Risk Platform - Quant Developer

Selby Jennings; New York (NY); On-site; USD 180,000 - 240,000; Full time

Job summary

Selby Jennings is seeking a Quantitative Developer to build and scale real-time risk, P&L, and market data platforms used by Portfolio Managers, Traders, and Quantitative Researchers. The role blends software engineering with quantitative finance to deliver analytics, exposure management, and risk visibility across asset classes.

You will work at the intersection of engineering and trading, shaping systems that influence portfolio construction and trading decisions, with close interaction with

Qualifications

• Bachelor's degree or higher in a quantitative field.
• Experience building large-scale production systems.
• Experience with real-time data processing and low-latency systems.

Responsibilities

• Design and develop large-scale risk, P&L, and market data platforms for front-office teams.
• Build real-time systems providing visibility into portfolio exposures, positions, and risk metrics.
• Develop scalable pipelines for streaming financial data.
• Collaborate with Portfolio Managers, Traders, and Researchers to deliver tech solutions.
• Enhance portfolio analytics, exposure analytics, position management, and risk reporting.
• Support production trading and analytics systems in fast-paced environments.
• Contribute to architecture of next-gen risk and analytics across asset classes.
• Evaluate technologies to improve performance, scalability, and usability for front-office stakeholders.

Skills

Java

Python

C++

Distributed systems

Low-latency

Real-time data processing

Front-office collaboration

Education

Bachelor's or higher in CS/Engineering/Math/Physics

Master's or PhD preferred

Tools

KDB+/q

ClickHouse

Kubernetes

Public cloud (AWS/GCP)

Job description

A leading global investment firm is seeking a Quantitative Developer to help build and scale the real-time risk, P&L, and market data platforms used directly by Portfolio Managers, Traders, and Quantitative Researchers. This is a front-office engineering role focused on developing the systems that power portfolio analytics, exposure management, position monitoring, and risk visibility across multiple asset classes.

The team operates at the intersection of software engineering, quantitative finance, and trading, building business-critical infrastructure that supports investment decisions in real time. The role offers significant interaction with investment professionals and the opportunity to work on systems that directly influence portfolio construction, risk management, and trading activity.

About the Role

A leading global investment firm is seeking a Quantitative Developer to help build and scale the real-time risk, P&L, and market data platforms used directly by Portfolio Managers, Traders, and Quantitative Researchers. This is a front-office engineering role focused on developing the systems that power portfolio analytics, exposure management, position monitoring, and risk visibility across multiple asset classes.

The team operates at the intersection of software engineering, quantitative finance, and trading, building business-critical infrastructure that supports investment decisions in real time. The role offers significant interaction with investment professionals and the opportunity to work on systems that directly influence portfolio construction, risk management, and trading activity.

Responsibilities

• Design and develop large-scale risk, P&L, and market data platforms used by front-office investment teams.
• Build real-time systems that provide visibility into portfolio exposures, positions, risk metrics, and performance.
• Develop highly scalable data pipelines and infrastructure capable of processing large volumes of streaming financial data.
• Partner closely with Portfolio Managers, Traders, and Quantitative Researchers to understand workflows and deliver impactful technology solutions.
• Build and enhance portfolio analytics, exposure analytics, position management, and risk reporting capabilities.
• Support and improve production trading and analytics systems in a fast-paced environment.
• Contribute to the architecture of next-generation risk and analytics platforms spanning multiple asset classes and investment strategies.
• Evaluate and implement technologies that improve performance, scalability, and usability for front-office stakeholders.

Required Qualifications

• Strong software engineering experience developing complex, large-scale production systems.
• Expert programming skills in Java, Python, and/or C++.
• Experience building front-office trading, risk, P&L, market data, or portfolio analytics platforms.
• Strong understanding of distributed systems, data structures, algorithms, and software design principles.
• Experience working with real-time data processing, streaming architectures, or low-latency systems.
• Demonstrated ability to work directly with traders, portfolio managers, quantitative researchers, or other front-office stakeholders.
• Bachelor's, Master's, or PhD in Computer Science, Engineering, Mathematics, Physics, or another quantitative discipline.

Preferred Qualifications

• Experience developing risk analytics, exposure management, or pricing platforms.
• Exposure to equities, fixed income, derivatives, or multi-asset trading environments.
• Experience with KDB+/q, market data platforms, or large-scale time-series data systems.
• Familiarity with modern cloud and infrastructure technologies, including Kubernetes, ClickHouse, and public cloud environments.
• Prior experience supporting production trading or investment systems.