Quant Strategist - Credit

Responsibilities

• Implement credit pricing and risk models for corporate bonds, loans, and securitized products within a shared cross-asset framework
• Integrate and abstract vendor libraries such as Intex and Monis to ensure clean interfaces for downstream consumers
• Enforce framework consistency regarding calibration, market data, curve dependencies, and lifecycle management
• Collaborate with Credit Quants to translate complex model specifications into robust, performant, and maintainable code

Requirements

• MSc or PhD in a STEM discipline
• Minimum of 5+ years of experience in a compiled language (C++, C#, or Rust) and Python development
• Deep expertise in credit products, including Securitized products, Convertible Bonds, and Loans
• Hands-on experience with Intex, Monis, or equivalent credit analytics platforms
• Proven ability to design shared library components with clean APIs and strong separation of concerns
• Strong problem-solving skills and excellent written and verbal communication

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 that delivers 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 market opportunities worldwide.