Fixed Income Quant: Real-Time Pricing & Risk Analytics

Westbury Partners; Sydney; On-site; AUD 150,000 - 190,000; Full time

Job summary

Westbury Partners in Sydney, NSW, seeks a results-driven Quantitative Analyst to design and deploy pricing, risk, and analytics applications for Fixed Income trading. You will solve complex quantitative problems, enhance libraries, and build real-time tools to support trading decisions.

Ideal candidates hold a postgraduate quantitative degree and have strong programming skills in Python, SQL, and Excel VBA, with experience across cash and derivative products.

Qualifications

• Postgraduate degree in Engineering, Mathematics, Physics, Computer Science or equivalent quantitative discipline.
• Prior experience as a Quantitative Analyst within Fixed Income.
• Expert understanding of cash and derivative products.
• Advanced mathematical reasoning and data-analysis capabilities.
• Strong programming skills in Python, SQL, Excel VBA.

Responsibilities

• Take ownership of quantitative application development from design through deployment.
• Enhance pricing and risk models and support analytics infrastructure.
• Work with cash and derivative products across Fixed Income markets.
• Develop solutions using Python, SQL, Excel VBA, or comparable technologies.
• Translate complex quantitative requirements into reliable, production-ready applications.
• Analyze data to support trading decisions and business objectives.
• Continuously improve performance, functionality, and usability of quantitative tools.
• Contribute to expansion of sophisticated Fixed Income trading capabilities.

Skills

Python

SQL

Excel VBA

Quantitative analysis

Education

Postgraduate degree in quantitative field

Job description

Westbury Partners in Sydney, NSW, seeks a results-driven Quantitative Analyst to design and deploy pricing, risk, and analytics applications for Fixed Income trading. You will solve complex quantitative problems, enhance libraries, and build real-time tools to support trading decisions.

Ideal candidates hold a postgraduate quantitative degree and have strong programming skills in Python, SQL, and Excel VBA, with experience across cash and derivative products.