We are looking for a

Quantitative Developer with strong fixed income and interest-rate derivatives knowledge

to join Quantifi’s quantitative development team in Sydney.

This role will work closely with our

Fixed Income and Rates teams , developing and enhancing pricing, risk and analytics functionality within Quantifi’s platform.

The emphasis of the role is on

quantitative 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 do

not

need 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 in

C#/.NET .

What we're looking for

Strong knowledge of fixed income and interest-rate products

Positive understanding of

derivative pricing, valuation and risk

Experience with products such as

bonds, swaps, FRAs, futures, options, swaptions, caps/floors or other rates derivatives

Understanding of

yield curves, discounting, forward curves, sensitivities and market conventions

Ability to understand quantitative models and translate them into robust implementations

Programming experience in

C#, 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 in

C#/.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 is

not a pure software-engineering role ; programming is the means by which you will implement quantitative pricing and risk solutions.

Experience Typically

2–8 years of experience

in one or more of:

Rates or fixed-income trading technology

Pricing and risk systems

Quantitative libraries or analytics platforms

Experience working directly with a

rates, fixed-income or derivatives desk

would 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.

📌 Sr. Quant Developer (Sydney)
🏢 Quantifi
📍 Sydney