Full job description We are partnering with a leading global investment banking platform seeking an experienced Market Risk Quant to join its Fixed Income and Risk Management team.
This is a highly visible role focused on traded credit products, including bonds, CDS/CDX, and structured credit instruments such as Credit Linked Notes (CLNs). The successful candidate will play a key role in developing pricing and risk analytics capabilities while supporting the continued growth of a highly successful and expanding fixed income franchise.
The position offers the opportunity to work at the intersection of quantitative research, trading, risk management, and technology, contributing directly to front-office and risk decision-making.
Key ResponsibilitiesQuantitative Analytics Development *Contribute to the design, development, and enhancement of an in-house bond analytics platform.
*Develop and implement pricing models, yield curve construction methodologies, and credit spread models.
*Build scalable quantitative solutions to support trading and risk management activities.
Fixed Income & Credit Risk Support *Provide quantitative expertise to Fixed Income trading desks and Market Risk teams.
*Support a broad range of traded credit products including:
*Corporate and government bonds
*Credit Default Swaps (CDS/CDX)
*Structured credit products
*Credit Linked Notes (CLNs)
Risk Modelling *Develop and enhance risk measurement methodologies, including:
*Interest Rate and Credit Spread Sensitivities
*Value at Risk (VaR)
*Stress Testing Frameworks
*Scenario Analysis
*Ensure models are robust, scalable, and suitable for production environments.
Model Governance & Validation *Oversee the development, implementation, and ongoing enhancement of pricing and risk models.
*Support model validation processes and ensure adherence to regulatory and internal governance standards.
Stakeholder Engagement *Partner closely with Trading, Risk, Technology, and Quantitative teams to deliver strategic analytics solutions.
*Translate complex quantitative concepts into actionable insights for business stakeholders.
Leadership & Mentorship *Provide guidance and mentorship to junior quantitative analysts and developers.
*Foster a culture of technical excellence, collaboration, and innovation.
Industry & Technology Development *Monitor market developments, regulatory changes, and emerging technologies.
*Contribute to the adoption of modern analytics infrastructure and cloud-based solutions where appropriate.
Candidate ProfileExperience *8+ years of experience within:
*Market Risk Quantitative Analytics
*Quantitative Research
*Fixed Income Analytics
*Credit Risk Modelling
*Financial Engineering
Product Knowledge Demonstrated expertise across:
*Fixed Income products
*Bonds and credit markets
*Credit Default Swaps (CDS/CDX)
*Structured credit products
*Credit Linked Notes (CLNs)
Technical Skills *Advanced Python programming skills.
*Strong quantitative and statistical modelling expertise.
*Experience developing and implementing production-grade pricing and risk models.
*Exposure to cloud technologies such as AWS or Azure is advantageous.
Education *Advanced degree (Master’s or PhD preferred) in a quantitative discipline such as:
*Mathematics
*Finance
*Engineering
*Physics
*Statistics
*Computer Science
Personal Attributes *Strong analytical and problem-solving abilities.
*Excellent communication and stakeholder management skills.
*Proven leadership and mentoring experience.
*Ability to thrive in a fast-paced, highly collaborative environment.
Why Apply? *Join a growing fixed income and credit business with significant investment in analytics and technology.
*Work on complex quantitative challenges across pricing, trading, and risk management.
*Gain exposure to senior stakeholders across Front Office and Risk.
*Play a key role in shaping the next generation of fixed income analytics capabilities.
*Opportunity to influence strategic initiatives and mentor the next generation of quantitative talent.
If you are a hands-on quantitative professional with deep expertise in fixed income and credit products, and are looking to make a meaningful impact within a high-performing environment, we would love to hear from you.