Quantitative Developer – Fixed Income (Risk)

Oxford Knight; Greater London; Hybrid; GBP 90,000 - 130,000; Full time

Benefits offered by this job

Fully catered

Onsite gym

Private health insurance

Job summary

Oxford Knight is seeking a Quantitative Developer - Fixed Income (Risk) in London. You will design and implement software that supports core risk and PnL systems, with a focus on Fixed Income analytics and risk measures.

The role offers hybrid working and the chance to impact front-to-middle office risk tooling. Ideal candidates have 5+ years of Python experience, deep Fixed Income knowledge, and experience building risk systems.

Qualifications

• 5+ years of commercial Python experience
• Extensive Fixed Income product knowledge including bonds, swaps, futures and derivatives
• Strong grasp of risk measures and sensitivities for Fixed Income trading
• Experience building or extending risk systems in front-office or middle-office environments

Responsibilities

• Design and implement software solutions that support core risk and PnL systems
• Contribute significantly to the Fixed Income function through risk analytics tooling

Skills

Python

Fixed Income

Risk measures

Risk systems

Databases

APIs

Microservices

Job description

A chance to join a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. They are a technology- and data-driven group implementing a scientific approach to investing.

The Risk team builds and maintains tools to support risk analysis and reporting for their trading business. This particular opportunity will provide significant contributions to their Fixed Income function. You will design and implement software solutions that support core risk and PnL systems.

Requirements:

• 5+ years of commercial Python experience
• Extensive Fixed Income product knowledge: bonds, swaps, futures, options and related derivatives
• Strong grasp of risk measures and sensitivities, and how they apply to Fixed Income trading
• Experience building or extending risk systems in a front-office or middle-office environment
• Familiarity with databases, APIs and microservices architecture
• Flexible/ hybrid working
• Dress down
• Fully catered (breakfast, lunch and snacks)
• Onsite gym
• Private health insurance

Whilst we carefully review all applications, to all jobs, due to the high volume of applications we receive it is not possible to respond to those who have not been successful.

Quantitative Developer - Fixed Income (Risk) London