Full Stack Engineer - Credit Hedge Fund

FULL STACK DEVELOPER needed at one of our credit focused $20b hedge fund clients!!! Hybrid 1 - 2 days a week in NYC only. Total comp $175k - $225k.

This is a full time salaried role but will be set up as a consulting agreement and there will be no benefits. Must have financial markets experience, especially within credit as well as experience with trading/portfolio management systems. Relevant middle and back end engineering experience is required, with the front end ideally as well.

No C2C - this is a direct hire and you will be required to meet them in person during the interview process.

This consulting Full Stack Software Developer reports to the CIO & CEO and designs, builds, and supports front-office trading, portfolio, and risk applications for the Relative Value and Quantitative Credit strategies across the front end (ASP.NET MVC/Razor and/or React/TypeScript), middle tier (C#/ASP.NET Core), and SQL Server back end of their Microsoft-based platform.

The ideal candidate is a hands-on, self-motivated engineer with strong technical ownership, equally comfortable building a UI, exposing an API, and tuning a query, who takes features from requirements through production support, collaborates directly with investment professionals in cross-functional onshore and offshore teams, and helps evolve a modern front-office platform with meaningful impact on trading efficiency, portfolio management, and investment risk decisions.

Responsibilities & Goals:

• Design, build, and maintain end-to-end features across the full stack, including trading, portfolio management, pricing, positions, P&L, and risk analytics applications and responsive, data-intensive UIs (grids, dashboards, reports, forms) for investment, risk, and operations teams.
• Build and maintain RESTful APIs, microservices, scalable real-time event-driven and background services (trade processing, risk aggregation), integration jobs, and data pipelines connecting internal systems with market data, pricing engines, trading platforms, fund administrators, and prime brokers; integrate quantitative analytics.
• Write and optimize T-SQL (tables, views, stored procedures, functions, indexes) and support reporting via SSRS, SSIS, and/or Power BI.
• Participate in the full SDLC (requirements, design, estimation, coding, code review, testing, deployment, support); write unit and integration tests, follow coding and naming standards, and contribute to CI/CD and production monitoring.
• Partner with business stakeholders, portfolio managers, traders, quants, and risk teams to turn requirements into maintainable solutions and conduct ad hoc analysis of operational issues; build and support Python-based tools, analytics, and data workflows.
• Resolve production issues across UI, API, and database tiers (rotating support as needed); document designs, data flows, and operational procedures; contribute to technical standards and process improvements.
• Evaluate and adopt new tools (including AI-assisted development) and modernize platforms for performance, scalability, reliability, and operational resilience where they deliver measurable benefit to the firm.

Qualifications and Requirements:

• Bachelor's degree in Computer Science, Information Systems, Engineering, Mathematics, or related field (Master's welcome); 5+ years' full-stack development on the Microsoft platform.
• Software architecture, object-oriented design, design patterns, concurrency, distributed systems; microservices and event-driven applications (Kafka, Confluent, or Azure Event Hubs a plus).
• Front end: ASP.NET (MVC, Razor) and React with TypeScript; modern JavaScript (ES6+), jQuery, HTML5, CSS; component libraries and enterprise data-grid controls.
• Middle tier: C# and .NET 8+ (ASP.NET Core Web APIs, MVC, Windows/background services); Entity Framework Core, dependency injection, authentication/authorization (OAuth 2.0, OpenID Connect, Microsoft Entra ID), REST design. Python (pandas, NumPy, SQL data access) to build, maintain, and troubleshoot the portfolio management team's tools and analytics.
• Back end and data: SQL Server and T-SQL (schema design, normalization, indexing, query tuning, stored procedures, large data volumes); PostgreSQL and Redis; Power BI; ETL and data pipeline design; Excel and VBA.
• DevOps and cloud: Git (GitHub or Bitbucket), branching, pull requests, CI/CD (Azure DevOps, GitHub Actions); Azure (App Service, Azure SQL, Functions, Key Vault, Storage) a strong plus; AWS, Docker, Kubernetes, Terraform, and Datadog (monitoring) also valued.
• Financial services experience, especially credit markets: credit instruments (corporate bonds, loans, CDS, credit indices), Equity options and derivates, Interest rate options and derivatives, relative value strategies, pricing, spreads and accruals, security identifiers, fund-administrator reconciliation.
• Front-office trading, portfolio management, pricing, or risk technology: trade lifecycle, positions, P&L, DV01, CS01, scenario analytics, quantitative analytics, financial data processing; integrations with data providers, fund administrators, and order/portfolio management systems such as Enfusion, Bloomberg, Tradeweb, or MarketAxess a plus.
• Highly motivated, resourceful self-starter with an appetite for knowledge; manages multiple projects with attention to detail, time management, and organization (sets and meets priorities); identifies complex problems and develops, evaluates, and implements solutions.
• Excellent interpersonal, verbal, and written communication; comfortable with non-technical business users and onshore and offshore resources.