5 дней назад
Quantitative Developer (Private Markets)
133 000 - 173 000$
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
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
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@, 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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