Quantitative Developer – Fixed Income Risk (Systematic Quant Fund)

About the role

We are seeking a Quantitative Developer to join the Fixed Income Risk team of a leading systematic hedge fund. The role involves building and maintaining robust risk‑analysis tools and supporting the trading desk with scalable infrastructure.

Key responsibilities

• Design, develop and maintain risk‑management platforms for fixed income products.
• Process and analyse large volumes of market and trade data.
• Collaborate with risk managers, traders and researchers to translate business requirements into technical solutions.
• Implement APIs and micro‑services to integrate data sources and reporting pipelines.
• Ensure code quality, performance and scalability of risk tools.

Required profile

• Minimum 5 years of professional software engineering experience.
• Strong communication skills and ability to work closely with trading and risk teams.
• Deep understanding of fixed income products and associated risk measures.

Required skills

• Python programming.
• Experience with databases and API development.
• Knowledge of micro‑services architecture.

What we offer

• Competitive salary and generous benefits package.
• Opportunities for professional and personal development.
• Collaborative, creative environment with a healthy work‑life balance.