Job Title: Senior Quantitative Developer – Risk & Analytics Platforms Location: New York, NY (Hybrid) Duration: 6+ Months (Possibility of Extension) Summary: A seasoned quantitative developer with deep Python and C++ programming skills, strong software design background, and proven experience delivering production-quality analytics libraries in a highly regulated financial environment. The candidate thrives in a collaborative setting, supports cross-asset-class tool development, and partners effectively with quant teams and control functions. The candidate needs to be super programming proficient, knowing python and C++, can handle difficult programming or even system design questions Responsibilities: • Develop analytics libraries used for pricing and risk-management on Windows and Linux • Testing and reporting framework development including tools • Library re-architecting including analytical code • Library extensions and enhancements as dictated by the trading desks • Collaborate closely with Quantitative Analysts, Traders, Structurers, and technology professionals • Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order to ensure appropriate governance and control infrastructure Experience & Background: • 6+ years in quantitative development, software engineering, or a closely related role within financial services (preferably in risk, trading, or quant analytics teams). • Hands-on experience building and maintaining analytics libraries for pricing and risk management on Windows and Linux environments. • Background supporting or collaborating with quants, traders, structurers, and other market-facing roles. • Exposure to regulatory-driven model testing and governance processes in financial institutions is a plus. Technical Skills: • Advanced programming skills in: • Python (core language for analytics, scripting, and tooling) • Strong software engineering fundamentals: • Object-oriented design • Modular architecture and code reusability • Testing frameworks and continuous integration • Familiarity with system design concepts for building scalable, maintainable libraries and tools. • Bonus: Knowledge of TypeScript or other frontend languages to support product/tool development. Quantitative & Domain Knowledge: • Solid understanding of investment products, quantitative methods, and risk management concepts. • Ability to translate complex quantitative models into efficient, robust code. • Comfortable working in an environment subject to regulatory requirements around model validation, testing, and controls. Education: • Bachelor’s degree or equivalent experience in Computer Science, Engineering, Mathematics, Physics, Finance, or related quantitative field. Must-Haves • Expert-level Python skills • Must know how to structure large-scale Python projects • Capable of extending and maintaining complex, existing infrastructure • Quant development experience • Prior experience working closely with quants or in quant-heavy teams • Able to understand but not build model code (e.g., Monte Carlo, PDE solvers) • Strong problem-solving ability • Can take ownership of technical challenges (e.g., system upgrades, test frameworks) • Can analyze a problem end-to-end and propose a project plan without micromanagement • Experience with performance-critical applications • Understands optimization and performance tuning in a financial modeling context • 6+ years of experience Nice-to-Haves • Experience with TypeScript/web development • Background in quant finance or financial services • Previous work on testing frameworks • Exposure to cross-asset class systems EEO: “Mindlance is an Equal Opportunity Employer and does not discriminate in employment on the basis of – Minority/Gender/Disability/Religion/LGBTQI/Age/Veterans.”