Portfolio Quant Developer

The Role

Build optimized Python analytics for portfolio measurement at scale — supporting multi-asset books across tens to hundreds of billions in AUM
Own cost basis, holdings, and transaction data integrity — ingesting custodian data and calculating portfolio returns accurately
Model portfolio risk across asset classes, including factor, duration, curve, spread, convexity, beta, and options risk exposures
Support portfolio construction logic and multi-asset allocation workflows
Contribute to execution algorithm development — including market impact measurement and VWAP-style execution analytics

Your Impact

Build optimized Python analytics for portfolio measurement at scale — supporting multi-asset books across tens to hundreds of billions in AUM
Own cost basis, holdings, and transaction data integrity — ingesting custodian data and calculating portfolio returns accurately
Model portfolio risk across asset classes, including factor, duration, curve, spread, convexity, beta, and options risk exposures
Support portfolio construction logic and multi-asset allocation workflows
Contribute to execution algorithm development — including market impact measurement and VWAP-style execution analytics

The Ideal Match

• 3–10 years in portfolio performance, analytics, or construction
• Deep familiarity with the trade lifecycle: holdings, transactions, corporate actions, cost basis, and reconciliation
• Multi-asset class experience: equities, fixed income, munis, alternatives, and options
• Fixed income fundamentals: duration, key-rate duration, spread risk, carry/roll, and laddered or optimized bond construction
• Derivatives-aware portfolio construction: delta-based exposures, overlays, and options-related risk measures
• Strong Python — comfortable in Jupyter-centric research workflows for exploratory analysis, back-testing, and rapid prototyping

Bonus Points

• AWS experience
• Experience with PMS or OMS platforms (e.g., Black Diamond, Advent, Charles River)
• Background at a custodian (Schwab, Fidelity) or trading house — you've seen this problem from the other side
• Familiarity with Black-Litterman, shrinkage estimators, robust optimization, or Bayesian approaches to portfolio construction
• Familiarity with hierarchical risk parity, equal risk contribution, or other modern allocation frameworks

Why Join Us

• Ground-floor opportunity to build institutional trading infrastructure — from scratch, at real scale
• Competitive comp package that rewards impact
• Work alongside some of the brightest minds in fintech
• Chart your own growth path as we scale
• Full health benefits + 401(k) matching & Roth IRA options
• Unlimited PTO