Quant Developer — Full-time
Anthelion Capital•New York, NY
•$120,000 - $240,000•Hybrid
About The Position
Anthelion Capital is an investment and data science platform that augments its fundamental investment core with data science to make investments across the capital structure. They are building a proprietary platform that runs the full investment lifecycle, from underwriting to portfolio management.
Requirements
- Strong software engineering: Python plus at least one systems language, good design instincts, and the ability to build tooling other people depend on.
- Solid grounding in quantitative finance — you understand what a Sharpe ratio, a risk factor, a backtest, or a portfolio optimizer actually means and why it's built the way it is, not just how to implement it. This is a quant + developer role.
- Data engineering chops — pipelines, correctness under time (as-of-date / point-in-time), reliability.
- A platform mindset: repeatable, guard-railed, self-service tooling over one-off scripts.
- Must be authorized to work in the United States without employer visa sponsorship.
Nice To Haves
- Dagster/Prefect
- Azure
- model-registry or feature-store experience
- prior work at a quant/trading firm or a serious data platform
- hands-on risk-modeling or portfolio-construction experience.
Responsibilities
- Own the quant engineering platform, end to end.
- Build and own the infrastructure our researchers and PMs depend on — the shared data layer, the backtester, the deployment path, and the monitoring that keeps live models honest.
- The shared data layer — market and reference data ingestion, the feature/signal store, and the Dagster asset graph that orchestrates them, all point-in-time correct.
- The backtesting and simulation engine.
- The portfolio-construction and optimization libraries PMs allocate through.
- The model deployment pipeline: promoting a model from research to production by configuration, not by rewriting.
- Monitoring and observability for live models and pipelines — the first line of defense when something drifts or breaks.
- Exposure to risk-factor modeling and exposure analytics.
- Direct portfolio-manager support — strategy diagnostics, scenario analysis, and allocation questions.
Benefits
- Base salary of $120,000 to $240,000 depending on experience.
- Eligible for performance based discretionary bonus.
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What This Job Offers
Job Type
Full-time
Career Level
Entry Level
Education Level
No Education Listed
