I have a very exciting role for a Quant Dev with a strong risk background! My client is a top-tier hedge fund with a very collaborative, research heavy culture! This role can sit in Boston, New York or San Francisco.
This role will own a greenfield initiative to build a next gen platform that enables advanced risk modeling, portfolio analytics, and delivery of a broad range of portfolio insights in as close to real time as possible. You'll be working directly with a PM and the Head of Risk to design, develop, deliver, and optimize this platform! This is not a siloed Quant Risk or Quant Dev job — it's a very unique opportunity for an exceptional engineer with strong risk expertise or intuition to dig into strategies and research at a fundamental level from an engineering seat. You'll build end-to-end tooling across: portfolio construction support, factor modeling, real time monitoring, liquidity analytics, crisis mode behavior, etc. Lots of greenfield work and discovery, especially as the firm scales into more complex strategies.
Their culture is super strong: very open, very meritocratic, and very stable. Many of their senior leaders started as interns (after graduating from Harvard/MIT 10 - 15 years ago) and remain with the firm to this day.
We’re looking for someone who’s built risk infra or risk analytics platforms from scratch and thrives in ambiguous, fast-paced, high impact environments.
We're still in the early stages of this new search! Drop me a message or email to chat. luke@delmarnord.com
Delmar Nord Sebastian Northrup Brian Idarraga Waide Gallagher Gareth Jones Jordan Pinette