Quantitative Developer - Fixed Income

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 systemsCollaborate with fixed income risk managers, traders, and researchers to gather requirements and deliver tailored solutionsDevelop analytics and reporting frameworks to compute, aggregate, and visualise risk metricsBuild tools to process and analyse large-scale market and trade data across fixed income instrumentsEnsure the robustness and scalability of the fixed income risk infrastructureQualifications
5+ years of professional software development experienceStrong programming skills in
PythonDeep understanding of fixed income products: bonds, swaps, futures, options, and related derivativesProven ability to translate trading and risk requirements into technical solutionsExperience building or enhancing risk systems in a front-office or middle-office environmentFamiliarity with databases, APIs, and microservices architectureExposure to cloud platforms and large-scale data processing is a plusSeniority level
Entry levelEmployment type
Full-time
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