Quantitative Risk 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. 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. ~ 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.