Jobs in London - Quantiative Developer - Fixed Income / Risk • Central London

Company: Selby Jennings London

Central London

Our client, a leading global hedge fund, is seeking an experienced Quantitative Developer to join their Fixed Income desk in London. This is a high-impact role where you will work at the intersection of technology, risk, and trading, contributing to the development of cutting-edge solutions that underpin the firm's risk and P&L infrastructure. The position offers exposure to complex financial instruments and the opportunity to collaborate with some of the most talented professionals in the industry. The ideal candidate will bring deep expertise in Fixed Income products within a risk environment, combined with strong quantitative and programming skills. You should have hands-on experience with risk metrics, margining, and optimisation techniques, as well as a solid understanding of risk, treasury, or trading functions. This is an excellent opportunity for someone who thrives in a fast-paced environment and wants to make a tangible impact on the performance and resilience of a world-class investment platform. Responsibilities: Design and implement software solutions to support core risk and P&L systems Partner closely with Fixed Income Risk Managers, Traders, and Researchers to gather requirements and deliver tailored solutions Develop analytics and reporting frameworks to compute, aggregate, and visualise risk measures Build tools and processes to analyse large volumes of market and trade data across bonds, swaps, futures, and options Ensure consistency, transparency, and robustness within the Fixed Income risk infrastructure Key Requirements: Proven experience with Risk Metrics, Margining, and Optimisation techniques Strong knowledge of Risk, Treasury, or Trading functions Solid mathematical background Proficiency in Python coding Minimum 5 years of hands-on Fixed Income experience within a risk department Excellent stakeholder management skills