Fixed Income Risk Engineer (Python)
Qube Research & Technologies6 months ago
London, United KingdomSenior
Responsibilities
- Design, build, and maintain production risk analytics tools and data services.
- Develop and support data pipelines and reporting systems used by trading and risk teams.
- Partner with trading desks, risk, and operations to understand requirements and deliver solutions.
- Investigate and resolve data discrepancies, risk inconsistencies, and production issues.
- Improve system reliability, performance, and scalability.
- Contribute to the evolution of risk and analytics infrastructure.
Requirements
- Demonstrate solid knowledge of fixed-income products, including bonds, interest-rate swaps, bond futures, and repos.
- Understand trade lifecycles, risk measures such as DV01, sensitivities and stress scenarios, PnL, and key risk drivers.
- Have strong Python development and coding skills.
- Have experience building and maintaining production systems.
- Understand data pipelines, data processing, system design, and debugging.
- Have experience with SQL and databases, plus familiarity with APIs and data integrations.
- Have at least 5 years of professional software development experience.
- Experience at a systematic investment manager, trading firm, bank, or asset manager is preferred.
- Vendor or consultancy experience is considered when combined with strong fixed-income exposure.
- Experience with distributed systems, cloud platforms, orchestration tools, cloud-based environments, containerization, and monitoring is desirable.
- AWS experience, including EC2, S3, and Fargate, is preferred among the desirable qualifications.
- Familiarity with Kubernetes, Grafana, and modern development environments such as Coder is desirable.
Benefits
- QRT offers initiatives and programs intended to support employee health and work-life balance.
- QRT is an equal opportunity employer and emphasizes an open, respectful, and diverse workplace.
Tech Stack
Categories
BackendData Engineering
About Qube Research & Technologies
Qube Research & Technologies is a global quantitative and systematic investment manager that develops and trades data-driven strategies across liquid asset classes for institutional investors. The firm manages client capital and proprietary funds, earning management and performance fees. Founded in 2018 and headquartered in London, it operates with offices in 16 locations worldwide.