Credit Quantitative Developer

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. #J-18808-Ljbffr Alexander Chapman