Credit Library Engineer

Responsibilities

• Design and implement key components of a cross-asset analytics framework
• Implement credit pricing and risk models for corporate bonds, loans, and securitized products
• Integrate vendor libraries such as Intex and Monis into the platform via clean, abstracted interfaces
• Enforce framework consistency regarding calibration, market data, and lifecycle management
• Collaborate with Credit Quants to translate model specifications into performant, maintainable code

Requirements

• MSc or PhD in a STEM discipline
• 5+ years of experience in a compiled language (C++, C#, or Rust)
• Strong Python development experience
• Deep expertise in credit products (Securitized, Convertible Bonds, Loans, etc.)
• Hands-on experience with Intex, Monis, or equivalent credit analytics platforms
• Proven ability to design shared library components with clean APIs and high extensibility

Benefits

• Opportunity to lead a greenfield build-out of a credit analytics platform
• High-impact role where code drives daily trading decisions
• Access to a modern, cloud-native tech stack (AWS, Kubernetes, CI/CD)
• Work within a small, elite team offering high autonomy and minimal bureaucracy

About the Company

Schonfeld is a global multi-manager hedge fund dedicated to delivering industry-leading risk-adjusted returns. We leverage proprietary technology and deep expertise across Quant, Tactical, Fundamental Equity, and Discretionary Macro & Fixed Income strategies to capitalize on global market opportunities.