EDM + OMS & PMS + Public Cloud Managed Services = Portfolio BI
Full Stack Quantitative Developer – Capital Markets
Location
New York
Posted
1 day ago
Salary
0
Seniority
Senior
Job Description
Full Stack Quantitative Developer – Capital Markets
Portfolio BI
• Build full-stack applications across our credit, private credit, and structured products platforms — backend services, APIs, data pipelines, and modern web front ends used by various business teams across the firm • Develop quantitative models and analytics for fixed-income and structured product valuation, cash flow projections, scenario analysis, and portfolio risk decomposition • Integrate third-party systems including Geneva (portfolio accounting), market data vendors, CRM platforms, and administrative platforms, design clean, well-tested adapters and reconciliation logic • Participate in the Migration of legacy .NET/C# applications and SSRS reports to modern, scalable architectures (TypeScript/React front ends, Python or .NET services, cloud-deployed) with responsive UX across desktop and mobile • Own data quality end-to-end - ingestion, normalization, validation, and lineage - for firmwide positions, partnering with the data management team on governance and controls • Build reporting and BI spanning Tableau dashboards, internal web tooling, investor reporting, and ad-hoc requests for portfolio composition and DDQ responses • Translate business needs into engineering — gather requirements directly from PMs, analysts, risk, IR, and operations; document functional and technical specs; write clear UAT plans and lead testing • Ship like an engineer - write tests, use source control (GIT/TFS), open clean PRs, manage tickets in DevOps, deploy through CI/CD, and monitor what you ship in production • Use AI coding assistants well - accelerate delivery, reduce boilerplate, and improve code quality, while applying the verification, security, and review standards described later in this document
Job Requirements
- Bachelor's degree (or higher) from a top-tier university in computer science, mathematics, physics, financial engineering, or another quantitative discipline
- 5+ years of professional software engineering experience, including production ownership of customer-facing or business-critical systems
- 2+ years working in capital markets, ideally at a hedge fund, asset manager, investment bank, or financial technology vendor - with direct exposure to fixed income, structured products, derivatives, private credit, or CLOs
- Demonstrated success delivering full-stack applications end-to-end, from requirements through production deployment and support
- strong proficiency in at least one of Python, C#/.NET, or TypeScript/JavaScript, and working competence in a second
- REST APIs, asynchronous services, and microservice patterns. Python or NET/C# experience strongly preferred given existing systems
- modern JavaScript frameworks (React/Angular), responsive web design, HTML5/CSS, and cross-platform optimization for mobile
- expert SQL (window functions, query tuning, set-based thinking); experience with NoSQL/document stores.
- comfortable with NumPy/pandas (or equivalent), basic statistics, fixed-income math (duration, convexity, OAS), and cash flow modeling
- Git (or TFS), CI/CD, DevOps, Confluence, unit and integration testing frameworks
- experience deploying and operating services on Azure or AWS is a plus
- Tableau dashboard development or SSRS a plus
- Solid understanding of fixed-income securities, bank loans, and credit instruments
- Familiarity with private credit deal lifecycle: sourcing, underwriting, closing, ongoing monitoring, amendments, and valuation
- Awareness of portfolio accounting concepts (Geneva exposure is a plus) and portfolio risk frameworks (Bloomberg Port, RiskMetrics or equivalent)
- Strong analytical and practical problem-solving skills; you reason from first principles and verify assumptions
- Excellent written and verbal communication; able to explain technical work to PMs and senior executives
- Self-starter with strong work ethic; comfortable juggling multiple workstreams under deadline pressure
- Detail-oriented, with high standards for code quality, data accuracy, and operational discipline
- Team player who collaborates well across technical and non-technical groups
Benefits
- This is a remote, contract role, in either of these three locations: NYC / Dallas / Los Angeles
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