Senior Quantitative Analyst – Fixed Income

Join a leading R&D team at the heart of the trading floor, recognised for technical excellence and market-driven innovation. If you have a strong track record in pricing models and a passion for Fixed Income derivatives, this is the opportunity for you.

We are looking for a Quantitative Analyst to work on our core pricing libraries and valuation models. You will join a dedicated R&D team known for its technical excellence, close collaboration with traders, and strategic impact.

Your Role
As part of the Fixed Income Models team, you will manage the full lifecycle of valuation models—from design and implementation to production and ongoing monitoring.

Key responsibilities:

·       Design and develop pricing and risk management models for Fixed Income derivatives (exotic, hybrid) in close partnership with trading teams.

·       Implement models in an object-oriented architecture, primarily in C#, ensuring performance, robustness, and maintainability.

·       Integrate calculation libraries into the IT system and participate in testing and validation.

·       Provide daily quantitative support, including product analysis, risk assessment, hedging studies, and investigation of P&L results.

·       Monitor model performance over time and propose enhancements or recalibrations as needed.

Your Profile

·       Master’s or PhD in Quantitative Finance, Applied Mathematics, Engineering, or equivalent.

·       8–10 years of experience in derivative modeling and pricing.

·       Strong programming skills, particularly in C# (C++ or Python is a plus).

·       Solid understanding of derivatives, preferably Fixed Income products.

·       Fluent in English, both written and spoken.