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5 дней назад

Quantitative Developer (Private Markets)

133 000 - 173 000$
Формат работы
onsite
Тип работы
fulltime
Грейд
senior
Английский
b2
Страна
US
Вакансия из списка Hirify.GlobalВакансия из Hirify Global, списка международных tech-компаний
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Описание вакансии

Текст:
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TL;DR
Quantitative Developer (Private Markets): Building deterministic performance measurement engines for private-market portfolios with an accent on return methodologies, NAV reconciliation, benchmark-relative returns, and gross-to-net calculations. Focus on implementing auditable financial functions, validating timing and flow-classification edge cases, and creating golden-value regression tests for agent-generated code.

Location: New York, New York, United States

Salary: $133,000–$173,000 per year, plus eligibility for an annual bonus

Company

hirify.global provides research-based data, analytics, indexes, and technology for investors and participants across public and private markets.

What you will do

  • Implement TWR, Modified Dietz, and money-weighted return methodologies as pure, auditable functions over conserved cash flows.
  • Build NAV roll-forwards that reconcile exactly to underlying flows and marks without balancing entries.
  • Develop benchmark-relative returns, including proxy-filled returns where direct benchmarks are unavailable.
  • Implement explainable gross-to-net bridges through accurate fee and carry leg selection.
  • Specify and validate timing conventions and flow-classification rules using value-neutrality properties.
  • Write human-owned reference cases and adversarial timing tests for agent-generated implementations.

Requirements

  • 5+ years of experience building performance measurement systems in asset management, fund administration, or a GIPS-adjacent environment.
  • Strong knowledge of numerical methods, floating-point tolerance, and financial calculation accuracy.
  • Production experience with a modern, type-safe language such as Go, Kotlin, or Scala, or with Python for financial calculation engines.
  • Ability to distinguish precisely between TWR and IRR and understand their limitations.
  • Direct GIPS compliance or verification experience.
  • Specific private-markets performance measurement experience.

Culture & Benefits

  • Flexible working arrangements, advanced technology, and collaborative workspaces.
  • Transparent compensation schemes and comprehensive employee benefits tailored to the work location.
  • Learning and development through the Global Orientation program, Learning@hirify.global, AI Learning Center, LinkedIn Learning Pro, and tailored learning opportunities.
  • Career development through internal mobility, expanded roles, and new challenges.
  • Inclusive employee environment supported by eight Employee Resource Groups.

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