Senior Fixed Income Quantitative Engineer

**Hedge Fund New York City**

Comp: Base Salary + Competitive Full Year Cash Bonus for 2026

A leading alternative investment firm is seeking a Senior Fixed Income Quantitative Engineer to build and enhance the technology and quantitative analytics supporting its trading, portfolio management and risk functions.

This is a senior, hands-on role sitting directly between Quantitative Research, Trading and Engineering. The successful candidate will combine strong software engineering capabilities with a deep understanding of fixed income markets, including yield curves, pricing, risk and quantitative analytics.

Key Responsibilities

• Design and develop high-performance applications supporting fixed income trading, portfolio management and risk analytics.
• Build and implement quantitative fixed income analytics, with particular emphasis on yield curve construction, calibration and associated pricing/risk measures.
• Translate models developed alongside quantitative researchers into robust, production-quality systems.
• Partner directly with Traders, Portfolio Managers and Quant Researchers to develop new analytics and trading capabilities.
• Develop tools supporting pricing, scenario analysis, sensitivities and portfolio risk across fixed income products.
• Integrate market data, pricing feeds and third-party platforms including Bloomberg, Markit and other financial data providers.
• Build scalable pipelines for real-time and historical market and trade data.
• Contribute to the architecture and modernization of the firm’s broader fixed income technology platform.
• Provide technical guidance and mentorship to other engineers.

Candidate Profile

• 7+ years of professional software engineering / quantitative development experience, ideally within a hedge fund, investment bank, asset manager or trading firm.
• Strong programming skills in Python alongside Java, C# or C++.
• Strong understanding of fixed income mathematics and quantitative analytics.
• Hands-on knowledge of yield curves, including curve construction, bootstrapping, interpolation and calibration.
• Understanding of fixed income pricing, duration, convexity, sensitivities, spreads and risk.
• Experience implementing quantitative models or analytics within production trading systems.
• Strong SQL and experience working with large financial and market datasets.
• Experience with modern cloud environments such as GCP, AWS or Azure.
• Exposure to modern technologies including Kafka, Spark, Docker, Kubernetes and CI/CD.
• Strong Computer Science, Engineering, Mathematics or quantitative academic background; Master’s degree preferred.

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