EngineeringOn-site

Quant Developer - Full-time

Anthelion Capital · On-site

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Last seen by MeritLog September 10, 2026Source: AshbySource version: ashby-public-job-posting-v1

MeritLog read this listing from Anthelion Capital's Ashby job board and last checked it on September 10, 2026.

Source: the employer's Ashby job board. Open the original listing for current details.

Job details

Work model: On-site
Salary: $120K - $240K
Location: New York City

Hiring context

How this role compares at Anthelion Capital

Anthelion Capital has 3 live roles in MeritLog’s catalog across 2 job families, and 2 of them are in engineering. 3 of those listings publish a pay range, a disclosure rate of 100%.

Counted across the job boards MeritLog tracks, at the time this page was served. Pay comparisons use only listings that publish a complete range in the same currency and period.

What the role asks for

What they're asking for

New grad through experienced hires.Skill
Strong software engineering: Python plus at least one systems language, good design instincts, and the ability to build tooling other people depend on.Skill
Solid grounding in quantitative finance - you understand what a Sharpe ratio, a risk factor, a backtest, or a portfolio optimizer actually means and why it's built the way it is, not just how to implement it. This is a quant + developer role.Skill
Data engineering chops - pipelines, correctness under time (as-of-date / point-in-time), reliability.Skill
A platform mindset: repeatable, guard-railed, self-service tooling over one-off scripts.Skill
Nice to have: Dagster/Prefect, Azure, model-registry or feature-store experience, prior work at a quant/trading firm or a serious data platform, hands-on risk-modeling or portfolio-construction experience.SkillPreferred

Parsed by MeritLog from the employer’s own posting. The full description follows below.

Job description

ABOUT ANTHELION Anthelion Capital is an investment and data science platform. We augment our fundamental investment core with data science to make investments across the capital structure. We are building a proprietary platform that runs the full investment lifecycle, from underwriting to portfolio management. WHAT YOU'LL DO. Own the quant engineering platform, end to end. You'll build and own the infrastructure our researchers and PMs depend on - the shared data layer, the backtester, the deployment path, and the monitoring that keeps live models honest. Quant developers and researchers sit side by side and write against the same systems, so what you build gets used the day you ship it. What you'll own: · The shared data layer - market and reference data ingestion, the feature/signal store, and the Dagster asset graph that orchestrates them, all point-in-time correct. This is the main overlap with research - you'll build it as shared, self-service infrastructure that researchers extend too. · The backtesting and simulation engine. · The portfolio-construction and optimization libraries PMs allocate through. · The model deployment pipeline: promoting a model from research to production by configuration, not by rewriting. · Monitoring and observability for live models and pipelines - the first line of defense when something drifts or breaks. You'll also get exposure to risk-factor modeling and exposure analytics, and direct portfolio-manager support - strategy diagnostics, scenario analysis, and allocation questions. WE'RE LOOKING FOR: · New grad through experienced hires. · Strong software engineering: Python plus at least one systems language, good design instincts, and the ability to build tooling other people depend on. · Solid grounding in quantitative finance - you understand what a Sharpe ratio, a risk factor, a backtest, or a portfolio optimizer actually means and why it's built the way it is, not just how to implement it. This is a quant + developer role. · Data engineering chops - pipelines, correctness under time (as-of-date / point-in-time), reliability. · A platform mindset: repeatable, guard-railed, self-service tooling over one-off scripts. · Nice to have: Dagster/Prefect, Azure, model-registry or feature-store experience, prior work at a quant/trading firm or a serious data platform, hands-on risk-modeling or portfolio-construction experience. ADDITIONAL DETAILS: Compensation: Base salary of $120,000 to $240,000 depending on experience. Eligible for performance based discretionary bonus. Location : Onsite in Midtown, New York City at least 3 days per week. Other : Must be authorized to work in the United States without employer visa sponsorship.

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