Los Angelas

Portfolio BI•New York, NY

14d•Remote

About The Position

Portfolio BI is seeking a Full Stack Quantitative Developer to design, build, and own end-to-end applications supporting credit, private credit, structured products, and CLO businesses. This role involves writing production code across the stack, modeling financial cash flows and risk, integrating market data, and collaborating with various business units. The developer will contribute to modernizing the analytics and reporting platform by migrating legacy applications to a cloud-aware architecture, replacing spreadsheets with auditable services, and building the data and tooling layer. The use of AI coding assistants is expected as a daily part of the workflow.

Requirements

Bachelor's degree (or higher) in computer science, mathematics, physics, financial engineering, or another quantitative discipline.
5+ years of professional software engineering experience, including production ownership of customer-facing or business-critical systems.
2+ years working in capital markets (hedge fund, asset manager, investment bank, or financial technology vendor) with exposure to fixed income, structured products, derivatives, private credit, or CLOs.
Demonstrated success delivering full-stack applications end-to-end.
Strong proficiency in at least one of Python, C#/.NET, or TypeScript/JavaScript, and working competence in a second.
Experience with REST APIs, asynchronous services, and microservice patterns.
Experience with modern JavaScript frameworks (React/Angular), responsive web design, HTML5/CSS.
Expert SQL skills (window functions, query tuning, set-based thinking).
Experience with NoSQL/document stores.
Comfortable with NumPy/pandas (or equivalent), basic statistics, fixed-income math (duration, convexity, OAS), and cash flow modeling.
Experience with Git (or TFS).
Experience with CI/CD, DevOps, Confluence, unit and integration testing frameworks.
Solid understanding of fixed-income securities, bank loans, and credit instruments.
Familiarity with the private credit deal lifecycle.
Awareness of portfolio accounting concepts and portfolio risk frameworks.
Strong analytical and practical problem-solving skills.
Excellent written and verbal communication skills.
Self-starter with strong work ethic, comfortable juggling multiple workstreams under deadline pressure.
Detail-oriented with high standards for code quality, data accuracy, and operational discipline.
Team player who collaborates well across technical and non-technical groups.

Nice To Haves

Experience deploying and operating services on Azure or AWS.
Tableau dashboard development or SSRS experience.
Geneva exposure.
Experience with Bloomberg Port, RiskMetrics or equivalent.

Responsibilities

Build full-stack applications across credit, private credit, and structured products platforms, including backend services, APIs, data pipelines, and modern web front ends.
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 such as Geneva, market data vendors, and CRM platforms, designing adapters and reconciliation logic.
Participate in the migration of legacy .NET/C# applications and SSRS reports to modern architectures (TypeScript/React front ends, Python or .NET services, cloud-deployed).
Own data quality end-to-end, including ingestion, normalization, validation, and lineage for firmwide positions.
Build reporting and BI solutions, including Tableau dashboards, internal web tooling, investor reporting, and ad-hoc requests.
Translate business needs into engineering solutions by gathering requirements from various business teams.
Write tests, use source control (GIT/TFS), manage tickets in DevOps, deploy through CI/CD, and monitor production systems.
Utilize AI coding assistants to accelerate delivery, reduce boilerplate, and improve code quality.