Quant Strategist - Credit

The role

You will design and implement key parts of a cross-asset analytics framework. You will implement credit pricing and risk models for corporate bonds, loans, and securitized products.

What you will do

• Implement credit pricing and risk models within a shared cross-asset framework
• Integrate vendor libraries like Intex and Monis into the platform
• Ensure credit analytics adhere to common patterns for calibration, market data, curve dependencies and lifecycle management
• Collaborate with Credit Quants to translate model specifications into code

Required qualifications

• 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
• Demonstrated ability to design shared library components; clean APIs, extensibility, separation of concerns
• Track record of delivering strategic technical initiatives from start to finish
• Excellent communication skills, both written and verbal
• Great problem solver

Benefits

• Greenfield build-out
• Cross-asset scope
• Direct impact
• Modern stack and tooling
• Small, elite team with high autonomy and rapid decision cycles
• Learning and educational offerings

About the company

Schonfeld is a global multi-manager hedge fund that invests across Quant, Tactical, Fundamental Equity and Discretionary Macro & Fixed Income strategies. The firm leverages internal and external portfolio manager teams to capitalize on market inefficiencies.