A senior quantitative professional is sought to lead the development of bond pricing and analytics capabilities within a growing fixed income environment. Working closely with trading, risk and technology teams, the successful candidate will contribute to the design of robust pricing models, the enhancement of market risk methodologies, and the delivery of a modern analytics framework to support an expanding business.

This role offers an excellent opportunity to combine deep quantitative expertise with practical implementation in a front-office setting.

• Lead the ongoing design, development and enhancement of an in-house bond pricing and analytics platform.
• Develop quantitative models covering bond pricing, yield curve construction, discounting methodologies and credit spread modelling.
• Build pricing and risk analytics for a range of traded credit products, including corporate bonds, sovereign bonds, CDS, CDX and structured credit instruments such as Credit Linked Notes (CLNs).
• Develop and implement market risk models, including interest rate and credit spread sensitivities, Value at Risk (VaR) and stress testing frameworks.
• Manage the full model lifecycle, from research and development through validation, production deployment and ongoing enhancement.
• Work closely with Fixed Income Trading, Market Risk and Technology teams to deliver high-quality quantitative solutions.
• Support the modernisation of quantitative infrastructure, utilising Python and cloud technologies where appropriate.
• Mentor junior quantitative professionals and promote best practice in quantitative development, software engineering and model governance.

The successful candidate will bring a blend of quantitative modelling expertise, strong software engineering capabilities and practical experience within fixed income markets.

• Strong experience in quantitative analytics, financial modelling or market risk within investment banking, capital markets or a similar environment.
• Strong expertise in fixed income products, particularly bonds and credit derivatives, including CDS/CDX and structured credit products.
• Deep understanding of bond pricing methodologies, yield curve construction, credit spread modelling and market risk analytics.
• Advanced Python development skills, with experience building production-grade quantitative libraries.
• Proven experience developing pricing and risk models in a live production environment.
• Exposure to cloud technologies would be advantageous.
• Excellent communication and stakeholder management skills, with the ability to work effectively across trading, risk and technology teams.
• An advanced degree in Mathematics, Physics, Engineering, Computer Science, Finance or another quantitative discipline.

McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.