Quantitative Developer

MAIN DUTIES/RESPONSIBILITIES OF THE ROLE: 

Essential Responsibilities:

• Combine quantitative skills, strong data engineering literacy, and deep understanding of credit products to ensure that the firm’s data architecture supports robust pricing, risk, and analytics.
• Work closely with portfolio managers, analysts, and traders to understand data and research requirements and build scalable solutions.
• Ingest, transform, and serve large-scale financial datasets across asset classes using Python, Snowflake, and NoSQL databases (e.g., MongoDB).
• Provide first-line production support, including triaging data issues, monitoring pipeline health, and quickly responding to front office needs.

WORK EXPERIENCE/BACKGROUND:

Essential

• 5+ years of professional experience as a FO engineer, ideally in a buy-side, sell-side, or trading environment.
• Deep expertise in Python, with strong software engineering practices (version control, testing, CI/CD).
• Proven track record of building robust data pipelines in cloud-native environments (preferably AWS).
• Experience with Docker and container-based deployments.
• Strong knowledge of Snowflake and NoSQL databases (especially MongoDB).
• Solid understanding of credit financial markets and instruments
• Excellent problem-solving skills, with a proactive and ownership-driven mindset.
• Ability to work independently, communicate effectively, and collaborate in a dynamic front office setting.
• Willingness to participate in on-call or front-line production support

Desirable

• Experience with market data providers (Bloomberg, Refinitiv, etc.)
• Familiarity with tools like Airflow, prefect, or other orchestration frameworks.
• Experience building internal tools or dashboards using Dash, Streamlit, or similar web-based data analytics platforms.