Fixed Income Quantitative Developer

Quantitative Developer – Fixed Income (Risk)

A leading global quantitative investment firm is seeking a Quantitative Developer to join its Fixed Income Risk function. The team builds the core risk and PnL infrastructure that supports multi-asset systematic and discretionary trading. This role sits at the intersection of engineering, quantitative research, and trading—ideal for someone who enjoys solving complex technical problems in a fast-paced front-office environment.

• Build and enhance software solutions that power core risk and PnL systems.
• Work closely with Fixed Income Risk Managers, Traders, and Quants to understand requirements and deliver high-impact tools.
• Develop analytics and reporting frameworks to compute, aggregate, and visualize key risk measures.
• Translate product-specific and trading requirements into scalable, automated software workflows.
• Build systems to process and analyse large datasets across bonds, swaps, futures, options, and other FI derivatives.
• Ensure robustness, transparency, and consistency across the firm’s Fixed Income risk infrastructure.

• 5+ years of professional software development experience (strong Python preferred).
• Solid understanding of Fixed Income products—bonds, swaps, futures, options—and related risk measures.
• Experience building or extending risk systems in a front-office or middle-office environment.
• Ability to translate trading / risk requirements into clean technical specifications.
• Familiarity with databases, APIs, microservices, and large-scale data processing.
• Strong communication skills, able to partner effectively with both technical and trading teams.
• Exposure to cloud environments and modern data engineering practices is a plus.
• If you’re interested in contributing to a high-performance risk platform at a top-tier quantitative trading firm, feel free to reach out for more details.