Quantitative Developer (Structured Products)

Stabile Search; New York (NY); Hybrid; USD 300,000 - 350,000; Full time

Job summary

Stabile Search is hiring a Quantitative Developer to join a small, high-impact analytics team at a leading fixed income asset manager in New York. You will build and maintain analytics infrastructure, productionize models from quantitative research, and deliver desk tools used by traders and researchers daily.

The role blends quantitative development with analytics and infrastructure, requiring strong Python, familiarity with structured products (RMBS/ABS/CMBS/CLO), and experience in a

Qualifications

• 3-7 years of professional experience as a quantitative developer, analytics engineer, or in a similar role (flexible for the right candidate).
• Strong Python skills: this is the primary language. C++ is a plus, used for computational speed on heavy simulations and evaluations (not HFT-style low latency).
• Financial product knowledge is important; experience with structured products (RMBS, ABS, CMBS, CLO) is a strong plus, but trainable if the technical skills are there.
• Training at a major bank or large asset manager is preferred.
• Master's degree is preferred.
• Comfort on a small team where you'll wear multiple hats across development, analytics, and infrastructure.

Responsibilities

• Own and maintain the firm's analytics platform and desk tools used by traders and researchers.
• Develop production-ready models from quantitative research and integrate them into the front-office environment.
• Bridge research-grade models into production through robust engineering and infrastructure.
• Collaborate with traders, researchers, and leadership with high visibility on front-office initiatives.
• Report to the team lead on a tight-knit, hands-on engineering team.

Skills

Python

C++

Structured products

Quantitative development

Analytics infrastructure

Education

Master's degree

Bachelor's degree

Job description

Are you a Quantitative Developer with strong Python skills and structured products knowledge interested in joining the front office of a leading asset management firm?

My client has a small, high-impact analytics team that is looking for a Quantitative Developer with 5+ years of experience.

If you are excited about a hybrid quant developer / analytics infrastructure role where your work sits directly in the front office, and where your platform powers the firm's traders and researchers every day, then this is the opportunity for you.

What's the Job?

My client is hiring a Quantitative Developer to join a small front-office analytics team at a leading fixed income asset manager in New York.

The team owns the firm's analytics platform, the front-office system hosting quantitative models and numerical applications built both by the team itself and by the firm's researchers. This is far more than software development: the role spans quantitative development, data analytics, and application development.

You'll build and maintain analytics infrastructure, develop desk tools, and productionize models coming out of quantitative research, including code review as the firm expands its quant hiring.

Think of it as quant dev plus infrastructure: you're not just hosting your own models, you're the bridge that takes research-grade quantitative models into production.

You'll report directly to the team lead on a tight-knit team, with high visibility to traders, researchers, and senior leadership. It's a rare seat combining hands-on engineering with real exposure to the investment side of the business.

Requirements

• 3-7 years of professional experience as a quantitative developer, analytics engineer, or in a similar role (flexible for the right candidate).
• Strong Python skills: this is the primary language. C++ is a plus, used for computational speed on heavy simulations and evaluations (not HFT-style low latency).
• Financial product knowledge is important; experience with structured products (RMBS, ABS, CMBS, CLO) is a strong plus, but trainable if the technical skills are there.
• Training at a major bank or large asset manager is preferred.
• Master's degree is preferred.
• Comfort on a small team where you'll wear multiple hats across development, analytics, and infrastructure.

Compensation

• Total compensation $300k - $350k

Location

This role is based in the firm's New York City office five days a week, with potential flexibility for one remote day down the road.

Interview Process

Three rounds, designed to move quickly:

• Phone screen with the hiring manager.
• Onsite (half day): meet the team, peer teams, and desk users — technical and business knowledge.
• Final onsite with senior leadership — more conversational.

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Candidates able to start right away are preferred (US Citizens / Green Card holders); exceptional H1B transfer candidates will be considered.