Full Stack Quantitative Developer - Capital Markets - NYC / Dallas / Los Angelas

Portfolio BI’s flagship products and services, PBI Axiom, PBI Vector, and PBI Stratus, enable alternative asset managers to address their data challenges in analytics, workflow, governance, and security. We are hiring a Full Stack Quantitative Developer to design, build, and own end-to-end applications that support credit, private credit, structured products, and CLO businesses. This is a hands-on engineering role with quant DNA: you will write production code across the stack, model financial cash flows and risk, integrate market data and pricing services, and partner directly with client solutions group, portfolio managers, risk, operations, and investor relations. You will work alongside the CIO and senior members of Business Technology to contribute to the modernization of the analytics and reporting platform - moving legacy applications to a responsive, cloud-aware architecture, replacing ad-hoc spreadsheets with auditable services, and building the data and tooling layer that supports the firm’s various lines of business. You will also be expected to use AI coding assistants as a daily part of your workflow., * Build full-stack applications across our credit, private credit, and structured products platforms - backend services, APIs, data pipelines, and modern web front ends used by various business teams across the firm

• Develop quantitative models and analytics for fixed-income and structured product valuation, cash flow projections, scenario analysis, and portfolio risk decomposition
• Integrate third-party systems including Geneva (portfolio accounting), market data vendors, CRM platforms, and administrative platforms, design clean, well-tested adapters and reconciliation logic
• Participate in the Migration of legacy .NET/C# applications and SSRS reports to modern, scalable architectures (TypeScript/React front ends, Python or .NET services, cloud-deployed) with responsive UX across desktop and mobile
• Own data quality end-to-end - ingestion, normalization, validation, and lineage - for firmwide positions, partnering with the data management team on governance and controls
• Build reporting and BI spanning Tableau dashboards, internal web tooling, investor reporting, and ad-hoc requests for portfolio composition and DDQ responses
• Translate business needs into engineering - gather requirements directly from PMs, analysts, risk, IR, and operations; document functional and technical specs; write clear UAT plans and lead testing
• Ship like an engineer - write tests, use source control (GIT/TFS), open clean PRs, manage tickets in DevOps, deploy through CI/CD, and monitor what you ship in production
• Use AI coding assistants well - accelerate delivery, reduce boilerplate, and improve code quality, while applying the verification, security, and review standards described later in this document

Approximate Time Allocation This is a hands-on builder role. A reasonable target distribution:

• 60% development - services, APIs, front-end, quant models, data pipelines
• 20% reporting and analytics development - Tableau, SQL, internal dashboards, investor / DDQ outputs
• 10% requirements gathering and analysis - partnering with the business
• 10% production support, code review, and mentoring, As a Senior Full Stack Engineer, you will play a pivotal role in shaping the future of AI systems by leveraging your technical expertise to develop and maintain robust web applicat…
• 21 days ago

• Bachelor’s degree (or higher) from a top-tier university in computer science, mathematics, physics, financial engineering, or another quantitative discipline, * 5+ years of professional software engineering experience, including production ownership of customer-facing or business-critical systems
• 2+ years working in capital markets, ideally at a hedge fund, asset manager, investment bank, or financial technology vendor - with direct exposure to fixed income, structured products, derivatives, private credit, or CLOs
• Demonstrated success delivering full-stack applications end-to-end, from requirements through production deployment and support

Technical Skills - Core

• Languages: strong proficiency in at least one of Python, C#/.NET, or TypeScript/JavaScript, and working competence in a second
• Backend: REST APIs, asynchronous services, and microservice patterns. Python or NET/C# experience strongly preferred given existing systems
• Frontend: modern JavaScript frameworks (React/Angular), responsive web design, HTML5/CSS, and cross-platform optimization for mobile
• Data: expert SQL (window functions, query tuning, set-based thinking); experience with NoSQL/document stores.
• Quant / numerical: comfortable with NumPy/pandas (or equivalent), basic statistics, fixed-income math (duration, convexity, OAS), and cash flow modeling
• Tooling: Git (or TFS), CI/CD, DevOps, Confluence, unit and integration testing frameworks
• Cloud: experience deploying and operating services on Azure or AWS is a plus
• Reporting / BI: Tableau dashboard development or SSRS a plus

Domain Knowledge

• Solid understanding of fixed-income securities, bank loans, and credit instruments
• Familiarity with private credit deal lifecycle: sourcing, underwriting, closing, ongoing monitoring, amendments, and valuation
• Awareness of portfolio accounting concepts (Geneva exposure is a plus) and portfolio risk frameworks (Bloomberg Port, RiskMetrics or equivalent)

General Skills

• Strong analytical and practical problem-solving skills; you reason from first principles and verify assumptions
• Excellent written and verbal communication; able to explain technical work to PMs and senior executives
• Self-starter with strong work ethic; comfortable juggling multiple workstreams under deadline pressure
• Detail-oriented, with high standards for code quality, data accuracy, and operational discipline
• Team player who collaborates well across technical and non-technical groups