Lead Quantitative Developer - Investment Research (Python, C#) NYC

Lead Quantitative Developer - Investment Research (Python, C#)

Will be hands‑on technical partner to Portfolio Investment Managers and Quantitative Researchers performing Investment Banking.

• Fulltime role with Paid Vacation & Paid Holidays & Company Benefits – Onsite in NYC

Confidential, super progressive INVESTMENT BANKING / FINANCIAL SERVICES firm with offices in 15+ countries.

Must have both Python and C# work experience directly supporting Quantitative INVESTMENT Research

Lead Software Engineer (Python & C#) will sit directly within the Quantitative Investment Group and serve as a hands‑on technical partner to Portfolio Managers & Quantitative Researchers. This role will primarily work in Python and C# , supporting the full lifecycle of systematic investment workflows, from research enablement and data integration to platform development and firmwide integration.

This is not a traditional support or centralized platform role. The successful candidate will help in the design, implementation, and evolution ofthe Quantitative Portfolio and Research infrastructure , translating portfolio construction, optimization, and risk research into scalable, production‑grade systems while aligning with broader firmwide technology initiatives.

• Partner closely with Investment Portfolio Managers and Quantitative Researchers to understand research workflows and investment objectives. Design and implement software that supports systematic portfolio construction, optimization, rebalancing, and risk analytics across equity and credit strategies. Enable rapid research iteration while ensuring a clear and deliberate path to production‑quality implementations. Help ensure consistency and rigor between research prototypes and live portfolio implementation, reducing model and operational risk.

Quantitative Platform Modernization

• Support the migration and standardization of systematic models onto next‑generation quantitative frameworks, improving scalability, performance, and reproducibility.
• Build and maintain shared time‑series and factor data services that streamline factor timing, regime analysis, and model execution.
• Partner with researchers to evolve domain abstractions (like securities, regions, model concepts, regimes) into durable, well‑designed software components.
• Enable seamless interoperability between legacy research environmentsand modern Python‑and C#‑based platforms, minimizing friction as technologies evolve.

Data & Integration

• Support acquisition, ingestion, and integration of new internal and third‑party datasets required for quantitative research.

Infrastructure, DevOps & Firmwide Alignment

• Partner with platform and DevOps teams to spin up and evolve research and production environments as needed.
• Experience designing API, services, or shared libraries used by multiple consumers, AWS /Azure cloud environments and Microsoft SQL Server.

Quantitative & Data Context

• Experience working with large, complex datasets and analytical workflows. Familiarity with time‑series data, numerical computation, and data modeling concepts and systematic investment or research‑driven environments.

REQUIREMENTS

• MUST HAVE work experience from within a leading Investment Management company like Fidelity, Goldman Sachs, JPMorganChase, KKR , etc., that actively buys and sells stock and supports Portfolio Managers & Quantitative Researchers that determine the stock values of companies. Working at a regular bank – will NOT be a fit. Must be Investment Management.
• Technical degree with 5+ years of professional experience as a software engineer, quantitative developer, or similar.
• MUST HAVE great English communications skills with ability to have frequent direct interaction with Researchers and Portfolio Managers. This job will be physically sitting in the same area (embedded) as the Portfolio Managers & Quants.
• Must work onsite 4 days a week in New York, NY.
• For US-based candidates we are able to transfer sponsorship of existing H-1B VISAs.