Quantitative Developer

• Architect, build and maintain front-office quantitative platforms supporting fixed income, rates and macro trading.
• Develop pricing engines, yield curve frameworks, relative value tools and portfolio analytics.
• Build scalable, high-performance trading and risk applications, including real-time market data integration.
• Design and maintain portfolio risk infrastructure covering VaR, sensitivities, stress testing and cross-asset exposures.
• Own end-to-end development, including system architecture, data pipelines, APIs, testing and production deployment.
• Partner directly with Portfolio Managers and Traders to deliver robust, business-critical solutions.
• Drive technical standards, performance optimisation and engineering best practices.

This is a hands-on engineering role requiring deep financial markets knowledge, strong Python expertise and a proven track record of delivering production-grade quantitative systems., Applicants must have current or recent experience working within a Fixed Income, Interest Rates or Global Macro Hedge Fund / Investment Fund.

• Significant experience as a Quantitative Developer building front-office systems in a hedge fund or investment management environment.
• Expert-level Python, including NumPy, Pandas and SciPy, with demonstrable production development experience.
• Strong understanding of fixed income products, interest rate markets, yield curves, derivatives and associated risk analytics.
• Proven ability to architect and independently deliver complex, production-grade quantitative applications.
• Experience building pricing tools, portfolio analytics, trading infrastructure or risk management platforms.
• Strong SQL, data engineering and software architecture skills.
• Experience integrating market data feeds, trading systems and financial APIs.
• Strong engineering fundamentals, including testing, CI/CD, version control and system performance optimisation.
• Demonstrated experience working directly with Portfolio Managers and front-office trading teams.ocation & Flexibility

Highly Desirable

• Strong Python, C++, C#, Java or Rust development skills.
• Yield curve bootstrapping, relative value analytics and derivatives pricing.
• Real-time, event-driven or distributed systems development.
• Bloomberg API integration and large-scale financial data infrastructure.
• Portfolio risk frameworks, VaR, factor exposures and scenario analytics.
• Linux, Docker, AWS/Azure and cloud-based deployment.
• Experience integrating machine learning or LLM-powered tools into investment workflows.
• Advanced degree in Mathematics, Computer Science, Engineering or a related quantitative discipline.

The Ideal Candidate

An experienced, hands-on Quantitative Developer who combines exceptional software engineering skills with strong fixed income or macro market knowledge.

You will have independently designed and delivered front-office quantitative systems, be comfortable engaging directly with Portfolio Managers, and possess the technical depth to own critical infrastructure from concept to production.

Please note: Current or recent Fixed Income, Rates or Global Macro Hedge Fund / Investment Fund experience is mandatory. Candidates from purely investment banking, general software engineering or unrelated asset-class backgrounds will not be considered.