Quantitative Developer – Fixed Income / Rates / Global Macro
Core
Build and own front-office trading, pricing, and risk infrastructure for Fixed Income, Interest Rates, and Global Macro trading.
Role type
Senior IC quantitative developer (fixed income/rates/macro)
Builds
Front-office quantitative platforms, pricing engines, yield curve frameworks, and portfolio risk systems.
Domain
Hedge fund / Investment Management, Fixed Income, Interest Rates, Global Macro
Required skills
Python (NumPy, Pandas, SciPy), fixed income product knowledge, yield curve modeling, derivatives pricing, SQL, data engineering, system architecture, CI/CD, market data integration
Preferred skills
C++, C#, Java, Rust, yield curve bootstrapping, relative value analytics, event-driven systems, Bloomberg API, cloud deployment (AWS/Azure), machine learning integration
Technologies
Python, NumPy, Pandas, SciPy, SQL, AWS, Azure, Docker, Linux, Bloomberg API
Responsibilities
Architect and maintain front-office quantitative platforms; develop pricing engines and yield curve frameworks; build high-performance trading and risk applications; design portfolio risk infrastructure (VaR, stress testing); own end-to-end development lifecycle; partner with Portfolio Managers and Traders; drive technical standards and performance optimization
Seniority
Senior, hands-on IC
