Quantitative Developer (Risk & PnL Analytics)

Quantitative Developer (Risk & PnL Analytics)

Salary: $250k-300k

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

While professional experience and qualifications are key for this role, make sure to check you have the preferable soft skills before applying if required.

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 xhqgsiq 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