Job Description:

About the Role:

Jobility Talent Solutions is hiring an experienced Quant Developer for a leading global financial institution. We are seeking professionals with deep expertise in Fixed Income products, pricing analytics, and risk modeling, combined with strong technical development skills.

This is not a trade processing, operations, or risk reporting role. The ideal candidate should have hands-on experience building or supporting front-office or quantitative applications used by traders, quants, or risk teams, with a solid understanding of Fixed Income markets.

Key Responsibilities:

- Design, develop, and enhance applications supporting Fixed Income trading, pricing, and risk analytics.

- Build and maintain pricing and valuation models for Fixed Income products.

- Develop analytics around interest rate curves, sensitivities, and market risk.

- Work closely with traders, quants, business analysts, and technology teams to deliver trading and analytics solutions.

- Analyze market data and implement pricing logic for Fixed Income instruments.

- Support model enhancements, performance optimization, and production issues.

- Participate in architecture discussions and contribute to scalable quantitative solutions.

- Ensure high-quality coding standards, testing, and documentation.

Must-Have Skills & Experience:

Financial Markets Expertise:

- US Treasury securities

- Interest Rate Swaps (IRS)

- Corporate Bonds

- Fixed Income markets

Strong understanding of:

- Yield curves

- Interest rate curves

- Curve construction

- Bond pricing

- Swap valuation

- Duration

- DV01/PV01

- Convexity

- Risk sensitivities

- Market risk concepts

Experience with:

- Pricing models

- Risk models

- Interest curve analytics

- Fixed Income valuation methodologies

Knowledge of trading strategies such as:

- Curve Trades

- Relative Value (RV) Trading

- Spread Trading

- Yield Curve Analysis

Technical Skills:

- Strong programming experience in Java and/or Python

- Experience developing financial or quantitative applications

- Strong understanding of algorithms and data structures

- Experience with market data integration

- SQL and database development

- UNIX/Linux environment

- Version control systems (Git)