Quantitative Researcher / Developer - Credit & Fixed-Income Modeling

Independent Contractor About the role We build a trade analytics platform used by institutional clients to price and analyze credit and fixed-income instruments and manage their associated risk. We are a small, technical group that turns hard financial models into reliable production code. This role sits at the intersection of quantitative research, financial modeling, and software engineering. Who we're looking for We do not require years of hands-on credit derivatives experience. Instead, we are looking for someone with a strong quantitative foundation, excellent programming ability, and the capacity to learn a new domain deeply and quickly. The right person may currently be working in another quantitative field • such as machine learning, statistics, physics, engineering, risk, market data, pricing, or numerical modeling • and looking for their next hard problem. We will give you the time, mentorship, and material to get up to speed on credit and fixed-income modeling. You will bring the quantitative ability, discipline, and motivation to close that gap quickly. What you'll do Research and implement CDS, CDX, and bond pricing/risk models, including survival-curve bootstrapping, hazard rates, par spreads, RPV01, sensitivities, and related analytics Calibrate and validate models against market data Translate financial mathematics from papers, documentation, and market conventions into clean, tested code Build maintainable Python analytics that can move from prototype to production Work closely with quants, developers, and traders to turn requirements into working models Investigate numerical issues, edge cases, and market-data anomalies encountered in production analytics Must have Professional proficiency in English At least 3 years of relevant or transferable professional experience Quantitative degree in mathematics, physics, engineering, computer science, statistics, econometrics, financial engineering, or a related field Strong Python skills, particularly with NumPy, pandas or Polars, and SciPy Ability to write clean, tested, and maintainable code and use Git effectively Strong foundation in applied mathematics, including probability, statistics, numerical methods, optimization, and linear algebra Comfort reading financial mathematics from papers and documentation Demonstrated ability to learn unfamiliar technical domains quickly Strong ownership, clear communication, and the ability to work independently and collaboratively Nice to have, but not required Familiarity with credit products or derivatives in any capacity Exposure to fixed-income or rates: bonds, yield curves, interest-rate swaps, options pricing, or related instruments Experience taking models from prototype to production Background in a trading, risk, pricing, or market-data environment C#, Rust, C++, or other systems-language experience What we offer Competitive compensation paid in USD, plus an annual discretionary bonus Hybrid working arrangement with access to office space in Asia side organized by the contractors working for us Transportation support and lunch provided on office days A genuine path into credit and fixed-income modeling, building skills used across institutional trading, risk, pricing, and financial-data platforms globally A small, technical team where strong individual contribution matters Contracting arrangement This position is structured as an independent contractor engagement. You will invoice our company monthly for your services. Any administrative costs directly associated with the invoicing arrangement will be covered by the company. If you do not currently operate through your own company, we will support you with the company formation process and related expenses. Working pattern We support an international business, so this is not always a conventional 9-to-5 role. Most days follow normal working hours, but occasional flexibility may be required to respond to time-sensitive client needs, production issues, or important deliverables across different time zones. Regular late-night work is not expected. However, there may be times when an issue needs to be resolved or a critical task completed outside standard hours. In return, we aim to maintain a flexible, trust-based working environment rather than measuring contribution by fixed office hours. How to apply Please submit your CV as a single PDF and include a brief cover letter on the final page. In a few lines, describe a technical area you taught yourself from scratch: what it was, how you approached it, and how quickly you became productive. You may also briefly explain how your background, skills, and experience make you a strong fit for this position. This matters to us more than a perfect keyword match. If you already operate through a company, you may also include the relevant company information in the same document.