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Farther FinanceFarther FinanceNew York, NY

Portfolio Quant Developer

Build and own Python-based portfolio analytics, risk modeling, cost basis, and performance measurement infrastructure for multi-asset books at institutional scale. Requires 3+ years in portfolio analytics/construction, deep trade lifecycle and fixed income knowledge, and strong Python skills.

Salary not listed
Hybrid3+ YOEData Analytics

About the role

Your Impact

  • Build optimized Python analytics for portfolio measurement at scale — supporting multi-asset books across tens to hundreds of billions in AUM
  • Own cost basis, holdings, and transaction data integrity — ingesting custodian data and calculating portfolio returns accurately
  • Model portfolio risk across asset classes, including factor, duration, curve, spread, convexity, beta, and options risk exposures
  • Support portfolio construction logic and multi-asset allocation workflows
  • Contribute to execution algorithm development — including market impact measurement and VWAP-style execution analytics

Requirements

  • 3–10 years in portfolio performance, analytics, or construction
  • Deep familiarity with the trade lifecycle: holdings, transactions, corporate actions, cost basis, and reconciliation
  • Multi-asset class experience: equities, fixed income, munis, alternatives, and options
  • Fixed income fundamentals: duration, key-rate duration, spread risk, carry/roll, and laddered or optimized bond construction
  • Derivatives-aware portfolio construction: delta-based exposures, overlays, and options-related risk measures
  • Strong Python — comfortable in Jupyter-centric research workflows for exploratory analysis, back-testing, and rapid prototyping

Nice-to-Haves

  • AWS experience
  • Experience with PMS or OMS platforms (e.g., Black Diamond, Advent, Charles River)
  • Background at a custodian (Schwab, Fidelity) or trading house — you've seen this problem from the other side
  • Familiarity with Black-Litterman, shrinkage estimators, robust optimization, or Bayesian approaches to portfolio construction
  • Familiarity with hierarchical risk parity, equal risk contribution, or other modern allocation frameworks

Skills

PythonPortfolio AnalyticsRisk ModelingFixed IncomeDerivativesPortfolio ConstructionCost BasisJupyterAWS

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