Developer – Fixed Income

Python

Key Responsibilities:

• Design, develop, and maintain analytical tools and libraries for Fixed Income trading and risk management.
• Enhance and optimize financial models using QuantLib for valuation and scenario analysis.
• Collaborate with front-office, risk, and quant teams to gather requirements and translate them into technical solutions.
• Perform data analysis and model validation related to Fixed Income securities (e.g., bonds, swaps, MBS, treasuries).
• Integrate and test new functionalities in Python and C++ environments, ensuring performance and accuracy.
• Support existing systems and provide technical guidance to junior developers or analysts.

Required Skills & Qualifications:

• 5+ years of experience

  in software development and/or quantitative analysis in the financial domain.
• Strong proficiency in

  Python

  and

  C++

  .
• Solid hands-on experience with

  QuantLib

  and its application in Fixed Income pricing and risk.
• Excellent understanding of

  Fixed Income instruments

  and concepts: interest rate curves, duration, convexity, spread, yield, etc.
• Familiarity with numerical methods, optimization, and financial engineering techniques.
• Strong analytical and problem-solving skills with attention to detail.
• Ability to work independently as well as part of a global team.
• Effective communication skills for cross-functional collaboration.

Preferred Qualifications:

• Experience working in a

  global financial institution

  , hedge fund, or fintech company.
• Exposure to interest rate derivatives