KM3

About the Role:

The T Rowe Price Fixed Income Technology team is looking for a Senior Quant Developer with banking / financial services experience; specifically coming from a Front Office, quantitative background with a working knowledge of Fixed Income markets, securities, and analytics. The successful candidate will help expand the team in Baltimore/London to support the development and delivery of quantitative research and models in partnership with our Fixed Income Quantitative Research Analysts (Quants).

This is a hands-on, full development lifecycle role - from gathering requirements to proposing and delivering solutions - which provides an opportunity to solve complex business, logic, data, and technical challenges. This is a unique role where you can leverage both your exceptional technology skills and your financial knowledge. You will be called upon to leverage your technical and analytical expertise to solve both computational and data-related problems.

You will work with smart, talented people across our business. We will expect you to be agile, to lead and to think outside the box. In return, we will give you challenging work that has a meaningful impact as well as opportunities to learn and grow and operate within a collaborative culture that encourages every member of our team to bring their point of view to the table-because that is how we help our clients succeed.

What You'll Do:

• Partner independently with Quants to translate research into production-ready models that inform the investment decision-making process.
• Work on Quant models in rates, credit & FX.
• Support the research-to-production lifecycle - from validation and deployment through ongoing production support.
• Architect and improve proprietary models and production systems for reliability, resiliency, scalability, and performance.
• Lead code and model reviews, and own the operational health of your systems - monitoring, alerting, incident response, and technical debt.
• Operate as a hands-on individual contributor - leading work streams within broader projects, and a small team when a specific project calls for it.
• Tech you will work with: Python, AWS, Docker, SQL, Gitlab CI/CD

Minimum Qualifications:

• Advanced degree in a quantitative field (Computer Science, Mathematics, Physics, Engineering, or Financial Engineering).
• 5+ years of progressive software engineering experience.
• Front-office software development experience within Asset Management, a Hedge Fund, an Investment Bank, or FinTech.
• Advanced Python, and proficiency on Linux with common scripting languages.
• Strong analytical skills, including working with and analyzing large data sets.
• Strong grasp of testing approaches, with a focus on performance and accuracy.
• Experience delivering in an Agile environment.

Preferred Qualifications:

• Working knowledge of Fixed Income markets and securities (focus on cash bonds/rates), including pricing, curve construction, and risk analytics (duration, convexity, DV01).
• Advanced mathematical knowledge (e.g., statistics, time-series analysis, asset-pricing theory, optimization algorithms).
• Strong knowledge of one or more SQL / NoSQL databases.
• Experience building containerized applications and deploying to cloud (AWS, GCP, Azure, or similar).
• Experience with web-based development and data visualization for large, complex data sets.
• Familiarity with fixed income data sources (e.g., Bloomberg, ICE, FINRA TRACE).

Work Flexibility:

This position is eligible for hybrid working with up to three days per week from home.