Quantitative Developer – Fixed Income (C#, Rust)
Quant Capital
Overview
As a Quantitative Developer, you will build and implement pricing and risk models for fixed income and equity products within a fast-growing financial services firm. You’ll work closely with cross-functional teams to integrate models and interfaces, applying rigorous testing to deliver reliable analytics. The role offers hybrid working from London, with a strong emphasis on library development, risk analytics, and scalable software. You will shape the future of finance by delivering robust quantitative solutions in a collaborative environment.
Pay / Benefits- hybrid working
- competitive compensation
- Build and implement quantitative models for pricing and risk analysis (fixed income; public and private equities)
- Contribute to testing of existing and novel interfaces
- Collaborate with other development teams to integrate models and interfaces within existing systems
- 5+ years in a quantitative developer role in financial markets (trading, risk management, or quantitative analysis around Fixed Income)
- Proficiency in C#, Rust, and Python
- Solid understanding of quantitative development and library integration
- collaboration
- communication
- attention to detail
- C#
- Rust
- Python
Reference: WJ-747_31291362 · Posted 13 Nov 2026, 04:54 AM