Quant Researcher - Fixed Income

|

Munich, Germany

|

Full-time

Hybrid

Drive front-office pricing, risk and trading analytics for Interest Rate Derivatives across pre- and post-trade flows. Build performant services within an event-driven architecture; partner with traders and quants.

Strong coding in Python, NumPy/Pandas, C++. Knowledge of IR curve construction, calibration (SABR/HJM), Monte Carlo / PDE techniques and numerical optimisation. Experience with pricing/risk systems on sell-side desks.

Pricing & Risk in Fintech

apply