Portfolio Quant Developer at Farther | New York, NY, USA | Rezi

Portfolio Quant Developer at Farther

Portfolio Quant Developer

Farther · New York, NY, USA

3 weeks ago

Portfolio Quant Developer

Farther · New York, NY, USA

a month ago
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About the Role

Farther's trading team is building institutional-grade portfolio management and order management infrastructure. We are seeking a Quant Portfolio Developer to own the analytics layer, focusing on account performance, cost basis, risk modeling, and the quantitative foundation for sophisticated execution. You will collaborate with a small team to create novel systems.

Responsibilities

  • Build optimized Python analytics for portfolio measurement at scale, supporting multi-asset books across tens to hundreds of billions in AUM.
  • Own cost basis, holdings, and transaction data integrity, including ingesting custodian data and accurately calculating portfolio returns.
  • Model portfolio risk across asset classes, including factor, duration, curve, spread, convexity, beta, and options risk exposures.
  • Support portfolio construction logic and multi-asset allocation workflows.
  • Contribute to execution algorithm development, including market impact measurement and VWAP-style execution analytics.

Requirements

  • 3–10 years in portfolio performance, analytics, or construction.
  • Deep familiarity with the trade lifecycle: holdings, transactions, corporate actions, cost basis, and reconciliation.
  • Multi-asset class experience: equities, fixed income, munis, alternatives, and options.
  • Fixed income fundamentals: duration, key-rate duration, spread risk, carry/roll, and laddered or optimized bond construction.
  • Derivatives-aware portfolio construction: delta-based exposures, overlays, and options-related risk measures.
  • Strong Python skills, comfortable in Jupyter-centric research workflows for exploratory analysis, back-testing, and rapid prototyping.
  • AWS experience.
  • Experience with PMS or OMS platforms (e.g., Black Diamond, Advent, Charles River).
  • Background at a custodian (Schwab, Fidelity) or trading house.
  • Familiarity with Black-Litterman, shrinkage estimators, robust optimization, or Bayesian approaches to portfolio construction.
  • Familiarity with hierarchical risk parity, equal risk contribution, or other modern allocation frameworks.

Skills

  • Python
  • Jupyter
  • AWS
  • PMS
  • OMS
  • Black Diamond
  • Advent
  • Charles River
  • Black-Litterman
  • Hierarchical Risk Parity
  • Equal Risk Contribution

Experience Level

  • 3-10 years

Benefits

  • Full health benefits
  • 401(k) matching
  • Roth IRA options
  • Unlimited PTO

About the Company

  • Farther is a rapidly growing RIA that combines expert advisors with cutting-edge technology, delivering a comprehensive, tailored wealth management experience.
  • Founders are leaders and innovators from the private wealth industry with expertise in wealth management, fintech, and technology production.
  • Backed by top-tier venture capital firms, fintech investors, and industry leaders.
  • Collaborative team of entrepreneurs passionate about helping clients and teammates achieve more.
  • Opportunity to build the future of wealth management.