Quant Developer C++ Fixed Income
Overview
We are partnered with a leading hedge fund hiring a Quant Developer to build the libraries and analytics that power valuation, risk, and performance across fixed income and multi‑asset portfolios. You'll partner with Quant Researchers, Risk, Trading, and Data Engineering to deliver production‑grade, high‑performance analytics used throughout the investment lifecycle.
Responsibilities
- Design and maintain quantitative libraries and analytical tools used for pricing, risk evaluation, and performance insights.
- Implement and maintain fixed‑income modelling: multi‑curve/OIS frameworks, bootstrapping, discounting/forwarding, credit curves, and pricers for bonds, swaps, futures, inflation, and credit structures.
- Translate mathematical specifications into efficient, reliable code (Monte Carlo, lattice/PDE/FD, calibration/optimization), with robust testing and documentation.
- Engineer clean interfaces to market/reference data and integrate analytics with research platforms, risk engines, and reporting systems.
- Own quality and reliability across the SDLC (code reviews, unit/integration/regression tests, benchmarking, CI/CD, packaging, documentation).
Required Qualifications
- Strong C++ and Python (NumPy/Pandas), Linux, Git, and collaborative development workflows.
- Solid knowledge of fixed‑income mathematics (curve/vol surface construction, DV01/CS01, key‑rate risk, day‑count and market conventions).
- Proven track record building production quantitative libraries for valuation/risk in a financial institution.
- Front‑office experience partnering with trading/PM/quant teams to deliver and support production analytics.
Impact & Growth
- Direct influence on pricing, hedging, and capital allocation in fixed income and beyond.
- Opportunity to own high‑leverage components, set engineering standards, and mentor peers.
- Close collaboration with senior Quants/PMs and cross‑asset teams.
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