A top-tier buy-side trading firm is hiring a Python engineer embedded on the trading desk to build pricing and risk tooling for credit derivatives (CDS / structured credit). This is a high-impact role with direct trader/PM interaction, owning models, analytics, and decision-critical systems.
Role Overview
- Build pricing & risk analytics for CDS and credit products
- Develop Python-based libraries, models, and data pipelines used on desk
- Work directly with traders on P&L, RV, hedging, and risk diagnostics
- Own delivery of production-grade tools driving trading decisions
- Extend analytics into systematic signals / automation workflows
Requirements
- 7+ years experience in FO engineering / strats / quant dev
- Strong Python (NumPy, Pandas, pricing libraries, performant code)
- Credit derivatives knowledge (CDS, curves, spreads, risk)
- Experience building pricing models + risk frameworks
Why this role
- Front office ownership – you will build what traders actually use
- Direct impact on pricing, risk, and P&L
- High-calibre environment with strong quant + engineering culture
- Scope to shape next-gen analytics + systematic capabilities
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