Credit Quantitative Developer

**Credit Strat Developer New York**

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.