Quantlib Cross-Currency Pricer - Risk Free Rates Extension

We’re looking for a quant experienced using Quantlib to expand our existing cross currency swap pricer to support pricing to/from risk free rates. Our existing pricer was built on top of Quantlib in Python and supports pricing 13 currencies to/from fixed/floating. (More info at bottom of post)
e.g. pricing 3mEURIBOR + 10 bps to 6mNIBOR.

We want to extend the pricer to add pricing capabilities to/from SOFR, SONIA, ESTR, TARON, SARON. And our existing pricer uses cross-currency instruments versus 3m$-LIBOR which we want to use different instruments versus SOFR.

Bloomberg’s SWPM/XCF is our reference, we have a tolerance level of 0.5 bps versus these SWPM/XCF. We have access to a Bloomberg terminal for validation.

We are London based but open to fully remote. We will make this milestone based on objective deliverables around accuracy of pricing for different currencies.

The pricing currently supports pricing to/from 13 currencies:
- GBP (GBP FIXED)
- USD (3m$-LIBOR, 6m$LIBOR, USD FIXED)
- EUR (3mEURIBOR, 6mEURIBOR, EUR FIXED)
- JPY (JPY FIXED)
- CHF (CHF FIXED)
- SEK (3mSTIBOR, SEK FIXED)
- NOK (3mNIBOR, 6mNIBOR, NOK FIXED)
- AUD (3mBBSW, 6mBBSW, AUD FIXED)
- NZD (3mNZD-BB, NZD FIXED)
- CAD (3mCIDOR, 6mCIDOR, CAD FIXED)
- SGD (3mSIBOR, 6mSIBOR, SGD FIXED)
- HKD (3mHIBOR, 6mHIBOR, HKD FIXED)
- CNH (CNH FIXED)