INTL Senior Quantitative Engineer

Job Description

Our client is seeking a Senior Quantitative Software Engineer to bridge the gap between quantitative finance and production engineering systems. This role combines deep financial securities knowledge with backend software engineering expertise to build, optimize, and maintain the computational core of our managed account platform. The ideal candidate excels at translating complex financial models into efficient, production-grade C# code and can diagnose performance bottlenecks through rigorous code analysis and mathematical reasoning.

Ideal pay rate: $17.50-24/hr

• Design and implement portfolio models, tax optimization algorithms, and rebalancing logic in C# and .NET Core
• Translate quantitative financial strategies into clean, efficient, and testable backend code
• Diagnose and resolve complex performance issues by analyzing algorithmic complexity and code efficiency
• Collaborate with engineering teams to integrate quantitative logic into production-grade microservices
• Build and optimize RESTful APIs that serve financial calculations and portfolio analytics
• Work with diverse data systems including SQL Server, MongoDB, DynamoDB, and other AWS data services
• Conduct code reviews with a focus on correctness, efficiency, and maintainability of quantitative algorithms
• Profile and optimize backend services to ensure sub-second response times for compute-intensive operations
• Write clear technical documentation in Confluence to explain complex financial logic to cross-functional teams
• Implement serverless and scalable solutions leveraging AWS services (Lambda, Step Functions, ECS)
• Participate in Agile ceremonies and collaborate with product owners to align technical solutions with business needs

We are a company committed to creating diverse and inclusive environments where people can bring their full, authentic selves to work every day. We are an equal opportunity/affirmative action employer that believes everyone matters. Qualified candidates will receive consideration for employment regardless of their race, color, ethnicity, religion, sex (including pregnancy), sexual orientation, gender identity and expression, marital status, national origin, ancestry, genetic factors, age, disability, protected veteran status, military or uniformed service member status, or any other status or characteristic protected by applicable laws, regulations, and ordinances.

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• Bachelor's or Master s degree in Computer Science, Financial Engineering, Mathematics, Physics, or related quantitative field
• 5+ years of professional software development experience with C# and .NET Framework/Core
• 3+ years of experience in financial securities, portfolio management, or quantitative finance applications
• 4+ years working with relational databases (SQL Server preferred) and query optimization
• 3+ years developing cloud-native applications, preferably in AWS (Azure experience also valued)
• Strong understanding of data structures, algorithms, and computational complexity analysis
• Proven ability to diagnose performance issues through code profiling and optimization techniques
• Experience with financial concepts such as asset allocation, rebalancing, tax-loss harvesting, or portfolio optimization
• Advanced degree (MS or PhD) in a quantitative discipline
• Experience with Python for quantitative analysis and prototyping
• Knowledge of modern portfolio theory, risk models, or derivatives pricing
• Familiarity with Docker and container orchestration
• AWS certifications (Solutions Architect, Developer, or Machine Learning)
• Experience with Git Hub Actions, Terraform, or infrastructure-as-code
• Background in high-frequency trading, market microstructure, or algorithmic trading
• Contributions to open-source quantitative finance libraries
• Experience with observability tools and performance monitoring (Cloud Watch, Data Dog, New Relic)
• Understanding of regulatory requirements in wealth management (SEC, FINRA)