Quantitative Developer (Risk & PnL Analytics)

Quantitative Developer (Risk & PnL Analytics)Salary: $250k-300kTotal compensation: very flexible - dependent on seniority, expectations and performanceWe're partnered with a leading global quantitative trading firm hiring a Quantitative Developer to join the Fixed Income & Macro business, working on front-office risk, pricing, PnL attribution, and portfolio analytics.This is a front-office-facing role - you'll sit directly with portfolio managers, traders, and quant researchers, building the systems they use to understand exposures, risk, and daily PnL in real time.This isn't a central risk-reporting function; it's embedded technology that shapes how the desk sees and manages its book.What you'll work on:Designing and building risk and PnL attribution systems for fixed income and macro portfoliosDeveloping tools for exposure analysis, VaR, and scenario/stress testingPartnering closely with PMs, traders, and quant researchers to translate risk and pricing requirements into production systemsWorking across the stack in Python, with performance-critical components in C++What we're looking for:Strong software engineering skills in Python (and C++ ideally)Ability to reason rigorously about exposures, risk metrics, and PnL — you understand why numbers move, not just how to compute themBackground in one of the following: front-office risk technology, quant research/development supporting an asset class or pod, risk-analytics vendor platforms, middle-office/product-control PnL production, treasury/funding technology, or computational domains such as derivatives pricing, numerical optimization, or simulationA track record of building production systems, not just configuring or consuming someone else's