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Full Stack Quantitative Developer - Credit
Job
Selby Jennings
New York, NY (In Person)
Full-Time
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Job Description
Overview We're working with a leading alternative asset manager seeking a Full Stack Quantitative Developer to join their Business Technology team. This is a high-impact, front-office aligned role focused on building end-to-end systems that support credit, private credit, structured products, and CLO investing . You'll operate at the intersection of engineering and quantitative finance , partnering directly with Portfolio Managers, Risk, and Investor teams to deliver production-grade analytics, tooling, and data platforms. Key Responsibilities Build and own full-stack applications (APIs, services, data pipelines, and modern web interfaces) used across investment teams Develop quantitative models for fixed income and structured products (cash flows, valuation, scenario analysis, risk) Integrate portfolio systems, market data, and third-party platforms (e.g. portfolio accounting, CRM, admin systems) Modernise legacy systems into cloud-ready, scalable architectures (React / TypeScript front-end, Python or .NET backend) Own data quality and governance across ingestion, validation, and reporting workflows Deliver reporting & BI solutions (dashboards, investor reporting, ad-hoc analytics) Work directly with business stakeholders to translate requirements into production systems Contribute to a high-quality engineering environment (CI/CD, testing, code reviews, DevOps best practices) Required Experience 5+ years software engineering experience (full lifecycle, production systems) 2+ years in capital markets (buy-side, investment bank, or fintech) Strong exposure to credit, fixed income, structured products, or CLOs Proven track record building full-stack applications end-to-end