Quantitative Developer

Desired Skills and experience Education: Postgraduate degree in Economics, Financial Engineering, Mathematics, Physics, or related field. Experience: Minimum 8 years in quantitative modeling, with a focus on Fixed Income products and analytics.

Technical Expertise:

Advanced proficiency in Python (preferred), C#, or C++ for model development.

Deep understanding of fixed income asset classes, pricing, valuation, and risk analytics.

Experience with financial modeling techniques (e.g., Black-Scholes, binomial trees, Monte Carlo simulations).

Strong econometrics and statistical analysis skills.

Advanced Excel/VBA and experience handling large datasets.

Familiarity with third-party data providers (e.g., Bloomberg) and database management

Key Responsibilities

Model Development: Build, validate, and enhance fixed income pricing, valuation, and analytics models using advanced statistical and quantitative techniques.

Stakeholder Engagement: Partner with trading desks and senior technology teams to gather requirements, translate business needs into technical solutions, and present analytical findings.

Model Implementation: Deploy models on client calculation platforms, ensuring high standards of data quality and designing robust validation rules.

Back testing & Validation: Conduct rigorous back testing and performance analysis to ensure model accuracy and reliability.

Ad Hoc Analysis: Respond to urgent requests for data analysis, scenario modelling, and development of peripheral quantitative tools.

Continuous Improvement: Stay abreast of industry trends, regulatory changes, and emerging technologies to continuously enhance model performance and team capabilities.