Portfolio Finance Quant

Position: Portfolio Finance Quant

Asset Class: Fixed Income

Location: New York, 4 days on-site

Employment Type: Full-Time

Client: Hedge Fund

TC: Base Bonus (Advertised is base salary only)

Important Note* - Client is NOT able to sponsor candidates that require a visa to work in the United States.

The Role

You will be responsible for modeling existing treasury workflows and replacing manual processes with systematic, automated solutions. The team combines domain expertise, quantitative skills, and engineering capability to deliver scalable infrastructure that supports and automates financial decision-making across the business. This is not a pure quant nor a pure engineering role — the firm needs someone who operates fluidly across both.

What You'll Be Doing

• Modeling and systematizing treasury workflows across liquidity management, collateral optimization, and counterparty credit risk
• Applying convex optimization techniques to financing and capital efficiency problems
• Building scalable, high-performance solutions using the scientific Python ecosystem — NumPy, SciPy, scikit-learn, Pandas, Polars
• Working closely with treasury stakeholders to translate business requirements into well-engineered technical solutions
• Engaging directly with end users to iterate on solutions that improve accuracy, usability, and operational efficiency
• Contributing to design discussions, code reviews, and knowledge sharing across a collaborative cross-functional team
• Continuously deepening expertise at the intersection of quantitative finance and treasury engineering

What We Are Looking For

• Masters degree or above in Financial Engineering, Computer Science, or a relevant quantitative discipline
• 5–10 years of experience in a quantitative development or financial engineering capacity
• Deep proficiency across the scientific Python ecosystem — NumPy, SciPy, Pandas, Polars, scikit-learn
• Strong understanding of hedge fund financing mechanics with a focus on systematic equities
• Familiarity with convex optimization frameworks and their application to financial problems
• Experience across the full software development lifecycle in a quantitative or financial environment
• Buy-side or sell-side portfolio analytics experience, preferably with a financing or treasury angle
• Strong understanding of treasury functions — liquidity risk, collateral management, and counterparty credit risk
• User-focused mindset — comfortable engaging with diverse stakeholders to build solutions that address real operational needs
• Strong problem-solving capability with a track record of delivering scalable solutions to complex challenges