Description

You will build full-stack applications for credit and structured products platforms, integrating backend services, APIs, data pipelines, and modern web front ends. You will develop quantitative models for fixed-income valuation, scenario analysis, and risk decomposition, while migrating legacy .NET/C# applications to scalable cloud architectures.

This role is on-site.

Responsibilities

• Develop backend services, APIs, and data pipelines using Python and .NET, alongside TypeScript/React front ends.
• Build quantitative models for fixed-income valuation, cash flow projections, and portfolio risk decomposition.
• Integrate third-party systems including Geneva, market data vendors, and CRM platforms with clean adapters.
• Migrate legacy .NET/C# applications and SSRS reports to modern, cloud-deployed architectures.
• Own end-to-end data quality, ingestion, and validation, partnering with data management on governance.

Required Skills

• 5+ years of experience in full-stack development.
• Strong proficiency in C#, .NET, and Python.
• Experience with TypeScript and React for modern web front ends.
• Proficiency in SQL Server and REST APIs.
• Experience with Microservices architecture and Docker.
• Knowledge of Numpy for quantitative analysis.
• Familiarity with PowerBI or Tableau for reporting.

Preferred Skills

• Experience with Geneva portfolio accounting system.
• Background in quantitative finance or structured products.

Key Skills

Education

Bachelor's degree