We’re seeking a highly skilled Quantitative Researcher to join a high-performance trading team focused on developing systematic strategies in global rates markets.
This is a front-office research role, ideal for candidates with a strong background in financial engineering, systematic rates modelling, and experience working with swap-based signals.
Responsibilities:
* Research, design, and implement systematic alpha strategies across global interest rate products, with a particular emphasis on swaps and related derivatives.
* Develop and refine models leveraging macroeconomic, market microstructure, and yield curve signals.
* Conduct rigorous backtesting and statistical analysis to evaluate strategy performance and robustness.
* Work closely with technologists and portfolio managers to integrate research into production trading systems.
* Monitor and enhance live strategies, responding to performance and market regime changes.
Requirements:
* Advanced degree (PhD or MSc) in a quantitative field such as Financial Engineering, Mathematics, Statistics, Physics, or related discipline.
* Proven experience building systematic models in interest rate markets, particularly in swaps, swap spreads, and cross-currency basis.
* Strong programming skills in Python, C++, or a similar language.
* Deep understanding of time series analysis, signal generation, and portfolio optimization.
* Familiarity with transaction cost modelling, market impact, and execution strategies is a plus.
* Strong communication skills and the ability to collaborate in a fast-paced, team-oriented environment.
This is an opportunity to work on impactful research in a dynamic environment with access to world-class data and infrastructure. Ideal for researchers who enjoy pushing the boundaries of systematic fixed income strategies.
For more info, apply below or email Tom on tom@qenexus.com