Quantitative Developer

Vice President Credit Quantitative Research Public Finance

A front office opportunity for C++ and OOP Quant Developers looking to transition into Quant Research and Analytics.

We are seeking a technically exceptional and commercially minded Vice President to join a front office Credit Quantitative Research function focused on Public Finance markets. This role supports trading and market making in municipal bonds and related derivatives, working directly with senior traders on pricing, risk, and systematic trading initiatives.

This opportunity is particularly well suited to experienced C++ or other object oriented language Quant Developers who are eager to move into a front office Quant Analyst or Quant Researcher role, taking ownership of models, analytics, and research direction rather than focusing solely on implementation.

Municipal credit markets present deep structural complexity, unique issuer behaviour, and increasing opportunities for electronic and systematic trading. The successful candidate will play a key role in shaping how these markets are modelled, priced, and traded.

Please note this role is only open to candidates with the right to work in the United States. Sponsorship is not available.

• Set and drive the quantitative research agenda for public finance and credit products, identifying high impact opportunities across pricing, risk, and systematic strategies.
• Design, build, and validate advanced fixed income and credit models, owning the full lifecycle from research concept through to production deployment.
• Partner closely with senior traders and market makers to translate commercial intuition into robust quantitative frameworks with direct P&L impact.
• Leverage strong engineering skills to architect scalable, production quality analytics used daily on the trading desk.
• Evaluate and apply AI and machine learning techniques where appropriate, ensuring models are practical, interpretable, and effective in a live trading environment.
• Mentor and develop other quants, promoting best practices in research rigor, clean engineering, and model governance.
• Represent Credit Quant Research in senior forums, influencing broader strategy around electronic trading, analytics, and data investment.

• An advanced degree in Mathematics, Physics, Engineering, Computer Science, or a related quantitative discipline, with a PhD preferred.
• Strong programming expertise in C++ or other object oriented languages such as Java, C#, or Python with solid OOP design principles.
• Experience as a Quant Developer, Desk Quant, or Analytics Engineer with a clear desire to transition into a front office quantitative research role.
• Strong intuition for fixed income and credit markets, including municipal bonds, corporate credit, rates, or related products.
• A proven track record of building quantitative tools that directly support trading, pricing, or risk.
• Intellectual curiosity and an ownership mindset, with the ability to define problems, develop models, and see them through to trading impact.
• Excellent communication skills and the confidence to work directly with senior trading stakeholders.