Senior Quant Developer - Fixed Income & Rates

A leading international bank is expanding its Fixed Income eTrading capability and seeking a talented Quant Developer to help design and deliver the next generation of electronic trading systems. This is a front-office, hands-on role working directly with traders and quants to build pricing and execution algorithms that drive performance in the bank’s Fixed Income business.

Key Responsibilities

• Design, develop, and maintain pricing and execution algorithms for Fixed Income products.

• Collaborate closely with traders and quants to bring models and trading logic into production.

• Build event-driven, scalable trading infrastructure for swaps, bonds, and interest rate derivatives.

• Work within a small team of developers, reporting directly to the Head of Fixed Income.

• Partner with trading and technology teams across London and Amsterdam to deliver cross-asset solutions.

• Support continuous improvement and automation across the trading workflow.

Key Requirements

• Strong Java development experience, ideally within rates, swaps, or IRS.

• Proven background working with trading systems or front-office technology.

• Solid understanding of fixed income pricing, market data, and risk fundamentals.

• Minimum of 3 years’ experience in a quantitative or trading development role.

• Hands-on, delivery-focused mindset with the ability to operate independently.

• Experience with Python or KDB+/Q is beneficial but not essential.

• Stable career track record and a genuine interest in working closely with trading teams.

This is a high-visibility position within the Fixed Income trading business, offering direct access to senior traders and decision-makers. The role provides genuine ownership, technical challenge, and the chance to influence the evolution of a strategic eTrading platform at one of the world’s leading financial institutions.

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