Job Description:Credit Quantitative DeveloperRole OverviewWe are seeking a Quantitative Developer to join our Credit team, working directly with Portfolio Managers, Traders, and Quantitative Researchers on the Credit desk. This role sits at the intersection of trading, quantitative research, and technology, with a particular focus on supporting convertible bond and broader credit trading strategies.The ideal candidate will have experience building and supporting front-office trading systems, analytics, and infrastructure in a fast-paced investment environment. You will partner closely with investment professionals to develop tools that enhance trading, risk management, portfolio construction, and alpha generation.
Responsibilities- Partner directly with PMs, Traders, and Quants to design, develop, and maintain front-office trading and risk applications.
- Build and enhance analytics, pricing tools, and portfolio management systems supporting credit and convertible bond strategies.
- Develop scalable data pipelines and infrastructure for market data, reference data, risk, and P&L analytics.
- Work closely with the investment team to implement quantitative models and trading workflows into production systems.
- Support the full software development lifecycle, from requirements gathering and architecture design through deployment and ongoing support.
- Ensure the reliability, performance, and scalability of business-critical front-office systems.
- Collaborate with platform, data, and infrastructure teams to leverage shared services and engineering best practices.
- Deliver high-quality solutions in a dynamic trading environment while balancing tactical business needs with long-term maintainability.
Qualifications & ExperienceRequired- Experience working in a front-office quantitative development, trading technology, or desk-aligned engineering role within an investment bank, hedge fund, or asset manager.
- Strong programming skills in Python, with the ability to write clean, efficient, and production-quality code.
- Knowledge of fixed income, credit products, and financial markets.
- Experience building tools and analytics used directly by Portfolio Managers and Traders.
- Strong problem-solving skills and ability to work independently in a fast-paced environment.
- Excellent communication skills with the ability to interact effectively with investment professionals and technical teams.
- Experience working with large datasets, APIs, and distributed systems.
Preferred- Experience supporting convertible bond trading strategies and related analytics.
- Familiarity with credit derivatives, structured credit products, and corporate bond markets.
- Experience with portfolio risk systems, pricing models, and quantitative research workflows.
- Exposure to cloud-native technologies, enterprise data platforms, and modern software engineering practices.
- Understanding of statistical modeling, optimization techniques, and quantitative finance concepts.
Education- Bachelor's, Master's, or Ph.D. degree in Computer Science, Mathematics, Physics, Engineering, or a related quantitative discipline.
- For more junior candidates, a degree in Computer Science, Mathematics, or another highly quantitative field is strongly preferred.
#LI-DNI 
