Senior Quantitative Software Engineer
Position Summary
We are seeking a Senior Quantitative Software Engineer to bridge the gap between quantitative finance and production engineering systems. This role combines deep financial securities knowledge with backend software
engineering expertise to build, optimize, and maintain the computational core of our managed account platform. The ideal candidate excels at translating complex financial models into efficient, production-grade C# code and can
diagnose performance bottlenecks through rigorous code analysis and mathematical reasoning.
Key Responsibilities
Design and implement portfolio models, tax optimization algorithms, and rebalancing logic in C# and .NET Core
Translate quantitative financial strategies into clean, efficient, and testable backend code
Diagnose and resolve complex performance issues by analyzing algorithmic complexity and code efficiency
Collaborate with engineering teams to integrate quantitative logic into production-grade microservices
Build and optimize RESTful APIs that serve financial calculations and portfolio analytics
Work with diverse data systems including SQL Server, MongoDB, DynamoDB, and other AWS data services
Conduct code reviews with a focus on correctness, efficiency, and maintainability of quantitative algorithms
Profile and optimize backend services to ensure sub-second response times for compute-intensive operations
Write clear technical documentation in Confluence to explain complex financial logic to cross-functional teams
Implement serverless and scalable solutions leveraging AWS services (Lambda, Step Functions, ECS)
Participate in Agile ceremonies and collaborate with product owners to align technical solutions with business needs
Requirements for Success
Bachelor's or Master's degree in Computer Science, Financial Engineering, Mathematics, Physics, or related quantitative field
5+ years of professional software development experience with C# and .NET Framework/Core
3+ years of experience in financial securities, portfolio management, or quantitative finance applications
4+ years working with relational databases (SQL Server preferred) and query optimization
3+ years developing cloud-native applications, preferably in AWS (Azure experience also valued)
Strong understanding of data structures, algorithms, and computational complexity analysis
Proven ability to diagnose performance issues through code profiling and optimization techniques
Experience with financial concepts such as asset allocation, rebalancing, tax-loss harvesting, or portfolio optimization
Skills We Are Looking For
Backend Engineering Expertise: C#, .NET Core, ASP.NET, microservices architecture
Quantitative Analysis: Strong applied mathematics, statistics, and financial modeling skills
Problem Diagnosis: Ability to identify bottlenecks, analyze code efficiency, and explain problems clearly
Cloud Platforms: AWS services (Lambda, ECS, API Gateway, S3, DynamoDB) or Azure equivalents
Database Proficiency: SQL Server optimization, NoSQL databases (MongoDB, DynamoDB)
API Development: RESTful web services, JSON APIs, OpenAPI specifications
Code Quality: Unit testing, integration testing, and continuous integration practices
Communication: Excellent written and verbal skills to explain complex technical concepts
Collaboration: Ability to work effectively across engineering, product, and business teams
Bonus Items
Advanced degree (MS or PhD) in a quantitative discipline
Experience with Python for quantitative analysis and prototyping
Knowledge of modern portfolio theory, risk models, or derivatives pricing
Familiarity with Docker and container orchestration
AWS certifications (Solutions Architect, Developer, or Machine Learning)
Experience with GitHub Actions, Terraform, or infrastructure-as-code
Background in high-frequency trading, market microstructure, or algorithmic trading
Contributions to open-source quantitative finance libraries
Experience with observability tools and performance monitoring (CloudWatch, DataDog, New Relic)
Understanding of regulatory requirements in wealth management (SEC, FINRA)
Why us?
Work on cutting-edge FinTech solutions that impact billions in assets under management
Collaborate with a talented team of engineers, quantitative analysts, and financial experts
Flexible, remote-friendly work environment with offices in Austin, TX and West Palm Beach, FL
Competitive compensation, benefits, and opportunities for professional growth
Make a direct impact on product architecture and quantitative strategy
Fast-paced, innovative culture that values technical excellence and continuous learning