Senior Quant Developer - Fixed Income & Rates Analytics

Quantifi; Sydney; Ibrido; AUD 140.000 - 230.000; Tempo pieno

Descrizione del lavoro

Quantifi is seeking a Quantitative Developer with strong fixed income and interest-rate derivatives knowledge to join our quantitative development team in Sydney.

You will work on pricing, risk and analytics for the platform, collaborating with Fixed Income and Rates teams, translating models into robust production code in C#/.NET. This is a Sydney-based hybrid role with global collaboration.

Competenze

• Strong knowledge of fixed income and interest-rate products.
• Understanding of derivative pricing, valuation and risk.
• Ability to translate quantitative models into production code.
• Experience with pricing or risk analytics in a production library.
• Collaborate with researchers, developers, and front-office users.

Mansioni

• Develop pricing, risk and analytics functionality for Quantifi’s platform.
• Translate quantitative models into robust production code in C#/.NET.
• Collaborate with Fixed Income and Rates teams across global offices.
• Investigate pricing or risk discrepancies across models and data.

Conoscenze

Fixed income knowledge

Interest-rate derivatives

Derivative pricing

Risk management

Quantitative modeling

C# / .NET

OO programming

Strumenti

C#

C++

Java

Python

Descrizione del lavoro

Quantifi is seeking a Quantitative Developer with strong fixed income and interest-rate derivatives knowledge to join our quantitative development team in Sydney.

You will work on pricing, risk and analytics for the platform, collaborating with Fixed Income and Rates teams, translating models into robust production code in C#/.NET. This is a Sydney-based hybrid role with global collaboration.