Quantitative Financial Analyst I (Python)

Location: Office - Boise, United States

Company

hirify.global provides financial analytics powered by financial models, calculation libraries, data pipelines, and investment data.

What you will do

• Research and implement new financial calculations with senior quantitative developers and analysts.
• Write reusable, tested Python and contribute to shared libraries and internal tooling through code review.
• Replicate mathematical models in Excel and Python, including client analytics tie-outs.
• Perform acceptance, regression, and integration testing of financial models.
• Query security, position, and market data with SQL and maintain data pipelines that source, normalize, and validate model inputs.
• Implement numerical and statistical methods, build small AI-assisted automations, document calculation methodology, and explain findings to internal stakeholders.

Requirements

• Master’s degree completed or expected before the start date in a quantitative field such as financial engineering, finance, economics, engineering, mathematics, statistics, physics, or computer science.
• No prior professional experience is required.
• Demonstrated Python programming ability, including reusable functions and modules, structured data, and financial or mathematical calculations.
• Strong foundation in probability, statistics, linear algebra, and numerical methods.
• Foundational understanding of financial markets, instruments, and investment strategies.
• Strong written and verbal communication skills, receptiveness to feedback, and willingness to escalate roadblocks early.

Nice to have

• Exposure to SQL, relational databases, Git, automated testing frameworks, Agile, and collaborative software development.
• Experience or coursework in fixed income, risk analytics, stochastic financial modeling, interest rate models, derivatives pricing, or implied volatility.
• Proficiency with NumPy, pandas, SciPy, advanced Excel modeling, and data pipelines integrating multiple systems or vendors.
• Internship, co-op, research, or fintech experience, or progress toward the CFA, FRM, or CQF.
• Experience using AI coding assistants and LLM-based development tools.

Culture & Benefits

• Early-career role with structured guidance from senior quantitative developers and analysts.
• Opportunities to learn Clearwater’s financial and data models and gradually take ownership of a domain.
• Collaborative development through code reviews and shared engineering standards.