Quantitative Developer | Top Hedge Fund (Greenfield Risk Build)
Job Description
Quantitative Developer | Secretive Hedge Fund (Greenfield Risk Build) | NYC
\n
An elite hedge fund in NYC has an opportunity for a Quantitative Developer to join an exciting greenfield initiative to build a next gen platform that enables advanced risk modeling, portfolio analytics, and delivery of a broad range of portfolio insights in as close to real time as possible. You'll be the 2nd hire on a new team being formed, so will have an excellent ground floor seat at this firm builds out next-gen systems for the Front Office.
\n
\n
This is not a siloed Quant Risk or Quant Dev job — it's a very unique opportunity for an exceptional engineer with strong experience building factor risk models to dig into strategies and research at a fundamental level from an engineering seat. You'll build end-to-end tooling across: portfolio construction support, factor modeling, real time monitoring, liquidity analytics, crisis mode behavior, etc. Lots of greenfield work and discovery, especially as the firm scales into more complex strategies.
\n
\n
Platform and Systems Ownership
\n
- \n
- Design, implement, and take ownership of systems critical to advancing research and analytics for risk and research teams
- Build robust platforms and tooling that enable investment teams to analyze the risk characteristics of their portfolios, both historically and in near real time
- Develop scalable infrastructure that supports rapid iteration and reliable deployment into production environments
\n
\n
\n
\n
\n
Risk Model Development and Deployment
\n
- \n
- Partner closely with Portfolio Managers and Researchers to develop, implement, and deploy custom in-house risk models
- Support portfolio construction, optimization, and analytics workflows through well architected systems
- Build tools that enhance visibility into exposures, factor sensitivities, liquidity profiles, and stress behavior
\n
\n
\n
\n
\n
Qualifications:
\n
- \n
- Degree in Computer Science, Engineering, Applied Math or Physics
- 4+ years of experience with Python
- Experience designing and building factor risk models from scratch
- Demonstrated experience working as a Quantitative Developer (or similar function) to interface directly with investment teams and build tools/applications from scratch
- Experience working with portfolio managers, researchers, or risk managers (ideally as a thought-partner, rather than pure dev)
- Strong economic intuition or grasp of mathematical fundamentals (i.e. linear algebra, statistics, etc.)
\n
\n
\n
\n
\n
\n
\n
\n
Benefits:
\n
- \n
- Industry leading compensation and benefits package
- Health, Dental, and Vision insurance, 401k, Profit Sharing, Catered lunches, Onsite Gym, and the list goes on!
- Outstanding quality of life, culture, and internal career growth opportunities
\n
\n
\n