Desk Quant – Fixed Income

We are looking for a Fixed Income Desk Quant to join the R&D department of a major banking group. This role sits at the interface between quantitative models and trading, with strong business proximity and a technical component. The ideal candidate has a solid understanding of Fixed Income products and pricing models, while being able to develop tools to support traders’ positions and quantitative analysis.

Responsibilities:

·       Work closely with traders to understand their needs and the challenges related to positions and trading strategies.

·       Conduct quantitative studies using existing models.

·       Develop tools and backtesting frameworks (Python) to provide relative value and performance indicators to traders.

·       Create and maintain analytical and reporting tools for the desk.

·       Contribute to the optimisation of the desk’s decision-making processes through relevant quantitative analyses.

·       Provide technical and methodological support for trading studies and internal research initiatives.

Profile:

·       Master’s degree in quantitative finance, applied mathematics, financial engineering, or equivalent.

·       Significant experience on a Fixed Income desk and/or in a front-office quant model team.

·       Strong understanding of pricing models.

·       Solid Python skills.

·       Ability to work directly with traders and translate business challenges into quantitative solutions.

If this opportunity interests you, please get in touch—your application will be handled with full confidentiality.