Fixed Income Senior Quant Developer

1 week ago Be among the first 25 applicants Direct message the job poster from Harrington Starr Principal Consultant – Quantitative Finance Hybrid, central London Required Skills: C# or Rust I am looking for a senior quant developer with very strong domain knowledge in fixed income, credit, and bonds looking to work on a greenfield build-out for a financial data organisation. This is a high profile and large scale rollout of existing and new Monte Carlo models, the development of API gateways, and a new model library. Responsibilities: Build out a completely new model library and analytics platform including building and refactoring Monte Carlo models and development of API gateways. Implement quantitative and pricing models in a fixed income specialist environment, using in-depth domain knowledge accrued over your career. Collaborate with quantitative analysts and strategists on the most effective implementation of these models and advise on end-to-end delivery. Qualifications: 5 years+ experience in C# or Rust quantitative development with a fixed income focus. Strong domain knowledge of bonds, credit, treasuries, etc. A desire to work hard, build something highly performative and scalable with a very impressive team. If this sounds like you, please reach out to kate.jenkinson@harringtonstarr.com or apply via this link. Seniority Level: Director Employment Type: Full-time Job Function: Finance and Information Technology Industries: Financial Services and Investment Management Referrals increase your chances of interviewing at Harrington Starr by 2x. #J-18808-Ljbffr