About the Role
Portfolio BI is hiring a Full Stack Quantitative Developer to design, build, and own end-to-end applications supporting credit, private credit, structured products, and CLO businesses. This hands-on role involves writing production code across the stack, modeling financial cash flows and risk, and integrating market data services. You will collaborate directly with portfolio managers, risk teams, and the client solutions group to modernize the analytics platform, replacing legacy applications and ad-hoc spreadsheets with auditable, cloud-aware services.
Key Responsibilities
- Build full-stack applications including backend services, APIs, and data pipelines for credit and structured products.
- Develop quantitative models for fixed-income valuation, cash flow projections, scenario analysis, and risk decomposition.
- Integrate third-party systems like portfolio accounting platforms and market data vendors.
- Migrate legacy .NET/C# applications and SSRS reports to scalable architectures using TypeScript and React.
- Manage end-to-end data quality, including ingestion, validation, and governance.
- Develop reporting and BI solutions spanning Tableau dashboards and internal web tools.
- Translate business requirements from stakeholders into technical specifications and lead UAT planning.
- Maintain high engineering standards through CI/CD, source control, and automated testing.
- Utilize AI coding assistants to accelerate development while ensuring code security and quality.
Requirements
- Bachelor's degree or higher in computer science, physics, mathematics, or financial engineering.
- 5+ years of professional software engineering experience with production ownership of business-critical systems.
- 2+ years of experience in capital markets (e.g., hedge funds, investment banks, or fintech).
- Strong proficiency in at least one of Python, C#/.NET, or TypeScript/JavaScript.
- Experience with modern frontend frameworks like React or Angular.
- Expertise in SQL, including window functions and query tuning.
- Understanding of fixed-income math (duration, convexity, OAS) and cash flow modeling.
- Experience with cloud platforms like Azure or AWS is a plus.