We are looking for aQuantitative Developer with strong fixed income and interest-rate derivatives knowledgeto join Quantifi's quantitative development team in Sydney.
This role will work closely with ourFixed Income and Rates teams, developing and enhancing pricing, risk and analytics functionality within Quantifi's platform.
The emphasis of the role is onquantitative finance and fixed income expertise.
You should be comfortable understanding pricing models, market conventions and risk, and be able to translate that knowledge into working software.
You donotneed to be a specialist software engineer, but you will need sufficient programming ability to implement and maintain quantitative functionality in our production library, which is primarily written inC#/.
NET.
What we're looking for
Robust knowledge of fixed income and interest-rate products
Good understanding ofderivative pricing, valuation and risk
Experience with products such asbonds, swaps, FRAs, futures, options, swaptions, caps/floors or other rates derivatives
Understanding ofyield curves, discounting, forward curves, sensitivities and market conventions
Ability to understand quantitative models and translate them into robust implementations
Programming experience inC#, C++, Java, Python or another object-oriented language
Ability to investigate pricing or risk discrepancies and understand whether an issue comes from the model, market data, conventions or implementation
Strong numerical and analytical skills
Ability to work closely with quantitative researchers,



developers, product specialists and front-office users
Programming
Our quantitative library is primarily written inC#/.
NET, so you will be expected to develop functionality in C#.
Previous C# experience is desirable but not essential.We are more interested in candidates with strong fixed-income knowledge, quantitative ability and enough programming experience to become productive in our codebase.
This isnot a pure software-engineering role; programming is the means by which you will implement quantitative pricing and risk solutions.
Experience
Typically2-8 years of experiencein one or more of:
Rates or fixed-income trading technology
Pricing and risk systems
Quantitative libraries or analytics platforms
Experience working directly with arates, fixed-income or derivatives deskwould be particularly valuable.
Nice to have
C#/.
NET
Experience implementing pricing models or risk analytics
Curve construction and calibration
Interest-rate volatility modelling
Credit or fixed-income analytics
Python
Experience with front-office or enterprise risk systems
The role
You'll work on Quantifi's pricing, risk and analytics platform, used by financial institutions globally.
You'll be involved in turning real-world fixed-income and rates requirements into quantitative functionality that can be used reliably in production.
The role is Sydney-based and hybrid, working with colleagues across Sydney, London and New York.
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📌 Quant Developer (New South Wales)
🏢 Quantifi
📍 New South Wales