Quantitative Developer/Researcher - Fixed Income & Risk Models

Description: A leading global financial services and investment technology platform is hiring a Quantitative Engineer / Researcher to develop analytical tools and models for fixed income markets and investment risk analysis. The role focuses on building quantitative frameworks for portfolio analytics, yield curve modelling, and interest rate risk measurement, while supporting investment and risk decision-making. The position requires strong Python programming capabilities and a solid understanding of fixed income instruments, quantitative modelling, and financial market risk analytics.

Key Responsibilities:

- Develop quantitative tools and analytics for fixed income portfolio analysis and risk measurement

- Build and maintain models for bond valuation, interest rate risk, and yield curve construction

- Implement backtesting frameworks and quantitative research tools in Python

- Support portfolio and risk teams with analytics related to duration, DV01, spreads, and volatility

- Apply statistical techniques such as regression and principal component analysis for risk and return analysis

- Integrate data pipelines and interact with SQL databases for financial datasets

Ideal Candidate Profile:

- 5- 7 years of experience in quantitative research, financial engineering, or quantitative development

- Strong understanding of fixed income instruments including bonds and interest rate swaps

- Familiarity with risk metrics such as duration, DV01, spreads, volatility, and Value at Risk

- Strong Python programming skills with experience building analytical tools or models

- Experience working with SQL databases and financial data pipelines

- Willing to work onsite in Bangalore