Credit Quantitative Developer

Alexander Chapman; New York (NY); Hybrid; USD 150,000 - 230,000; Full time

Job summary

Alexander Chapman, a leading hedge fund, seeks a Credit Strat Developer to join a high-performing front-office tech team in New York. You'll build research, risk, and analytics infrastructure supporting a profitable credit business and develop production-grade systems central to the investment process.

You'll work on risk/ P&L attribution frameworks, dashboards, and automation, partnering with PMs and traders.

Qualifications

• 3+ years of experience in quantitative development or front-office engineering.
• Strong Python and SQL skills.
• Experience with fixed income, credit products, or derivatives.
• Knowledge of risk analytics, pricing, or P&L attribution.
• Buy-side or sell-side experience.

Responsibilities

• Develop production-grade research, risk, and analytics infrastructure for credit business.
• Build risk and P&L attribution frameworks and dashboards.
• Create front-office workflows, automation, and reporting tools.
• Collaborate with portfolio managers and traders to impact investment decisions.

Skills

Python

SQL

Quant dev

Front-office eng

Fixed income

P&L attribution

Risk analytics

Derivatives

Buy-side exp

Sell-side exp

Tools

KDB

Databricks

Kafka

Grafana

Prometheus

Dash

Job description

I'm working with a leading multi-strategy hedge fund looking to hire a Credit Strat Developer to join a high-performing front-office technology team.

This is a highly impactful role where you'll partner closely with portfolio managers and traders to build the research, risk, and analytics infrastructure that supports a profitable credit business. You'll be developing production-grade systems that sit at the heart of the investment process.

You'll be working on:

• Research and analytics toolkits
• Risk and P&L attribution frameworks
• Trading dashboards and reporting tools
• Workflow automation and front-office infrastructure

We're looking for someone with:

• 3+ years of experience in quantitative development or front-office engineering
• Strong Python and SQL skills
• Experience with fixed income, credit products, or derivatives
• Knowledge of risk analytics, pricing, or P&L attribution
• Buy-side or sell-side experience

Tech stack:

Python, SQL, Pandas, NumPy, Linux, KDB, Databricks, Kafka, Grafana, Prometheus, Python Dash, and more.

Location:

New York (hybrid)

If you're interested in building technology that directly impacts investment decisions within a top-tier trading environment, I'd be happy to share more details. Feel free to get in touch.