Sr. Quantitative Strategist / Developer (Fintech, AI)

TL;DR

Senior Quantitative Strategist / Developer (Fintech, AI): Developing and implementing advanced quantitative models and scalable architecture solutions that underpin portfolio and equity optimization strategies with an accent on comprehensive risk management and tax efficiency. Focus on applying advanced mathematical techniques including Monte Carlo simulations and AI/ML to accelerate research and driving the full software development lifecycle from prototyping to production deployment.

Location: New York, United States

Company

hirify.global is a leading global investment banking, securities, and investment management firm.

What you will do

• Lead the development and implementation of sophisticated quantitative models for portfolio and equity optimization, and risk management.
• Design, build, and maintain scalable, cloud-native architecture solutions on AWS for quantitative analytics and production systems.
• Apply advanced mathematical, statistical, and operational research techniques, including Monte Carlo simulations and AI/ML.
• Develop and integrate strategies for direct indexing and loss harvesting to enhance tax efficiency and client returns.
• Drive the full software development lifecycle from prototyping to production deployment.
• Collaborate closely with investment strategists, portfolio managers, and development teams.

Requirements

• Education: Master's degree (preferred) or Ph.D. in a quantitative field such as Computational Finance, Physics, Mathematics, Computer Science, or Operations Research.
• Experience: 10+ years of progressive experience in a quantitative role within financial services, with a strong focus on portfolio management, equity strategies, or quantitative development.
• Expert-level programming proficiency in Python, Scala, or C++.
• Extensive experience with cloud platforms (AWS Lambda, containers) and building scalable, distributed systems.
• Strong understanding of quantitative methods: Monte Carlo simulation, regression, portfolio optimization, equity strategy design, factor modeling, options & derivatives pricing.
• Proficiency in SQL, Linux, Git, and modern SDLC practices, with proven experience in portfolio optimization and equity optimization.

Nice to have

• Prior experience at leading asset managers or direct indexing providers.
• CFA designation (Level I or II).
• FINRA Series 7 and 63 licenses.

Culture & Benefits

• Committed to fostering and advancing diversity and inclusion.
• Opportunities for professional and personal growth through training and firmwide networks.
• Benefits, wellness, personal finance offerings, and mindfulness programs.
• Offers best-in-class benefits.
• Committed to finding reasonable accommodations for candidates with special needs or disabilities.