Quant jobs / Schonfeld

Quant Developer – Credit

A senior quant developer role building the credit part of a shared cross-asset analytics library. It sits in the quant analytics group that serves portfolio managers on a discretionary macro and fixed income desk.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Implement pricing and risk models for corporate bonds, loans and securitised products inside the shared library
Wrap vendor credit analytics libraries behind clean interfaces for downstream users
Keep credit code consistent with the framework's calibration, market data and curve conventions
Turn credit quants' model specifications into tested, fast production code

What they ask for

Required

Compiled-language development (C++, C#, Rust) over 5+ years
Python development
Credit products knowledge: securitised, convertibles, loans
Hands-on use of credit analytics platforms such as Intex
Library and API design
Written and verbal communication

Education: Master's or PhD in a STEM discipline
Experience: 5+ years in compiled-language and Python development, with credit products expertise
Languages and tools: C++
C#
Rust
Python
Markets: credit, fixed-income

How to prepare

Learn how securitised products, loans and convertibles are priced and what their risk measures mean
Build a small pricing library in C++ with a Python wrapper and unit tests
Study calibration and curve dependency design in a multi-asset framework
Read about how cash flow waterfalls for structured credit work

What to study

Apply

Read the full posting on Schonfeld’s site before applying: requirements, location and pay can change after we check them.

View the posting on Schonfeld’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Schonfeld and doesn’t handle applications.