Quantitative Developer (Risk & PnL Analytics)

Posted 5 days ago

njf global holdingsNew York (NY)

SENIORITY

Lead

SALARY

$250k-300k

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About the role

Quantitative Developer (Risk & PnL Analytics)
Salary: $250k-300kTotal compensation: very flexible - dependent on seniority, expectations and performance We're partnered with a leading global quantitative trading firm hiring a Quantitative Developer to join the Fixed Income & Macro business, working on front-office risk, pricing, PnL attribution, and portfolio analytics. This is a front-office-facing role - you'll sit directly with portfolio managers, traders, and quant researchers, building the systems they use to understand exposures, risk, and daily PnL in real time. This isn't a central risk-reporting function; it's embedded technology that shapes how the desk sees and manages its book. What you'll work on: Designing and building risk and PnL attribution systems for fixed income and macro portfolios Developing tools for exposure analysis, VaR, and scenario/stress testing Partnering closely with PMs, traders, and quant researchers to translate risk and pricing requirements into production systems Working across the stack in Python, with performance-critical components in C++What we're looking for: Strong software engineering skills in Python (and C++ ideally) Ability to reason rigorously about exposures, risk metrics, and PnL — you understand why numbers move, not just how to compute them Background in one of the following: front-office risk technology, quant research/development supporting an asset class or pod, risk-analytics vendor platforms, middle-office/product-control PnL production, treasury/funding technology, or computational domains such as derivatives pricing, numerical optimization, or simulation A track record of building production systems, not just configuring or consuming someone else's

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