Quantitative Developer – Fixed Income / Rates / Global Macro

About the role

Architect, develop, and maintain front-office quantitative platforms for fixed income, rates, and macro trading, including pricing engines, yield curve tools, portfolio analytics, and risk infrastructure. Own end-to-end delivery from system architecture and data pipelines through testing and production deployment, partnering directly with Portfolio Managers and Traders. Candidates must have current or recent experience at a Fixed Income, Interest Rates, or Global Macro hedge fund or investment fund, along with significant experience building front-office quantitative systems. They need expert production-level Python skills, strong fixed income and risk analytics knowledge, and the ability to independently deliver complex applications; SQL, data engineering, software architecture, and front-office collaboration experience are also required.