Credit Library Engineer (Fintech)

TL;DR

Credit Library Engineer (C++/Python): Designing and implementing a cross-asset analytics framework for credit pricing and risk models with an accent on high-performance shared libraries and vendor integration. Focus on building robust APIs, ensuring framework consistency, and translating complex quantitative specifications into maintainable production code.

Location: São Paulo, Brazil

Company

A global multi-manager hedge fund leveraging proprietary technology and risk analytics to invest across Quant, Tactical, Fundamental Equity, and Discretionary Macro & Fixed Income strategies.

What you will do

• Design and implement key components of a shared cross-asset analytics framework.
• Develop credit pricing and risk models for corporate bonds, loans, and securitized products.
• Integrate and abstract vendor libraries such as Intex and Monis into the platform.
• Ensure framework consistency regarding calibration, market data, and lifecycle management.
• Collaborate with Credit Quants to translate model specifications into performant, testable code.

Requirements

• MSc or PhD in a STEM discipline.
• 5+ years of professional experience in compiled languages (C++, C#, or Rust) and Python.
• Expertise in credit products, including Securitized, Convertible Bonds, and Loans.
• Hands-on experience with Intex, Monis, or similar credit analytics platforms.
• Demonstrated ability to design shared library components with clean APIs and separation of concerns.
• Excellent written and verbal communication skills.

Culture & Benefits

• Opportunity to lead a greenfield build-out of the credit analytics platform.
• Direct impact on production systems and daily trading decisions.
• Modern cloud-native stack: C++ core, Python interface, AWS, Kubernetes, and Prefect.
• Small, elite team environment with high autonomy and minimal bureaucracy.
• Collaborative culture that empowers talent to learn and innovate.