Quantitative Developer – Python, Django

Job not on LinkedIn

🔥 40 minutes ago

💃 Latin America – Remote

⏰ Full Time

🟢 Junior

🔙 Backend Engineer

🚫👨‍🎓 No degree required

👻 Ghost score 15%

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iDelsoft

WebsiteLinkedInAll Job Openings

51 - 200 employees

Founded 2019

💼 Consulting

📣 Marketing

📦 Logistics

Consulting • Marketing • Logistics

iDelsoft is a technology partner based in Tampa, specializing in software development and building dedicated teams for high-growth companies. They offer a range of services including custom application development and talent search, ensuring high-quality solutions that save businesses from costly disruptions. With a focus on startups and enterprises, iDelsoft aims to provide scalable and reliable technology solutions tailored to specific business objectives.

📋 Description

• Build and maintain production Python computing PRISM and related risk scores • Build and maintain the reference-set harness validating model or classification changes in CI • Diagnose production scoring failures and distinguish code, data, and methodology issues • Fix underlying classes of bugs rather than only individual instances • Rule on straightforward classification questions and escalate difficult cases involving structured products, buffered ETFs, and private assets • Estimate blast radius and maintain a tested rollback for every model or classification change before release • Keep the scoring path performant as portfolio and security volume grows • Take a live PRISM defect end to end during the first 90 days • Establish and wire a reference-set harness into CI, then make it a required check • Take scoring incidents off the Principal Engineer

🎯 Requirements

• Production Python you've shipped and maintained — not a prototype or notebook • Django — models, migrations, tests, CI, code review, to the same standard as any other engineering seat • SQL and data work at scale — pandas, numpy, portfolio-sized datasets • Testing and validation engineering — reference-set/golden-data harnesses wired into CI, not just unit tests • Experience with large-scale systems, data pipelines, or automated systems (trading systems, scrapers, data adapters) • Knowledge of US market structure and asset classification — equities, fixed income, funds, ETFs, annuities, structured products, cash equivalents, private assets • Risk modeling and scoring fundamentals — volatility, correlation, concentration, tail measures • Consistent employment history with 18+ month tenures in previous roles • Hands-on options, structured products, or derivatives experience is a plus • Tax-aware analytics (after-tax return, cost basis, loss harvesting) is a plus • Not primarily research-grade quantitative code, notebooks, or prototypes; production software experience from development through deployment and maintenance

🏖️ Benefits

• Long-term opportunity to contribute to production systems used in real financial workflows

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