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

About the role

PBI Axiom, PBI Vector, and PBI Stratus are flagship products and services designed to help alternative asset managers tackle their data challenges in analytics, workflow, governance, and security.

Responsibilities

• 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
• Migrate 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

Requirements

• Education: Bachelor's degree (or higher) from a top-tier university in computer science, mathematics, physics, financial engineering, or another quantitative discipline
• Experience: 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
• Technical Skills: 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; Excellent written and verbal communication; Self-starter with strong work ethic; Detail-oriented, with high standards for code quality, data accuracy, and operational discipline; Team player who collaborates well across technical and non-technical groups

Qualifications

• Education: Bachelor's degree (or higher) from a top-tier university in computer science, mathematics, physics, financial engineering, or another quantitative discipline
• Experience: 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
• Technical Skills: 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; Excellent written and verbal communication; Self-starter with strong work ethic; Detail-oriented, with high standards for code quality, data accuracy, and operational discipline; Team player who collaborates well across technical and non-technical groups

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

Benefits

This is a remote, contract role, in either of these three locations: NYC / Dallas / Los Angeles