Senior Fixed Income Quant Engineer for Production Analytics

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

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.