New

Full Stack Quantitative Developer - Capital Markets - NYC / Dallas / Los Angelas

United StatesUnited States·New YorkRemoteContractmid
OtherQuantitative Developer
1 views0 saves0 applied

Quick Summary

Key Responsibilities

Build full-stack applications across our credit, private credit, and structured products platforms — backend services, APIs, data pipelines,

Technical Tools
OtherQuantitative Developer

Requirements

~1 min read
  • 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
  • Languages: strong proficiency in at least one of Python, C#/.NET, or TypeScript/JavaScript, and working competence in a second
  • Backend: REST APIs, asynchronous services, and microservice patterns.  Python or NET/C# experience strongly preferred given existing systems
  • Frontend: modern JavaScript frameworks (React/Angular), responsive web design, HTML5/CSS, and cross-platform optimization for mobile
  • Data: expert SQL (window functions, query tuning, set-based thinking); experience with NoSQL/document stores.
  • Quant / numerical: comfortable with NumPy/pandas (or equivalent), basic statistics, fixed-income math (duration, convexity, OAS), and cash flow modeling
  • Tooling: Git (or TFS), CI/CD, DevOps, Confluence, unit and integration testing frameworks
  • Cloud: experience deploying and operating services on Azure or AWS is a plus
  • Reporting / BI: 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

Responsibilities

~2 min read
  • →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

This is a hands-on builder role. A reasonable target distribution:

  • 60% development - services, APIs, front-end, quant models, data pipelines
  • 20% reporting and analytics development - Tableau, SQL, internal dashboards, investor / DDQ outputs
  • 10% requirements gathering and analysis - partnering with the business
  • 10% production support, code review, and mentoring

What We Offer

~1 min read
✓This is a remote, contract role, in either of these three locations: NYC / Dallas / Los Angeles

Location & Eligibility

Where is the job
New York, United States
Remote within one country

Listing Details

Posted
July 8, 2026
First seen
September 28, 2026
Last seen
September 28, 2026

Posting Health

Days active
0
Repost count
0
Trust Level
25%
Scored at
September 28, 2026

Signal breakdown

freshnesssource trustcontent trustemployer trust
Newsletter

Stay ahead of the market

Get the latest job openings, salary trends, and hiring insights delivered to your inbox every week.

A
B
C
D
Join 12,000+ marketers

No spam. Unsubscribe at any time.

Full Stack Quantitative Developer - Capital Markets - NYC / Dallas / Los Angelas