The Role
We are hiring a Full Stack Quantitative Developer to design, build, and own end-to-end applications that support our credit, private credit, structured products, and CLO businesses. This is a hands-on engineering role with quant DNA: you will write production code across the stack, model financial cash flows and risk, integrate market data and pricing services, and partner directly with client solutions group, portfolio managers, risk, operations, and investor relations.
This is a hands-on builder role. A reasonable target distribution:
• 60% development - services, APIs, front-end, quant models, data pipelines
• 20% reporting and analytics development - Tableau, SQL, internal dashboards, investor / DDQ outputs
• 10% requirements gathering and analysis - partnering with the business
• 10% production support, code review, and mentoring
| Location | (Remote) |
| Job Type | Contractor |
| Salary | $80–$100 Per Hour |
Required Qualifications
Education
• Bachelor's degree (or higher) from a top-tier university in computer science, mathematics, physics, financial engineering, or another quantitative discipline.
Experience
• 5+ years of professional software engineering experience, including production ownership of customer-facing or business-critical systems.
• 2+ years working in capital markets, ideally at a hedge fund, asset manager, investment bank, or financial technology vendor - with direct exposure to fixed income, structured products, derivatives, private credit, or CLOs.
• Demonstrated success delivering full-stack applications end-to-end, from requirements through production deployment and support.
Technical Skills — Core
• Languages: strong proficiency in at least one of Python, C#/.NET, or TypeScript/JavaScript, and working competence in a second.
• Backend: REST APIs, asynchronous services, and microservice patterns. Python or NET/C# experience strongly preferred given existing systems.
• Frontend: modern JavaScript frameworks (React/Angular), responsive web design, HTML5/CSS, and cross-platform optimization for mobile.
• Data: expert SQL (window functions, query tuning, set-based thinking); experience with NoSQL/document stores.
• Quant / numerical: comfortable with NumPy/pandas (or equivalent), basic statistics, fixed-income math (duration, convexity, OAS), and cash flow modeling.
• Tooling: Git (or TFS), CI/CD, DevOps, Confluence, unit and integration testing frameworks.
• Cloud: experience deploying and operating services on Azure or AWS is a plus.
• Reporting / BI: Tableau dashboard development or SSRS a plus.
Domain Knowledge
• Solid understanding of fixed-income securities, bank loans, and credit instruments.
• Familiarity with private credit deal lifecycle: sourcing, underwriting, closing, ongoing monitoring, amendments, and valuation.
• Awareness of portfolio accounting concepts (Geneva exposure is a plus) and portfolio risk frameworks (Bloomberg Port, RiskMetrics or equivalent).
General Skills
• Strong analytical and practical problem-solving skills; you reason from first principles and verify assumptions.
• Excellent written and verbal communication; able to explain technical work to PMs and senior executives.
• 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.
https://www.saksoft.com
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