This is a front-office role with direct PM exposure, focused on building and owning the analytics and tooling that support Bond RV strategies.
The role
- Design, develop, and support front-office analytics and infrastructure for Bond RV strategies across G4 rates markets.
- Take ownership of curve building, risk measurement, and PnL analysis for bonds, futures, and interest rate swaps.
- Work closely with the PM on research initiatives, trade idea development, and evolution of existing frameworks.
- Build PM-facing tools covering risk management, hedging, roll analysis, trade attribution, and scenario testing.
- Enhance execution and risk processes through workflow and productivity-focused tooling.
- Partner with internal technology and operations teams to deploy, scale, and maintain desk tools in production.
- Contribute to carry and rolldown analytics, including support for switch and wildcard option modelling.
Experience
- Advanced degree in a quantitative or STEM discipline from a leading university.
- 3+ years of experience in linear rates quantitative research on either the buy side or sell side.
- Strong Python skills with experience building production-grade systems.
- Solid understanding of fixed income markets, curve dynamics, and risk analytics.
- Collaborative, intellectually curious, and comfortable operating in a lean, high-ownership environment.
- Prior exposure to switch or wildcard models is advantageous but not required.