Quantitative Developer – Python, Django

• Build and maintain production Python computing PRISM and related risk scores
• Build and maintain the reference-set harness validating model or classification changes in CI
• Diagnose production scoring failures and distinguish code, data, and methodology issues
• Fix underlying classes of bugs rather than only individual instances
• Rule on straightforward classification questions and escalate difficult cases involving structured products, buffered ETFs, and private assets
• Estimate blast radius and maintain a tested rollback for every model or classification change before release
• Keep the scoring path performant as portfolio and security volume grows
• Take a live PRISM defect end to end during the first 90 days
• Establish and wire a reference-set harness into CI, then make it a required check
• Take scoring incidents off the Principal Engineer

• Production Python you've shipped and maintained — not a prototype or notebook
• Django — models, migrations, tests, CI, code review, to the same standard as any other engineering seat
• SQL and data work at scale — pandas, numpy, portfolio-sized datasets
• Testing and validation engineering — reference-set/golden-data harnesses wired into CI, not just unit tests
• Experience with large-scale systems, data pipelines, or automated systems (trading systems, scrapers, data adapters)
• Knowledge of US market structure and asset classification — equities, fixed income, funds, ETFs, annuities, structured products, cash equivalents, private assets
• Risk modeling and scoring fundamentals — volatility, correlation, concentration, tail measures
• Consistent employment history with 18+ month tenures in previous roles
• Hands-on options, structured products, or derivatives experience is a plus
• Tax-aware analytics (after-tax return, cost basis, loss harvesting) is a plus
• Not primarily research-grade quantitative code, notebooks, or prototypes; production software experience from development through deployment and maintenance

• Long-term opportunity to contribute to production systems used in real financial workflows