Quantity Developer

We are opening a Quantitative Developer search. Full scorecard attached; the key screens are below.

The one hard gate: shipped, maintained production code. They must have built production software that was deployed, that others depend on, and that they maintained after release, not prototypes or notebooks. A strong quant who only writes research-grade code is the wrong fit here.

Also non-negotiable:

• Strong production Python in a Django codebase (tests, code review, CI, migrations)
• Strong knowledge of the US market and how its instruments are structured, identified, and traded
• Asset-classification depth across equities, fixed income, funds, ETFs, annuities, structured products, cash equivalents, and private assets
• Risk models and scoring (volatility, correlation, concentration, tail measures)
• 18+ month tenures. Please screen out job-hopping

Fully remote (LATAM), senior seat, reports to our Financial Engineering Manager.