Full Stack Quantitative Developer

Eleven Recruiting; Los Angeles (CA); On-site; USD 120,000 - 150,000; Full time

Job summary

Eleven Recruiting is looking for a Full Stack Quantitative Developer to join their team in Los Angeles. The ideal candidate will have extensive experience in full-stack development, specifically within capital markets, and a strong background in quantitative analysis.

This role involves building applications that support crucial financial operations, developing quantitative models for valuation, and enhancing data quality and governance.

Qualifications

• 5+ years of professional software engineering experience in production environments.
• Experience in capital markets, ideally at a hedge fund or asset management firm.
• Solid understanding of fixed-income securities and portfolio accounting concepts.

Responsibilities

• Build full-stack applications for financial products and services.
• Develop quantitative models for valuation and risk analysis.
• Integrate and migrate legacy systems to modern architectures.

Skills

Software engineering experience

Backend development including REST APIs

SQL expertise

Quantitative analysis skills

Cloud deployment experience

Strong communication skills

Education

Bachelor's degree in computer science, mathematics, or related field

Tools

Python

Git

Tableau

Job description

Our client, an investment firm, is seeking a Full Stack Quantitative Developer to join their team in Los Angeles, CA, Dallas, TX, or New York, NY!

Responsibilities

• Build full-stack applications across the credit, private credit, and structured products platforms — backend services, APIs, data pipelines, and modern web front ends used by various business teams across the firm.
• Develop quantitative models and analytics for fixed‑income and structured product valuation, cash flow projections, scenario analysis, and portfolio risk decomposition.
• Integrate third‑party systems including Geneva (portfolio accounting), market data vendors, CRM platforms, and administrative platforms, design clean, well‑tested adapters and reconciliation logic.
• Participate in the migration of legacy .NET/C# applications and SSRS reports to modern, scalable architectures (TypeScript/React front ends, Python or .NET services, cloud‑deployed) with responsive UX across desktop and mobile.
• Own data quality end‑to‑end — ingestion, normalization, validation, and lineage — for firm‑wide positions, partnering with the data management team on governance and controls.
• Build reporting and BI spanning Tableau dashboards, internal web tooling, investor reporting, and ad‑hoc requests for portfolio composition and DDQ responses.
• Translate business needs into engineering — gather requirements directly from PMs, analysts, risk, IR, and operations; document functional and technical specs; write clear UAT plans and lead testing.
• Ship like an engineer — write tests, use source control (GIT/TFS), open clean PRs, manage tickets in DevOps, deploy through CI/CD, and monitor what you ship in production.
• Use AI coding assistants well — accelerate delivery, reduce boilerplate, and improve code quality, while applying the verification, security, and review standards described later.

Required Qualifications

• Bachelor's degree (or higher) from a top‑tier university in computer science, mathematics, physics, financial engineering, or another quantitative discipline.
• 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.
• 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).

Preferred Qualifications

• Prior experience at a credit‑focused hedge fund or alternative asset manager.
• Exposure to Advent Geneva or comparable portfolio accounting systems.
• Experience building data lakes / lakehouses and modern ELT pipelines (Snowflake, Databricks).
• Open‑source contributions or published quant / engineering writing.

Technical Skills - Core

• Backend: REST APIs, asynchronous services, and microservice patterns. Python or NET/C# experience strongly preferred given existing systems.
• 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.

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.