Quantitative Developer – Fixed Income / Rates / Global Macro

Location: London

Industry: Hedge Fund / Investment Management

The Opportunity

We are seeking an experiencedQuantitative Developer to join a leading investment firm, building and owning front-office trading, pricing and risk infrastructure across Fixed Income, Interest Rates and Global Macro.

Working directly with Portfolio Managers and Traders, you will take technical ownership of business-critical applications, from architecture and development through to production deployment.

This is a hands-on engineering role requiring deep financial markets knowledge, strong Python expertise and a proven track record of delivering production-grade quantitative systems.

Key Responsibilities

1. Architect, build and maintain front-office quantitative platforms supporting fixed income, rates and macro trading.
2. Develop pricing engines, yield curve frameworks, relative value tools and portfolio analytics.
3. Build scalable, high-performance trading and risk applications, including real-time market data integration.
4. Design and maintain portfolio risk infrastructure covering VaR, sensitivities, stress testing and cross-asset exposures.
5. Own end-to-end development, including system architecture, data pipelines, APIs, testing and production deployment.
6. Partner directly with Portfolio Managers and Traders to deliver robust, business-critical solutions.
7. Drive technical standards, performance optimisation and engineering best practices.

Essential Requirements

Applicants must have current or recent experience working within a Fixed Income, Interest Rates or Global Macro Hedge Fund / Investment Fund.

1. Significant experience as a Quantitative Developer building front-office systems in a hedge fund or investment management environment.
2. Expert-level Python, including NumPy, Pandas and SciPy, with demonstrable production development experience.
3. Strong understanding of fixed income products, interest rate markets, yield curves, derivatives and associated risk analytics.
4. Proven ability to architect and independently deliver complex, production-grade quantitative applications.
5. Experience building pricing tools, portfolio analytics, trading infrastructure or risk management platforms.
6. Strong SQL, data engineering and software architecture skills.
7. Experience integrating market data feeds, trading systems and financial APIs.
8. Strong engineering fundamentals, including testing, CI/CD, version control and system performance optimisation.
9. Demonstrated experience working directly with Portfolio Managers and front-office trading teams.

Highly Desirable

1. Strong Python, C++, C#, Java or Rust development skills.
2. Yield curve bootstrapping, relative value analytics and derivatives pricing.
3. Real-time, event-driven or distributed systems development.
4. Bloomberg API integration and large-scale financial data infrastructure.
5. Portfolio risk frameworks, VaR, factor exposures and scenario analytics.
6. Linux, Docker, AWS/Azure and cloud-based deployment.
7. Experience integrating machine learning or LLM-powered tools into investment workflows.
8. Advanced degree in Mathematics, Computer Science, Engineering or a related quantitative discipline.

The Ideal Candidate

An experienced, hands-on Quantitative Developer who combines exceptional software engineering skills with strong fixed income or macro market knowledge.

You will have independently designed and delivered front-office quantitative systems, be comfortable engaging directly with Portfolio Managers, and possess the technical depth to own critical infrastructure from concept to production.

Please note: Current or recent Fixed Income, Rates or Global Macro Hedge Fund / Investment Fund experience is mandatory. Candidates from purely investment banking, general software engineering or unrelated asset-class backgrounds will not be considered.

To apply, please send your CV to

mailto:quantresearch@octaviusfinance.com