Quantitative Developer – Institutional Banking

Location: Sydney
  • Coding + Fixed Income space
  • Work with some of the best experts in the field
  • Sydney CBD + competitive remuneration package

Company Overview

My client is a large investment bank a significant presence in Australia. They are seeking a Senior Quantitative Developer to join their Fixed Income and Fx derivatives desk.

Role Overview

This role will see a highly technical individual with demonstrated coding (Python/Java/C/C++/SQL/API, etc) skills to join a high performing, analytical investments and products team.

Here, you will work towards building quantitative models for various products across Fx and Fixed Income. This role will suit an individual who is not afraid to innovate. You will work in a environment where technological tools are not restrained, and access to large data sets is readily available. 
Strong theoretical and practical understanding of Fx and Fixed Income is a must, along with the ability to engage and work with diverse audience both internal and external.


  • Possess a deep understanding of Fx and Fixed Income Derivatives Products
  • Work closely with investment teams to understand their needs from a data and analytics perspective, then translate the requirements into discrete units of work.
  • Strong coding skills (Python/C/C++/Java/SQL/API, etc)  
  • Engage with a range of stakeholders with varying technical literacy
  • Develop and deliver specialised tools and models to enhance the quality, robustness and efficiency of derivatives analysis and management. This includes developing new models, uplifting existing ones, data engineering, as well as automating manual processes.
  • Provide ongoing support for delivered solutions
  • Develop a deep understanding of data models, sources and associated relationships across a wide range of data dimensions covering tactical, strategic, research, portfolio, internally generated and externally sourced market data.
  • Assist a broad range of stakeholders in locating the most appropriate data for their purposes and provide subject matter expertise regarding related limitations and trade-offs between data sources.
  • A highly quantitative individual with demonstrated development experience.  
  • Demonstrated experience using SQL for data modelling and discovery, with an ability to navigate, and gain knowledge from unfamiliar datasets.
  • Experience with commonly used 3rd party financial software vendors (Bloomberg, Factset, Reuters, Iress, Barra, etc.) and their data, models, and APIs highly regarded. 
  • Strong interpersonal, communication and consultation skills with the ability to build relationships with stakeholders which have a range of technical literacy and seniority.

What’s on Offer

This is a permanent role with a major investments firm, and you will have the opportunity to be a part of successful team. You will also be compensated with an attractive remuneration package.

Apply now via the APPLY button or contact Brad Ragothaman at Profusion Group on 02 9240 6382 for a confidential conversation.

Quantitative Developer - Institutional Banking

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