Full Stack Quantitative Developer
P
Portfolio BIFinancial Technology
NYC / Dallas / Los AngelesContractMiddle
Salary not disclosed
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Job Details
- Experience
- 5+ years of professional software engineering; 2+ years in capital markets
- Required Skills
- PythonSQLGitJavascriptTypeScriptC#Tableau.NETAngularReact
Requirements
- Bachelor's degree or higher in computer science, mathematics, physics, financial engineering, or related quantitative discipline.
- 5+ years of professional software engineering experience, including production ownership of business-critical systems.
- 2+ years working in capital markets (e.g., hedge fund, investment bank) with direct exposure to fixed income, derivatives, or private credit.
- Strong proficiency in at least one of Python, C#/.NET, or TypeScript/JavaScript.
- Expert SQL skills, including window functions and query tuning.
- Experience with modern JavaScript frameworks such as React or Angular.
- Knowledge of quantitative concepts like fixed-income math (duration, convexity, OAS) and cash flow modeling.
- Experience with Git, CI/CD, DevOps, and unit/integration testing frameworks.
- Excellent analytical, problem-solving, and communication skills.
- Familiarity with NoSQL/document stores and cloud deployment (Azure/AWS).
Responsibilities
- Build full-stack applications across credit, private credit, and structured products platforms.
- Develop quantitative models and analytics for valuation, cash flow projections, and portfolio risk decomposition.
- Integrate third-party systems like Geneva, market data vendors, and CRM platforms.
- Participate in the migration of legacy .NET/C# applications and SSRS reports to modern architectures.
- Own data quality end-to-end, including ingestion, normalization, validation, and lineage.
- Build reporting and BI solutions using Tableau and internal web tooling.
- Translate business needs into technical specifications by partnering with PMs, risk, and operations teams.
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