Fixed Income Quantitative Developer

Goldman Lloyds; New York (NY); On-site; USD 180,000 - 300,000; Full time

Job summary

Goldman Lloyds seeks a Senior Fixed Income Quantitative Engineer to design high‑performance trading, risk, and portfolio analytics systems. You will translate models from researchers into production code and collaborate with traders, researchers, and engineers.

The role emphasizes hands‑on software development, yield curve calibration, pricing, risk measures, and scalable data pipelines in modern cloud environments.

Qualifications

• 7+ years of professional software engineering/quantitative development experience, ideally in finance.
• Strong programming skills in Python alongside Java, C# or C++.
• Strong understanding of fixed income mathematics and quantitative analytics.

Responsibilities

• Design and develop high-performance applications supporting fixed income trading and risk analytics.
• Build quantitative fixed income analytics with emphasis on yield curve construction, calibration and pricing/risk.

Skills

Python

Java

C++

C#

SQL

Cloud

Kafka

Spark

Docker

Kubernetes

CI/CD

Education

Master's degree

Tools

AWS

GCP

Azure

Job description

Comp: Base Salary + Competitive Full Year Cash Bonus for 2026

A leading alternative investment firm is seeking a Senior Fixed Income Quantitative Engineer to build and enhance the technology and quantitative analytics supporting its trading, portfolio management and risk functions.

This is a senior, hands-on role sitting directly between Quantitative Research, Trading and Engineering. The successful candidate will combine strong software engineering capabilities with a deep understanding of fixed income markets, including yield curves, pricing, risk and quantitative analytics.

Key Responsibilities

• Design and develop high-performance applications supporting fixed income trading, portfolio management and risk analytics.
• Build and implement quantitative fixed income analytics, with particular emphasis on yield curve construction, calibration and associated pricing/risk measures.
• Translate models developed alongside quantitative researchers into robust, production-quality systems.
• Partner directly with Traders, Portfolio Managers and Quant Researchers to develop new analytics and trading capabilities.
• Develop tools supporting pricing, scenario analysis, sensitivities and portfolio risk across fixed income products.
• Integrate market data, pricing feeds and third-party platforms including Bloomberg, Markit and other financial data providers.
• Build scalable pipelines for real-time and historical market and trade data.
• Contribute to the architecture and modernization of the firm's broader fixed income technology platform.
• Provide technical guidance and mentorship to other engineers.

Candidate Profile

• 7+ years of professional software engineering / quantitative development experience, ideally within a hedge fund, investment bank, asset manager or trading firm.
• Strong programming skills in Python alongside Java, C# or C++.
• Strong understanding of fixed income mathematics and quantitative analytics.
• Hands-on knowledge of yield curves, including curve construction, bootstrapping, interpolation and calibration.
• Understanding of fixed income pricing, duration, convexity, sensitivities, spreads and risk.
• Experience implementing quantitative models or analytics within production trading systems.
• Strong SQL and experience working with large financial and market datasets.
• Experience with modern cloud environments such as GCP, AWS or Azure.
• Exposure to modern technologies including Kafka, Spark, Docker, Kubernetes and CI/CD.
• Strong Computer Science, Engineering, Mathematics or quantitative academic background; Master's degree preferred.

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