Found Description
The Role
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.
What you’ll do
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
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.
What you’ll do
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
Ready to Apply?
Submit your application for Credit Library Engineer, DMFI Quantitative Resources at Schonfeld
Apply Now