KEY ACCOUNTABILITIES:

Role Overview:

• The Senior Fixed Income Tech Quant Developer is responsible for engineering and scaling the quantitative technology stack that underpins fixed income systematic and discretionary investment strategies. The role focuses on building production‑grade platforms, data pipelines, analytics frameworks, and execution systems that enable quantitative alpha generation.
• Reporting to the Head of Quant Technology, this individual will work closely with the Quant Researchers, Portfolio Managers, investment teams, and Technology partners to ensure that quantitative research, portfolio construction, liquidity analytics, and execution models are implemented reliably, efficiently, and at scale.
• This is a senior individual contributor role with strong architectural ownership, technical expertise, and influence across the Quant ecosystem.

Responsibilities:

• Lead the design and development of scalable quant engineering platforms supporting fixed income research, portfolio management, portfolio analytics, and execution workflows.
• Contribute to the core frameworks for research‑to‑production pipelines, ensuring reproducibility, performance, and governance.
• Partner with the Head of Quant and quant researchers to translate research outputs into robust, production‑ready systems.
• Take senior ownership of fixed income data infrastructure, including market data, curves, pricing, liquidity metrics, and reference data.
• Engineer systems supporting portfolio construction, rebalancing, and constraint management (e.g., duration, curve exposure, liquidity, turnover).
• Support back testing, performance, risk, and attribution analytics through robust, reusable tooling rather than bespoke analysis.
• Serve as a bridge between quant research, investment teams, and core technology, clearly articulating technical trade‑offs and constraints.

KEY REQUIREMENTS:

Qualifications:

• 8-10+ years of experience in quant development, quantitative engineering, or financial systems development within asset management, hedge funds, or investment banks.
• Strong experience with software engineering best practices: modular design, APIs, testing, performance optimisation, and clean code.
• Expert‑level proficiency in Python and R for building production‑grade quant systems. Strong SQL skills and experience working with relational databases.
• Experience designing and operating high-quality data pipelines, batch workflows, and data quality controls for validation, lineage, and monitoring. Experience working with market data providers and sourcing/managing production quality data.
• Experience engineering back testing, simulation, portfolio analytics, and risk frameworks.
• Solid understanding of fixed income markets and instruments, including government bonds, yield curves, credit spreads, and liquidity characteristics.
• Experience supporting fixed income strategies Portfolio Managers and Researchers.

Education:

• Bachelor’s or master’s degree in computer science, Engineering, Mathematics, Physics, or a related quantitative discipline.