Full Stack Quantitative Developer - Capital Markets - NYC / Dallas / Los Angelas
Core
Design, build, and own end-to-end applications supporting credit, private credit, structured products, and CLO businesses, including quantitative modeling, data pipelines, and reporting tools.
Role type
Senior Full Stack Quantitative Developer
Builds
Production applications, APIs, data pipelines, and BI dashboards for alternative asset managers
Domain
Capital Markets / Fixed Income / Structured Products / Private Credit
Deliverable
production ML models | product features | dashboards & analysis
Required skills
Python, C#/.NET, TypeScript/JavaScript, SQL, NumPy/pandas, REST APIs, microservices, React/Angular, Git, CI/CD, fixed-income math, cash flow modeling
Preferred skills
Azure or AWS, Tableau, SSRS, Geneva, Bloomberg Port, RiskMetrics
Technologies
Python, C#, TypeScript, JavaScript, React, Angular, SQL, NumPy, pandas, Git, Azure, AWS, Tableau, SSRS
Responsibilities
Build full-stack applications across credit and structured products platforms; Develop quantitative models for valuation and risk; Integrate third-party systems like Geneva and market data vendors; Migrate legacy .NET/C# applications to modern cloud architectures; Own data quality end-to-end from ingestion to lineage; Build reporting and BI dashboards; Translate business needs into engineering specs and lead testing
Seniority
Senior, hands-on IC
