Father Gabriel Richard High School - Ann Arbor, Michigan

Portfolio Quant Developer

Father Gabriel Richard High School - Ann Arbor, Michigan

full-time

Posted on:

Location Type: Hybrid

Location: New York City • New York • United States

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Tech Stack

Python

About the role

  • 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
Benefits
  • Full health benefits + 401(k) matching & Roth IRA options
  • Unlimited PTO
Applicant Tracking System Keywords

Tip: use these terms in your resume and cover letter to boost ATS matches.

Hard Skills & Tools
Pythonportfolio measurementportfolio risk modelingcost basis calculationtransaction data integritymarket impact measurementVWAP execution analyticsback-testingexploratory analysisrapid prototyping