Fixed Income Quant Developer
A leading global investment management firm is seeking a passionate and technically skilled Quantitative Developer to join its Quantitative Modeling team. This role centers on the development of pricing-focused applications within a fixed income and macro trading environment. You'll play a key part in building tools for P&L attribution frameworks, backtesting, and market monitoring, with a strong emphasis on interest rate modeling, derivative pricing, and curve valuation. Given this they are looking for someone with experience and product knowledge across bonds, swaps, and curve construction.
What sets this opportunity apart is its high level of stakeholder engagement. While you will contribute to the firm wide library development, the primary focus of this position will be developing tools and frameworks that contribute to the businesses platform.
Key Responsibilities
- Develop, test, and maintain fixed income valuation, risk, and P&L applications using Python
- Build and support in-house libraries for cross-asset derivatives modeling in C++ and Python
- Design and implement tools for curve construction, IR modeling, and scenario-based valuation
- Collaborate with internal teams to address pricing and risk-related inquiries
- Support data ETL processes and contribute to historical and scenario valuation frameworks
- Engage directly with stakeholders to deliver impactful, production-ready solutions
Qualifications
- 5-10 years of experience as a quantitative developer in pricing-related applications
- Strong expertise in fixed income valuation, risk modeling, and macro investing
- Advanced degree (MSc or PhD) in a STEM discipline from a top-tier university
- Professional experience in Python and C++ development
- Deep understanding of pricing and risk models across multiple asset classes
- Experience with risk management tools (e.g., VaR, stress testing) and data modeling
- Background in front-office quant modeling, market risk analysis, or portfolio construction
- Intellectual maturity, scientific rigor, and a genuine enthusiasm for development
- Ability to work independently and deliver high-quality results under tight deadlines
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