Front-Office FICC Quant Developer | Python & Pricing

Maxwell Bond; Greater London; On-site; GBP 80,000 - 120,000; Full time

Job summary

A leading consultancy is seeking an experienced FICC Quant Developer to support an Investment Banking client in London. In this hands-on role, you will build and enhance fixed income pricing, valuation, and risk analytics models. The ideal candidate will have over 8 years of experience in quantitative development with a strong focus on Python, fixed income domain knowledge, and proven experience delivering quant models into production environments. This role offers high-impact work directly influencing trading decisions.

Qualifications

• 8+ years’ experience in quantitative development / quantitative modelling.
• Strong Fixed Income domain knowledge, including pricing, valuation, and risk analytics.
• Proven front-office or trading desk engagement experience.

Responsibilities

• Build, validate, and enhance fixed income pricing, valuation, and analytics models.
• Implement advanced quantitative techniques including Monte Carlo and SDE-based models.
• Deploy models onto client calculation platforms with strong data quality controls.

Skills

Quantitative development

Fixed Income domain knowledge

Model validation

Advanced Python development

Econometrics / statistics

Education

Postgraduate degree in Financial Engineering, Mathematics, Physics, Economics

Tools

Excel/VBA

SQL

Job description

A leading consultancy is seeking an experienced FICC Quant Developer to support an Investment Banking client in London. In this hands-on role, you will build and enhance fixed income pricing, valuation, and risk analytics models. The ideal candidate will have over 8 years of experience in quantitative development with a strong focus on Python, fixed income domain knowledge, and proven experience delivering quant models into production environments. This role offers high-impact work directly influencing trading decisions.