on credit pricing and risk models
•Integrate vendor libraries (Intex, Monis) into the platform with clean interfaces for downstream consumers
•Enforce framework consistency with calibration, market data, curve dependencies and lifecycle management
•Collaborate with Credit Quants to translate model specifications into robust, testable, performant code
•Contribute to a greenfield credit analytics platform and ensure production-ready delivery that informs trading decisions

Key Requirements

•MSc or PhD in a STEM discipline
•At minimum, 5+ years in a compiled language (C++, C#, Rust…) and Python development experience
•Expertise in credit products (Securitized, Convertible Bonds, Loans...)
•Hands-on experience with Intex, Monis or equivalent credit analytics platforms (Monis, Intex…)
•Demonstrated ability to design shared library components; clean APIs, extensibility, separation of concerns

Experience:5+ yearsQuantitative financeCredit analyticsHedge fund

Education:Master's

Skills:CommunicationProblem-solving

Languages:English

Tech Stack:C++C#RustPythonIntexMonisAWSPrefectKubernetesCI/CD

Company Brief

Schonfeld

Industry: Hedge Funds

Company Size: Large (251 to 1,000 employees)

Growth: Established Company

Headquarters: New York, United States

Website