Quantitative Researcher - Systematic Rates in City of London

Job description

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

Extra information

Status

Open

Education Level

Secondary School

Location

City of London

Type of Contract

Part-time jobs

Published at

19-06-2025

Profession type

Accountancy

Full UK/EU driving license preferred

No

Car Preferred

No

Must be eligible to work in the EU

No

Cover Letter Required

No

Languages

English