Quantitative Developer (Greenfield Risk Build)

Quant Dev (Greenfield Risk Build) | Elite Multi Strat Hedge Fund | Boston/SF/NYC

This is a new Quantitative Developer role with an elite multi strategy hedge fund (this role can sit in Boston, New York or San Francisco). This is an exciting opportunity to own and drive a 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 working directly with a PM and the Head of Risk to design, develop, deliver, and optimize this platform!

This is not a siloed Quant Risk or Quant Dev job — it's a very unique opportunity for an exceptional engineer with strong risk expertise or intuition 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. We’re looking for someone who’s built risk infra or risk analytics platforms from scratch and thrives in ambiguous, fast-paced, high impact environments.

Platform and Systems Ownership

• 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

Risk Model Development and Deployment

• Partner closely with Risk/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

Qualifications:

• Degree in Computer Science, Engineering, Applied Math or Physics
• 4+ years of experience with Python
• 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.)

Benefits:

• 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