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Credit Quantitative Developer

new york, ny • Posted 5 days ago
Hybrid Full Time Risk Management & Quantitative Analysis

I'm working with a leading multi-strategy hedge fund looking to hire a Credit Strat Developer to join a high-performing front-office technology team.

This is a highly impactful role where you'll partner closely with portfolio managers and traders to build the research, risk, and analytics infrastructure that supports a profitable credit business. You'll be developing production-grade systems that sit at the heart of the investment process.

You'll be working on:

  • Research and analytics toolkits
  • Risk and P&L attribution frameworks
  • Trading dashboards and reporting tools
  • Workflow automation and front-office infrastructure

We're looking for someone with:

  • 3+ years of experience in quantitative development or front-office engineering
  • Strong Python and SQL skills
  • Experience with fixed income, credit products, or derivatives
  • Knowledge of risk analytics, pricing, or P&L attribution
  • Buy-side or sell-side experience

Tech stack:

Python, SQL, Pandas, NumPy, Linux, KDB, Databricks, Kafka, Grafana, Prometheus, Python Dash, and more.

Location:

New York (hybrid)

If you're interested in building technology that directly impacts investment decisions within a top-tier trading environment, I'd be happy to share more details. Feel free to get in touch.

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