Senior Quantitative Software Engineer

Lead Software Engineer – Quantitative Investment Research (Python, C#)

Will be hands‑on technical partner to Portfolio Investment Managers and Quantitative Researchers performing Investment Banking.

• Fulltime role with Paid Vacation & Paid Holidays & Company Benefits – Onsite in Boston, MA

Confidential, super progressive INVESTMENT BANKING / FINANCIAL SERVICES firm with offices in 15+ countries.

-- Must have C# &Python work experience directly supporting Investment Banking / Financial Quantitative Research --

Lead Software Engineer will sit directly within the Quantitative Investment Group and serve as a hands‑on technical partner to Portfolio Managers & Quantitative Researchers. Will primarily work in Python and C#, supporting the full lifecycle of systematic investment workflows, from research enablement and data integration to platform development and firmwide integration.

This is not a traditional support or centralized platform role. The successful candidate will help in the design, implementation, and evolution of the Quantitative Portfolio and Research infrastructure, translating portfolio construction, optimization, and risk research into scalable, production‑grade systems while aligning with broader firmwide technology initiatives.

Quantitative Research & Investment Portfolio Enablement

• Partner closely with Investment Portfolio Managers and Quantitative Researchers to understand research workflows and investment objectives. Design and implement software that supports systematic portfolio construction, optimization, rebalancing, and risk analytics across equity and credit strategies. Enable rapid research iteration while ensuring a clear and deliberate path to production‑quality implementations. Help ensure consistency and rigor between research prototypes and live portfolio implementation, reducing model and operational risk.

Quantitative Platform Modernization

• Support the migration and standardization of systematic models onto next‑generation quantitative frameworks, improving scalability, performance, and reproducibility.
• Build and maintain shared time‑series and factor data services that streamline factor timing, regime analysis, and model execution.
• Partner with researchers to evolve domain abstractions (like securities, regions, model concepts, regimes) into durable, well‑designed software components.
• Enable seamless interoperability between legacy research environments and modern Python‑ and C#‑based platforms, minimizing friction as technologies evolve.

Data & Integration

• Support acquisition, ingestion, and integration of new internal and third‑party datasets required for quantitative research.
• Design data access patterns that support time‑series correctness, back‑testing accuracy, and point‑in‑time analysis.

Infrastructure, DevOps & Firmwide Alignment

• Partner with platform and DevOps teams to spin up and evolve research and production environments as needed.
• Contribute to CI/CD and perform basic Linux & Windows system administration.
• Strong professional experience with Python for data‑intensive or analytical applications. Solid experience with C# and building maintainable, production‑grade software.
• Experience designing APIs, services, or shared libraries used by multiple consumers, AWS /Azure cloud environments and Microsoft SQL Server.

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Quantitative & Data Context

• Experience working with large, complex datasets and analytical workflows. Familiarity with time‑series data, numerical computation, and data modeling concepts and systematic investmentor research‑driven environments.

REQUIREMENTS

• MUST HAVE work experience from within a Financial Services company in the "Equity Investment Research Space" that has helped Portfolio Managers & Quantitative Researchers determine company and stock values and trends.
• Technical degree with 5+ years of C# and Python development professional experience as a software engineer, quantitative developer, or similar.
• MUST HAVE great English communications skills with ability to have frequent direct interaction with Researchers and Portfolio Managers. This job will be physically sitting in the same area (embedded) as the Portfolio Managers & Quants.
• Must work onsite 4 days a week in Boston, MA.
• For US-based candidates we are able to transfer sponsorship of existing H-1B VISAs.