full-time
Sr. Quant Developer
Quantifi
- Employer
- Quantifi
- Location
- Sydney
- Working pattern
- hybrid
About the role
Develop and enhance pricing, risk, and analytics functionality for Quantifi’s fixed-income and rates platform, translating market requirements and quantitative models into reliable production software. Investigate pricing and risk discrepancies and collaborate with quantitative researchers, developers, product specialists, and front-office users. Typically, candidates have 2–8 years of experience in fixed-income or rates quantitative development, front-office quantitative analysis, trading technology, or pricing and risk systems. They should have strong fixed-income and interest-rate derivatives knowledge, understand pricing, valuation, risk, curves, and market conventions, and have programming experience in an object-oriented language; C# experience is desirable but not essential.