Credit Library Engineer, DMFI Quantitative Resources

We are seeking an exceptionally talented individual to join our DMFI Quant team as a quant developer. Our mission is to deliver real-time and high-quality risk and analytical tools to support our Portfolio Management teams in their decision-making process. This role is your chance to be a key contributor to the buildout of our Credit business.

Working in the QR Library Architecture team you will be in charge of designing and implementing key parts of our cross-asset analytics framework. More specifically, you will:

• →implement credit pricing and risk models (corp bonds, loans, securitized products) within our shared cross-asset framework
• →Integrate vendor libraries (Intex, Monis, and similar) into our platform; wrapping, abstracting and ensuring clean interfaces for downstream consumers
• →Enforce framework consistency; 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 robust, testable, performant and maintainable code

• 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
• Track record of delivering strategic technical initiatives from start to finish
• Excellent communication skills, both written and verbal
• Great problem solver

Schonfeld is a global multi-manager hedge fund that strives to deliver industry-leading risk-adjusted returns for our investors. We leverage both internal and external portfolio manager teams around the world, seeking to capitalize on inefficiencies and opportunities within the markets. We draw from decades of experience and a significant investment in proprietary technology, infrastructure and risk analytics to invest across four main strategies: Quant, Tactical, Fundamental Equity and Discretionary Macro & Fixed Income.

At Schonfeld, we’ll invest in you. Attracting and retaining top talent is at the heart of what we do, because we believe that exceptional outcomes begin with exceptional people. We foster a culture where talent is empowered to continually learn, innovate and pursue ambitious goals. We are teamwork-oriented, collaborative and encourage ideas—at all levels—to be shared. As an organization committed to investing in our people, we provide learning and educational offerings and opportunities to make an impact. We encourage community through internal networks, external partnerships and service initiatives that promote inclusion and purpose beyond the firm’s walls.