Quant jobs / Qube Research & Technologies

Fixed Income Risk Engineer (Python)

An engineering role in the risk team, building the tools and pipelines that report fixed-income risk to desks and risk managers. Python-heavy and production-focused.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Maintain risk analytics services for rates and bond books
Fix data breaks and risk inconsistencies found by desks
Extend reporting pipelines for DV01 and scenario results
Improve reliability and scalability of risk infrastructure

What they ask for

Required

Strong Python
Fixed-income products: bonds, swaps, futures, repo
Risk measures such as DV01 and stress scenarios
Trade lifecycle and PnL drivers
SQL and databases
Production systems experience
APIs and data integration

Preferred

Distributed systems and cloud (AWS)
Kubernetes, Grafana, CI/CD

Education: No degree level stated.
Experience: 5+ years of professional software development, ideally at a trading firm, bank or asset manager
Languages and tools: Python
SQL
Markets: fixed-income

How to prepare

Compute DV01 and key-rate durations for a small bond and swap portfolio in Python
Study the trade lifecycle from booking to settlement
Build a stress-scenario report with reconciliation checks
Learn how repo and bond futures contribute to rate risk

What to study

The Risk Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Qube Research & Technologies’s site before applying: requirements, location and pay can change after we check them.

View the posting on Qube Research & Technologies’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Qube Research & Technologies and doesn’t handle applications.