Quantitative Financial Analyst II

Location: Office - Boise, United States

Company

hirify.global develops financial technology and analytics software for portfolio valuation, risk assessment, performance measurement, and investment data management.

What you will do

• Design, build, and maintain quantitative models, calculation libraries, and analytics tools for portfolio valuation, risk, performance, and cash flow analysis.
• Develop production-quality Python code, shared libraries, internal tooling, and automated tests using version-controlled and peer-reviewed workflows.
• Build data pipelines that source, normalize, validate, and deliver security, market, and reference data to financial models.
• Implement numerical and statistical methods, including Monte Carlo simulation, optimization, interpolation, root-finding, and stochastic interest rate models.
• Write and optimize SQL, replicate and validate mathematical models across Excel and Python, and analyze large model-output datasets.
• Collaborate with software engineers, clients, and operations teams while documenting and presenting complex quantitative concepts to non-technical stakeholders.

Requirements

• Degree in finance, economics, engineering, mathematics, statistics, physics, computer science, or a similar quantitative discipline.
• PhD in a quantitative discipline, or a master’s degree with at least 2 years of relevant experience, or a bachelor’s degree with at least 3 years of direct quantitative analysis or development experience.
• Demonstrated ability to write reusable, tested Python code, interact with APIs, and manage data for financial modeling and calculations.
• Experience with Git, collaborative software development workflows, and relational database queries using SQL.
• Strong analytical skills covering statistics, quantitative methods, or risk management, plus a solid understanding of financial markets, instruments, and investment strategies.
• Strong written and verbal communication skills.

Nice to have

• Fixed income, risk analytics, cash flow analysis, OAS, duration, convexity, derivatives pricing, implied volatility, or interest rate modeling experience.
• Experience with Hull-White, HJM, or LIBOR Market Models, model calibration, and numerical code performance optimization.
• Proficiency with NumPy, pandas, and SciPy, plus experience building multi-source data pipelines.
• Experience with automated testing, CI/CD, code review, AWS, Agile development, or AI coding assistants and LLM-based tools.
• Progress toward or completion of the CFA, FRM, or CQF.

Culture & Benefits

• Work alongside software engineering, client, and operations teams on financial technology solutions.
• Participate in client conversations related to quantitative finance and analytics.
• Contribute to automation that improves recurring analytical, validation, and documentation work.
• Stay current with quantitative analysis, financial technology, software engineering practices, and industry regulation.