Full Stack Quantitative Developer

About the Role

Portfolio BI is seeking a Full Stack Quantitative Developer to build and maintain end-to-end applications supporting credit, private credit, structured products, and collateralized loan obligation (CLO) businesses.

This hands-on engineering role combines full-stack software development with quantitative finance. You’ll develop production applications, model financial cash flows and portfolio risk, integrate market data and pricing services, and work directly with portfolio managers, risk teams, operations, investor relations, and client solutions.

Working alongside the CIO and senior Business Technology team members, you’ll help modernize the firm’s analytics and reporting platform by migrating legacy applications to responsive, cloud-aware architectures and replacing spreadsheet-based processes with reliable, auditable services. AI coding assistants are also expected to be part of your daily development workflow.

Key Responsibilities

•Build full-stack applications for credit, private credit, and structured products, including backend services, APIs, data pipelines, and modern web interfaces.

•Develop quantitative models and analytics for fixed-income and structured product valuations, cash flow projections, scenario analysis, and portfolio risk decomposition.

•Integrate third-party systems, including Geneva portfolio accounting, market data vendors, CRM platforms, and administrative systems.

•Design and maintain well-tested integration adapters, data reconciliation processes, and supporting services.

•Help migrate legacy .NET/C# applications and SSRS reports to modern architectures using technologies such as TypeScript, React, Python, and .NET.

•Develop responsive applications that work across desktop and mobile devices.

•Manage data quality throughout ingestion, normalization, validation, and lineage, partnering with the data management team on governance and controls.

•Build Tableau dashboards, internal reporting tools, investor reports, and outputs supporting due diligence questionnaire (DDQ) requests.

•Gather requirements from portfolio managers, analysts, risk, investor relations, and operations teams.

•Document functional and technical specifications, prepare user acceptance testing (UAT) plans, and lead testing activities.

•Write unit and integration tests, manage source control using Git or TFS, maintain pull requests, track work in DevOps, and deploy through CI/CD pipelines.

•Monitor production applications, support operational issues, participate in code reviews, and contribute to mentoring as needed.

•Use AI coding assistants to improve development efficiency while maintaining appropriate verification, security, and code review standards.

Required Qualifications

•Bachelor’s degree or higher from a top-tier university in computer science, mathematics, physics, financial engineering, or another quantitative discipline.

•At least five years of professional software engineering experience, including production ownership of customer-facing or business-critical systems.

•At least two years of capital markets experience, ideally with a hedge fund, asset manager, investment bank, or financial technology vendor.

•Direct exposure to fixed income, structured products, derivatives, private credit, or CLOs.

•Demonstrated experience delivering full-stack applications from requirements gathering through production deployment and support.

•Strong proficiency in at least one of Python, C#/.NET, or TypeScript/JavaScript, with working competence in a second language.

•Experience developing REST APIs, asynchronous services, and microservice-based applications.

•Frontend development experience with modern JavaScript frameworks such as React or Angular, along with HTML5, CSS, responsive design, and cross-platform optimization.

•Advanced SQL skills, including window functions, query tuning, and set-based data processing, plus experience with NoSQL or document databases.

•Quantitative programming experience with NumPy, pandas, or equivalent tools, along with knowledge of basic statistics, fixed-income mathematics, and cash flow modeling.

•Working knowledge of fixed-income securities, bank loans, and credit instruments.

•Experience with Git or TFS, CI/CD, DevOps practices, Confluence, and unit and integration testing frameworks.

•Strong analytical and problem-solving skills, attention to detail, and a commitment to code quality and data accuracy.

•Excellent written and verbal communication skills, including the ability to explain technical concepts to portfolio managers and senior executives.

•Ability to manage multiple workstreams, meet deadlines, and collaborate across technical and business teams.

Preferred Qualifications

•Experience deploying and operating services on Microsoft Azure or AWS.

•Experience developing Tableau dashboards or working with SQL Server Reporting Services (SSRS).

•Familiarity with the private credit deal lifecycle, including sourcing, underwriting, closing, monitoring, amendments, and valuation.

•Knowledge of portfolio accounting concepts, with Geneva experience preferred.

•Familiarity with portfolio risk frameworks such as Bloomberg PORT, RiskMetrics, or equivalent platforms.

•Experience modernizing legacy applications and reporting systems into scalable, cloud-aware architectures.

Expected Work Focus The role is primarily hands-on development, with an approximate allocation of responsibilities as follows:

•60% — Software development, including services, APIs, front-end applications, quantitative models, and data pipelines.

•20% — Reporting and analytics, including Tableau, SQL, internal dashboards, and investor or DDQ outputs.

•10% — Requirements gathering and business analysis.

•10% — Production support, code reviews, and mentoring.

Work Arrangement

This is a remote contract position available to candidates based in New York City, Dallas, or Los Angeles.