Quantitative Developer

About the role

A senior developer role owning the scoring pipeline end to end, from implementation and validation to debugging in production, at the meeting point of software engineering and quantitative finance.

What you will do

• Build and maintain production Python that computes risk scores at scale
• Maintain a reference-set harness that validates model and classification changes in CI
• Diagnose scoring failures and fix the underlying class of bug
• Decide straightforward classification questions and escalate difficult ones
• Assess impact and keep a tested rollback ready for every change before release
• Keep the scoring path performant as data volume grows

What they look for

• Production Python that has been shipped and maintained
• Django experience including models, migrations, tests, CI and code review
• SQL and large-scale data work with pandas and numpy
• Testing and validation engineering with golden-data harnesses wired into CI
• Experience with large systems, data pipelines or automated systems
• Knowledge of US market structure, asset classification and risk modeling fundamentals

Nice to have

• Hands-on options, structured products or derivatives experience
• Tax-aware analytics such as after-tax return, cost basis or loss harvesting