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Quantitative Developer - Fixed Income

Selby Jennings
City of London
1 week ago
Create job alert
Overview

Software Engineer / Quantitative Developer - Systematic Hedge Fund (London). Our client is a leading systematic hedge fund seeking a Software Engineer / Quantitative Developer to join their London-based risk team. The role focuses on developing and maintaining tools that support risk analysis and reporting across the trading business. You will work with Risk Managers, Traders, and Researchers across multiple asset classes to ensure a robust, scalable risk infrastructure. You will also enhance the firm\'s fixed income capabilities by translating product-specific requirements into reliable, automated software systems and building tools to process and analyse large volumes of market and trade data across bonds, swaps, futures, and options.

Responsibilities
  • Design and implement software solutions to support core risk and PnL systems
  • Collaborate with fixed income risk managers, traders, and researchers to gather requirements and deliver tailored solutions
  • Develop analytics and reporting frameworks to compute, aggregate, and visualise risk metrics
  • Build tools to process and analyse large-scale market and trade data across fixed income instruments
  • Ensure the robustness and scalability of the fixed income risk infrastructure
Qualifications
  • 5+ years of professional software development experience
  • Strong programming skills in Python
  • Deep understanding of fixed income products: bonds, swaps, futures, options, and related derivatives
  • Proven ability to translate trading and risk requirements into technical solutions
  • Experience building or enhancing risk systems in a front-office or middle-office environment
  • Familiarity with databases, APIs, and microservices architecture
  • Exposure to cloud platforms and large-scale data processing is a plus
Seniority level
  • Entry level
Employment type
  • Full-time


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