Quant Strategist - Credit

São PauloFull-time2026-09-30 → 2026-11-10

Core

Design and implement credit pricing and risk models within a shared cross-asset analytics framework to support portfolio management decisions.

Role type

Senior Quant Developer (Credit)

Builds

Credit analytics platform and cross-asset framework

Domain

Hedge fund, Credit derivatives, Fixed Income

Deliverable

production ML models

Required skills

C++, Python, Credit products (Securitized, Convertible Bonds, Loans), Credit analytics platforms (Intex, Monis), Library architecture, API design

Preferred skills

MSc or PhD in STEM, 5+ years compiled language experience, Cloud-native stack (AWS, Kubernetes)

Technologies

C++, Python, Intex, Monis, AWS, Prefect, Kubernetes

Responsibilities

Implement credit pricing and risk models; Integrate vendor libraries; Enforce framework consistency; Collaborate with Credit Quants to translate specifications into code

Seniority

Senior, hands-on IC

About Schonfeld

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.