Quantitative Developer (Risk & PnL Analytics)
Job Description
Quantitative Developer (Risk & PnL Analytics)
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Salary: $250k-300k
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Total compensation: very flexible - dependent on seniority, expectations and performance
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We're partnered with a leading global quantitative trading firm hiring a Quantitative Developer to join the Fixed Income & Macro business, working on front-office risk, pricing, PnL attribution, and portfolio analytics.
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This is a front-office-facing role - you'll sit directly with portfolio managers, traders, and quant researchers, building the systems they use to understand exposures, risk, and daily PnL in real time.
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This isn't a central risk-reporting function; it's embedded technology that shapes how the desk sees and manages its book.
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What you'll work on:
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- Designing and building risk and PnL attribution systems for fixed income and macro portfolios
- Developing tools for exposure analysis, VaR, and scenario/stress testing
- Partnering closely with PMs, traders, and quant researchers to translate risk and pricing requirements into production systems
- Working across the stack in Python, with performance-critical components in C++
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What we're looking for:
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- Strong software engineering skills in Python (and C++ ideally)
- Ability to reason rigorously about exposures, risk metrics, and PnL — you understand why numbers move, not just how to compute them
- Background in one of the following: front-office risk technology, quant research/development supporting an asset class or pod, risk-analytics vendor platforms, middle-office/product-control PnL production, treasury/funding technology, or computational domains such as derivatives pricing, numerical optimization, or simulation
- A track record of building production systems, not just configuring or consuming someone else's
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