About the Role
Portfolio BI is looking for 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, integrating market data, and partnering directly with portfolio managers and risk teams. You will contribute to the modernization of the firm's analytics and reporting platform by migrating legacy applications to a responsive, cloud-aware architecture and implementing auditable services.
Key Responsibilities
- Build full-stack applications including backend services, APIs, and data pipelines for credit and structured products platforms.
- Develop quantitative models for fixed-income valuation, cash flow projections, scenario analysis, and portfolio risk decomposition.
- Integrate third-party systems such as Geneva, market data vendors, and CRM platforms.
- Lead the migration of legacy .NET/C# applications and SSRS reports to modern architectures utilizing TypeScript/React and cloud-deployed services.
- Maintain data quality through rigorous ingestion, normalization, and validation processes.
- Create reporting and BI solutions using Tableau and internal web tooling.
- Translate complex business requirements into technical specifications and lead UAT processes.
- Utilize AI coding assistants to accelerate delivery while maintaining high security and code quality standards.
Requirements
- Bachelor's degree or higher in computer science, mathematics, physics, financial engineering, or a related quantitative discipline.
- 5+ years of professional software engineering experience with production ownership of critical systems.
- 2+ years of experience in capital markets (hedge fund, asset manager, or fintech) with exposure to fixed income, derivatives, or private credit.
- Strong proficiency in at least one of Python, C#/.NET, or TypeScript/JavaScript.
- Expert-level SQL skills including window functions and query tuning.
- Proficiency with modern JavaScript frameworks such as React or Angular.
- Strong numerical skills with experience in NumPy, pandas, and financial modeling (duration, convexity, OAS).
- Experience with CI/CD, Git, and cloud environments (Azure or AWS preferred).