Fixed Income Data & Model Validation Specialist

Selby Jennings; City Of London; On-site; GBP 80,000 - 110,000; Full time

Job summary

Selby Jennings is seeking a highly analytical expert to join a boutique investment firm’s quantitative research team. The role focuses on fixed income data quality, analytical standards, and model validation, ensuring outputs, inputs, and conclusions are robust and production-ready.

You will define data standards, validate datasets, backtest research, assess models, and collaborate with researchers and technology teams to maintain governance and reproducibility across live and research

Qualifications

• MSc degree or equivalent in a highly quantitative discipline.
• 2-4 years of professional experience with fixed income datasets.
• Experience in asset management, hedge funds or banks.
• Proven focus on data quality, integrity and correctness.

Responsibilities

• Act as the firm's subject matter expert on fixed income data and analytics.
• Define analytical requirements for data structures used by research teams.
• Validate datasets against independent sources and monitor data quality.
• Design backtests and evaluation frameworks with point-in-time integrity.
• Produce validation documentation for senior stakeholders.

Skills

Python

Pandas

NumPy

Polars

SQL

Git

Data validation

Quality control

Education

MSc in Finance, Economics, Statistics, Math, Physics, Engineering, CS

Tools

Software testing

Validation frameworks

Job description

Selby Jennings is seeking a highly analytical expert to join a boutique investment firm’s quantitative research team. The role focuses on fixed income data quality, analytical standards, and model validation, ensuring outputs, inputs, and conclusions are robust and production-ready.

You will define data standards, validate datasets, backtest research, assess models, and collaborate with researchers and technology teams to maintain governance and reproducibility across live and research