Full Stack Quantitative Developer – Capital Markets

This is a fully remote position, open to applicants in New York.

📋 Description

• Develop comprehensive full-stack applications across our credit, private credit, and structured products platforms, including backend services, APIs, data pipelines, and modern web interfaces utilized by various business teams within the organization.

• Create quantitative models and analytics for fixed-income and structured product valuation, cash flow forecasting, scenario analysis, and portfolio risk breakdown.

• Integrate third-party systems such as Geneva (portfolio accounting), market data providers, CRM platforms, and administrative systems, while designing clean and well-tested adapters and reconciliation processes.

• Engage in the migration of legacy .NET/C# applications and SSRS reports to contemporary, scalable architectures (TypeScript/React front ends, Python or .NET services, cloud deployments) featuring responsive user experiences across both desktop and mobile devices.

• Take ownership of data quality throughout the entire process - from ingestion, normalization, and validation to lineage - for firmwide positions, collaborating with the data management team on governance and controls.

• Develop reporting and business intelligence tools that include Tableau dashboards, internal web tools, investor reporting, and ad-hoc requests related to portfolio composition and DDQ responses.

• Convert business requirements into engineering solutions by gathering input directly from PMs, analysts, risk management, investor relations, and operations; document functional and technical specifications; create clear UAT plans, and lead testing initiatives.

• Operate like a true engineer - write tests, utilize source control (GIT/TFS), submit clean pull requests, manage tickets in DevOps, deploy through CI/CD, and monitor performance of what you deliver in production.

• Effectively utilize AI coding assistants to expedite delivery, minimize boilerplate, and enhance code quality, while adhering to the verification, security, and review standards outlined in this document.

⛳️ Requirements

• A Bachelor's degree (or higher) from a prestigious university in computer science, mathematics, physics, financial engineering, or another quantitative field.

• Over 5 years of professional software engineering experience, including ownership of systems that are customer-facing or critical to business operations.

• At least 2 years of experience in capital markets, preferably at a hedge fund, asset management firm, investment bank, or financial technology vendor, with direct exposure to fixed income, structured products, derivatives, private credit, or CLOs.

• Proven track record in delivering full-stack applications from inception to production deployment and support.

• Strong expertise in at least one of Python, C#/.NET, or TypeScript/JavaScript, with working knowledge in a secondary language.

• Experience with REST APIs, asynchronous services, and microservice architectures, with a preference for Python or .NET/C# due to existing systems.

• Proficiency in modern JavaScript frameworks (React/Angular), responsive web design, HTML5/CSS, and optimizing for mobile platforms.

• Expert-level SQL skills (including window functions, query tuning, and set-based thinking) with familiarity in NoSQL/document stores.

• Comfortable using NumPy/pandas (or similar), basic statistics, fixed-income mathematics (duration, convexity, OAS), and cash flow modeling.

• Proficient in Git (or TFS), CI/CD, DevOps, Confluence, and both unit and integration testing frameworks.

• Experience in deploying and managing services on Azure or AWS is advantageous.

• Knowledge of Tableau dashboard development or SSRS is a plus.

• A solid understanding of fixed-income securities, bank loans, and credit instruments.

• Familiarity with the private credit deal lifecycle: sourcing, underwriting, closing, ongoing monitoring, amendments, and valuation.

• Awareness of portfolio accounting principles (Geneva knowledge is a plus) and portfolio risk frameworks (e.g., Bloomberg Port, RiskMetrics, or equivalent).

• Strong analytical and practical problem-solving abilities; capable of reasoning from fundamental principles and verifying assumptions.

• Exceptional written and verbal communication skills; adept at conveying technical information to PMs and senior executives.

• A self-starter with a robust work ethic; comfortable managing multiple projects under deadline constraints.

• Detail-oriented, maintaining high standards for code quality, data accuracy, and operational discipline.

• A collaborative team player who works effectively across both technical and non-technical groups.

🏝️ Benefits

• This is a remote, contract position available in one of the following locations: NYC / Dallas / Los Angeles.