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About the Role

The T. Rowe Price Fixed Income Technology team seeks a Senior Quant Developer with financial services experience, specifically from a Front Office quantitative background. This role supports the development and delivery of quantitative research and models in partnership with Fixed Income Quantitative Research Analysts. It is a hands-on, full development lifecycle position involving problem-solving across business, logic, data, and technical challenges, leveraging both technology skills and financial knowledge.

Responsibilities

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, including validation, deployment, and 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 systems (monitoring, alerting, incident response, technical debt).
Operate as a hands-on individual contributor, leading work streams and potentially small teams.

Requirements

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 proficiency.
Proficiency on Linux with common scripting languages.
Strong analytical skills, including working with and analyzing large data sets.
Strong grasp of testing approaches, focusing on performance and accuracy.
Experience delivering in an Agile environment.
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).

Skills

Python
AWS
Docker
SQL
Gitlab CI/CD
Linux scripting
Quantitative analysis
Agile methodologies
Fixed Income markets
Pricing
Curve construction
Risk analytics
Statistics
Time-series analysis
Asset-pricing theory
Optimization algorithms
SQL databases
NoSQL databases
Containerized applications
Cloud deployment (AWS, GCP, Azure)
Web development
Data visualization
Fixed income data sources (Bloomberg, ICE, FINRA TRACE)

Location

Baltimore
London

Work Type

Hybrid
Full-time

Experience Level

Senior
5+ years

Education Level

Advanced degree in a quantitative field

About the Company

T. Rowe Price is an asset management firm focused on delivering global investment management excellence and retirement services that investors can rely on–now, and over the long term.