Quantitative Developer (Risk & PnL Analytics)

Total compensation: very flexible - dependent on seniority, expectations and performance

We're partnered with a leading global quantitative trading firm hiring a Quantitative Developer to join the Fixed Income & Macro business, working on front-office risk, pricing, PnL attribution, and portfolio analytics.

This is a front-office-facing role - you'll sit directly with portfolio managers, traders, and quant researchers, building the systems they use to understand exposures, risk, and daily PnL in real time.

This isn't a central risk-reporting function; it's embedded technology that shapes how the desk sees and manages its book.

What you'll work on:

• Designing and building risk and PnL attribution systems for fixed income and macro portfolios
• Developing tools for exposure analysis, VaR, and scenario/stress testing
• Partnering closely with PMs, traders, and quant researchers to translate risk and pricing requirements into production systems
• Working across the stack in Python, with performance-critical components in C++

What we're looking for:

• Strong software engineering skills in Python (and C++ ideally)
• Ability to reason rigorously about exposures, risk metrics, and PnL — you understand why numbers move, not just how to compute them
• Background in one of the following: front-office risk technology, quant research/development supporting an asset class or pod, risk-analytics vendor platforms, middle-office/product-control PnL production, treasury/funding technology, or computational domains such as derivatives pricing, numerical optimization, or simulation
• A track record of building production systems, not just configuring or consuming someone else's