Government Bonds Quant Developer

Huxley; London; On-site; GBP 70,000 - 110,000

Job description

We are seeking a high level Front Office Fixed Income (Gov Bonds) Quant to join our team at a leading buy-side firm. The ideal candidate will have deep expertise in EU Government Bonds, with a particular focus on option pricing. The role involves close collaboration with traders, portfolio managers, and stakeholders to deliver cutting-edge quantitative solutions.

Key Responsibilities:

• Design, implement, and enhance Government Bonds, rates models, including option pricing models.
• Provide real-time support to the trading desk and other front-office stakeholders.
• Develop robust tools and models using C++, VBA Excel, Python for production-grade systems.
• Work closely with traders and portfolio managers to optimize strategies and provide quantitative insights.
• Ensure models meet rigorous validation and compliance standards.
• Collaborate with cross-functional teams to enhance the analytics platform.

Key Requirements:

• Proven experience (6+ years) as a Front Office Fixed Income Quant Developer.
• In-depth knowledge of rates products, government bonds & loans.
• Expertise in option pricing models and advanced mathematical modeling techniques.
• Strong programming skills in C++, Python, VBA Excel with experience in developing production-level code.
• Excellent communication and stakeholder management skills, with the ability to work in a fast-paced environment.
• MTS Algo Exchange Trading experience.
• A postgraduate degree in Mathematics, Physics, Engineering, or a related quantitative field.

SThree Partnership LLP is acting as an Employment Business in relation to this vacancy.