Fixed Income Quantitative Analyst Job at Harrington Starr (London)

Cio Strategy - Quantitative Analyst

This role sits in BX within the CIO Strategy team, reporting into the Head of CI...

Location

United Kingdom , London

Salary:

Not provided

Barclays

Expiration Date

Until further notice

Requirements

Undergraduate or equivalent degree in a quantitative subject (e.g. Mathematics, Econometrics, Mathematical/Quantitative Finance, Economics, Physics, Engineering)
Expert in Python
Strong quantitative skills
Knowledge of portfolio theory
Strong interest in macroeconomics and politics

Job Responsibility

Developing quantitative models in Python for portfolio construction and optimisation
Risk and PV Analysis
Portfolio Sensitivity Analysis
Carry and OCI Forecasting

Fulltime

Lead Engineer - Fixed Income, Algo Engineer

The Fixed Income Technology group is a global team responsible for the design, d...

Location

France , Paris

Salary:

113200.00 - 186800.00 EUR / Year

Citi

Expiration Date

Until further notice

Requirements

Extensive professional software development experience, with a significant portion in a front-office role focused on low-latency Algo trading or order management systems
Deep understanding of Fixed Income products, electronic trading concepts, market data, and the trade lifecycle
Expert-level proficiency in Java or Rust, with a strong emphasis on performance-critical, low-latency programming
Proven experience in the design, development, and maintenance of cross-asset order management systems (OMS)
Demonstrable expertise in building and optimizing low-latency pricing, hedging and execution systems
Solid hands-on experience in integrating with and managing vendor connectivity (e.g., Redline, ION)
Strong knowledge and practical experience in designing and implementing robust pricing, hedging and execution systems for ultra-low-latency environments
Strong knowledge of high-performance messaging middleware (e.g., Aeron, Solace) and low-latency data handling techniques
Proven experience designing and building complex, distributed, and fault-tolerant systems
Experience with modern development tools, including Git, Jenkins, and containerization technologies (e.g., Docker, OpenShift)

Job Responsibility

Lead the architectural design and development of high-performance, low-latency Algo platform including pricing, hedging and execution systems for Fixed Income products
Engage in active, hands-on coding in Java or Rust, contributing to the core codebase and setting the standard for quality, performance, and reliability
Define and drive the long-term technology vision for the order management platform, ensuring it is scalable, resilient, and aligned with business goals
Design, implement, and optimize trading workflows for ultra-low latency, ensuring minimal processing time from order receipt to execution
Partner closely with front-office traders, quantitative analysts, and product managers to understand business requirements and translate them into robust technical solutions
Mentor and coach junior and mid-level engineers, fostering a culture of technical excellence, innovation, and continuous learning
Act as a senior escalation point for resolving complex production issues, ensuring the stability and integrity of the trading platform

What we offer

Hybrid working model (2 days from home)

Fulltime

Svp Lead Engineer - Fixed Income, Low Latency Engineer

Location

United Kingdom , London

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

Expert-level proficiency in C++ or Rust, with a strong emphasis on performance-critical, low-latency programming
Proven experience in the design, development, and maintenance of cross-asset order management systems (OMS)
Demonstrable expertise in building and optimizing low-latency matching engines
Solid hands-on experience in integrating with and managing vendor market data feed handlers (e.g., Redline, Exegy)
Strong knowledge and practical experience in designing and implementing robust market data distribution systems for ultra-low-latency environments
Deep, practical knowledge of the FIX protocol, including session management, order flow, and execution reporting
Strong knowledge of high-performance messaging middleware (e.g., Kafka, Solace) and low-latency data handling techniques
Proven experience designing and building complex, distributed, and fault-tolerant systems
Experience with modern development tools, including Git, Jenkins, and containerization technologies (e.g., Docker, OpenShift)
Demonstrable experience leading software projects, mentoring engineers, and making key architectural decisions

Job Responsibility

Lead the architectural design and development of high-performance, low-latency order management and execution systems, matching engines, and market data distribution systems for Fixed Income products
Engage in active, hands-on coding in Java, C++ or Rust, contributing to the core codebase and setting the standard for quality, performance, and reliability
Define and drive the long-term technology vision for the order management platform, ensuring it is scalable, resilient, and aligned with business goals
Design, implement, and optimize trading workflows for ultra-low latency, ensuring minimal processing time from order receipt to execution
Develop and maintain FIX protocol connectivity with various internal and external trading venues, ensuring robust and compliant communication
Partner closely with front-office traders, quantitative analysts, and product managers to understand business requirements and translate them into robust technical solutions
Mentor and coach junior and mid-level engineers, fostering a culture of technical excellence, innovation, and continuous learning
Act as a senior escalation point for resolving complex production issues, ensuring the stability and integrity of the trading platform

Fulltime

Quantitative Analyst

Citigroup Global Markets Inc. seeks a Quantitative Analyst for its New York, New...

Location

United States , New York

Salary:

160000.00 - 175000.00 USD / Year

Citi

Expiration Date

Until further notice

Requirements

Master’s degree, or foreign equivalent, in Mathematics, Computer Science, Operations Research and Information Engineering, Financial Engineering, or related field
2 years of experience as a Quantitative Analysis Program Analyst, or related position involving quantitative model development and risk management support in a global financial services institution
Using mathematical methods, including advanced calculus, statistics, probability and stochastic processes, in security pricing and financial modeling projects
Applying numerical analysis techniques to perform fast calculations on large datasets
Software development in Python and C++
Maintaining and implementing high performance time series analysis and processing tools using C++
Functional programming and objected oriented programming
Producing models and analytics using machine learning methods
Big data management including cleaning, storage and delivery of large unstructured datasets and creating and maintaining databases and pipelines
Fixed income and derivative securities pricing across multiple asset classes

Job Responsibility

Develop analytical libraries used for pricing, hedging, liquidity management and risk management
Create, implement and support quantitative models for the trading business
Develop optimization tools for constructing interest rate curves and computing single currency and cross currency asset swap spreads, optional-adjusted spreads and coupon adjusted spreads
Generate trading signals based on the spreads to select the optimal trades with rigorous back-tests and portfolio optimization
Carry out post-trade analyses on rebalancing and risk management methodologies
Develop and maintain a range of Excel and React based web tools to support the trading and sales desks to price, trade and hedge a range of fixed income securities
Develop and maintain monitoring tools to ensure the marks and computed risks are accurate and tradable
Conduct quality control and compliance checks to ensure the accuracy and completeness of the streaming intraday ticking market data and end-of-day data
Perform data processing tasks to collect, process, and analyze data from the macroeconomic data, fixed income market data, and publicly available fixed income trade records
Generate real-time alerts and reports to support the sales and trading business

What we offer

medical, dental & vision coverage
401(k)
life, accident, and disability insurance
wellness programs
paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays
discretionary and formulaic incentive and retention awards

Fulltime

Quantitative Analyst

You will join Crédit Agricole CIB Americas as a Quantitative Analyst. You will h...

Location

United States of America , NEW YORK

Salary:

Not provided

Crédit Agricole

Expiration Date

Until further notice

Requirements

Be less than 29 years old
Be graduated of Master Degree
Be EU citizen
Postgraduate of a Master Degree from an University or Engineering School with a specialization in Mathematics, statistics, computer science or engineering
A first quant experience is expected
Hard Skills: Mathematics (probability, financial mathematics), Statistics, Basic programming (C++, VBA, Python), Finance and economics (fixed income preferred), Advanced level in Excel and PowerPoint, Fluent French and English
Soft Skills: Strong work ethic, Excellent interpersonal and communication skills

Job Responsibility

Explore this model for USD curve
Continue on profit & loss explanation study using this model
Contribute to the support of quant library users, to development in the library, including quantitative tools that are supplied to the business

Murex Test Lead

Location

Singapore , Singapore

Salary:

Not provided

Randstad

Expiration Date

August 06, 2026

Requirements

Minimum 8–12 years of professional software testing experience operating strictly within corporate banking or capital markets environments
At least 5 years of hands-on experience with Murex (MX.3), demonstrating deep functional exposure across the trade lifecycle, risk components, and Datamart reporting modules
A proven track record leading testing teams and managing release gates on large-scale Murex implementations, version upgrades, or platform migrations
Strong structural understanding of capital markets financial instruments, including FX (Spot/Forward/Options), Interest Rate Derivatives, Equities, Fixed Income, or Credit products
Elite test management, defect tracking, and client-facing communication skills, with a proven ability to challenge and influence steering committees

Job Responsibility

Define, own, and execute the overall test strategy, master test plan, governance model, and delivery approach for complex Murex programs
Lead and govern end-to-end testing workstreams across System Integration Testing (SIT), User Acceptance Testing (UAT), automated regression, performance/stress testing, and dress-rehearsal cutover phases
Ensure all testing activities strictly comply with banking regulatory mandates, internal risk controls, and institutional security requirements
Oversee the end-to-end defect management lifecycle, running cross-functional triage forums to prioritize, track, and resolve system blocks across multiple workstreams
Partner closely with front/middle/back-office business stakeholders, integration developers, and Murex vendor teams to validate functional specifications and iron out environment discrepancies
Formulate and deliver crystal-clear testing status reports, quantitative quality metrics, burn-down charts, and proactive risk assessments to program and client leadership
Direct, resource, and mentor a team of dedicated QA stream leads and test analysts, enforcing consistent testing standards, automated script reuse, and delivery quality

Fulltime

Sr Risk Management Analyst - Wealth Management

Voya Financial is seeking a Senior Risk Analyst for the Voya Financial Risk Mana...

Location

United States , Boston

Salary:

120000.00 - 145000.00 USD / Year

Voya Financial

Expiration Date

Until further notice

Requirements

Bachelor’s degree in Finance, Economics, Risk Management, or related field (Master’s preferred)
Professional certifications such as FRM (Financial Risk Manager), CFA (Chartered Financial Analyst), or PRM (Professional Risk Manager) are strongly preferred
7+ years of experience in risk management within financial services, ideally in wealth management or investment advisory
Strong understanding of investment products (equities, fixed income, alternatives, structured products)
Knowledge of regulatory frameworks (SEC, FINRA, Basel III, Dodd-Frank)
Advanced proficiency in risk modeling, stress testing, and scenario analysis
Excellent communication, presentation, and stakeholder management skills
Proactive and practical attitude
Strong verbal and written communication skills
Curiosity about our business and industry

Job Responsibility

Conduct quantitative and qualitative risk assessments across portfolios, investment strategies, and client accounts
Monitor market, credit, liquidity, and operational risks impacting wealth management activities
Develop and maintain risk dashboards, metrics, and reporting tools for senior management
Enhance risk management frameworks, policies, and procedures tailored to wealth management services
Recommend improvements to risk governance structures and escalation protocols
Partner with advisors, and business teams to evaluate risk exposures in investment strategies
Provide risk insights to support decision-making in client portfolio construction and product development
Act as a subject matter expert on risk issues for cross-functional teams
Prepare detailed risk reports for senior leadership, risk committees, and board presentations
Communicate complex risk concepts clearly to both technical and non-technical stakeholders

What we offer

Health, dental, vision and life insurance plans
401(k) Savings plan with generous company matching contributions (up to 6%)
Voya Retirement Plan – employer paid cash balance retirement plan (4%)
Tuition reimbursement up to $5,250/year
Paid time off – including 20 days paid time off, nine paid company holidays and a flexible Diversity Celebration Day
Paid volunteer time — 40 hours per calendar year

Fulltime

In-Business Market Risk Manager - Director

The Global Markets In-Business Risk (IBR) is a Front Office 1st Line of Defense ...

Location

Singapore , Singapore

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

10+ years of experience, preferably in Fixed Income, or Equities Trading or Structuring/Quantitative Analysis, with a significant focus on managing Market Risk
Familiarity with risk managements frameworks and ability to extract risk insights from portfolio metrics
Proven experience in leading or guiding junior analysts or team members
Deep subject matter expertise in at least one major asset class (e.g., EM Rates) and broad cross-asset class product and market knowledge
Exceptional analytical, quantitative, and numerical competency with strong attention to detail and problem-solving skills
Consistently clear and concise written and verbal communication skills, with the ability to engage effectively with senior stakeholders
Excellent interpersonal skills to develop and maintain strong relationships with trading desks, second-line risk teams, technology and other partners
Must be highly self-motivated and inquisitive, with a strong interest in financial markets, and trading
Bachelor's or Master's degree, preferably in a quantitative field such as Finance, Economics, Engineering, or Statistics

Job Responsibility

Proactively identify, quantify, and analyze key market risks within the Markets' trading inventory, considering the broader market environment, emerging themes, and portfolio concentrations
Communicate findings and discuss risk dynamics with the Head of IBR and senior trading business heads
Understand the firm's risk appetite, limits, and our capital framework to allow effective optimization and allocation of risk
Closely track the performance of products across Global Markets, understanding the drivers of market movements to form a forward-looking view on material, concentration, and emerging risks
Possesses the ability to translate complex risk, P&L and market data into actionable insights and develop sophisticated solutions for monitoring first-line Market Risk
Support the Head of IBR and Business Heads in analyzing their return on capital and adherence to the firm's risk appetite framework
Work collaboratively with independent risk teams (2nd Line of Defense) to size appropriate risk limits for the business and monitor risk utilization
Drive the development of advanced data analytics tools and comprehensive risk monitoring frameworks by partnering with Technology, Quants, and asset-class specific IBR teams to enhance first-line risk management efficiency
Assist with regulatory inquiries and requirements
Provide thought leadership and mentorship to junior members of the team, fostering their professional development and ensuring the highest quality of analytical output

Fulltime

Select Country

Fixed Income Quantitative Analyst

Job Description

Job Responsibility

Requirements

Nice to have

What we offer

Looking for more opportunities?