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Fixed Income Derivatives Quant

Job

Selby Jennings

Princeton, NJ (In Person)

Full-Time

Posted 3 days ago (Updated 1 day ago) • Actively hiring

Expires 7/5/2026

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Job Description

A well established boutique investment manager based in Princeton, NJ, is looking for a new member of their Quantitative Research and Systems team. This is a front-office adjacent, highly technical role designed to support trading strategies through mathematical modeling, system development and support. The ideal candidate is not just a strong programmer, but is someone who also understands the mathematics of fixed income instruments and can code them into a production system.
Qualifications:
Education:
PhD in a Quantitative Field (Physics, Applied Math, Engineering, Financial Engineering or Computer Science preferred), exceptional Masters candidates will be considered
Programming:
Experience with Python, MySQL, C#, etc.
Domain Knowledge:
Deep exposure to fixed income or derivatives modeling
Attributes:
Clear, effective, and strong communication skills and ability to interact with a non-technical audience
Responsibilities:
1. Fixed Income Derivatives Modeling Develop, implement and validate new interest rate and volatility models (swaptions, curves) Review mathematical, conceptional, and technical soundness of existing models 2 . Programming and Systems Maintenance Develop and maintain proprietary trading, pricing, and risk tools using c# and Python Manage and query data using MySQL 3. Communication Act as a bridge between technical models and non-technical staff (portfolio managers, traders, operations, compliance) Present complex quantitative concepts with clarity to internal teams and potentially external investors