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- Tasks: Join a trading team to develop systematic strategies in global rates markets.
- Company: Be part of a high-performance trading firm focused on innovative financial solutions.
- Benefits: Enjoy access to world-class data, infrastructure, and a dynamic work environment.
- Why this job: Work on impactful research and push the boundaries of fixed income strategies.
- Qualifications: Advanced degree in a quantitative field and strong programming skills required.
- Other info: Collaborate with technologists and portfolio managers in a fast-paced setting.
The predicted salary is between 43200 - 72000 £ per year.
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.
Quantitative Researcher - Systematic Rates employer: Qenexus
Contact Detail:
Qenexus Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quantitative Researcher - Systematic Rates
✨Tip Number 1
Familiarise yourself with the latest trends in systematic trading and interest rate products. This will not only help you understand the market better but also allow you to engage in informed discussions during interviews.
✨Tip Number 2
Network with professionals in the quantitative finance space, especially those who work with swaps and derivatives. Attend industry conferences or webinars to make connections that could lead to referrals.
✨Tip Number 3
Brush up on your programming skills, particularly in Python and C++. Consider working on personal projects or contributing to open-source projects that demonstrate your ability to build systematic models.
✨Tip Number 4
Prepare to discuss your past experiences with backtesting and statistical analysis. Be ready to share specific examples of how you've evaluated strategy performance and made adjustments based on market conditions.
We think you need these skills to ace Quantitative Researcher - Systematic Rates
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your advanced degree and relevant experience in quantitative fields. Emphasise your skills in financial engineering, systematic rates modelling, and any specific projects related to swaps or derivatives.
Craft a Strong Cover Letter: In your cover letter, express your passion for quantitative research and detail how your background aligns with the responsibilities of the role. Mention specific experiences where you've developed systematic strategies or conducted backtesting.
Showcase Programming Skills: If you have programming experience in Python, C++, or similar languages, make sure to include examples of projects or models you've built. Highlight your familiarity with time series analysis and signal generation as these are crucial for the role.
Prepare for Technical Questions: Anticipate technical questions related to your understanding of market microstructure, transaction cost modelling, and portfolio optimisation. Be ready to discuss your approach to developing and refining models in a fast-paced environment.
How to prepare for a job interview at Qenexus
✨Showcase Your Technical Skills
Be prepared to discuss your programming skills in Python, C++, or any relevant language. Bring examples of past projects where you developed systematic models, particularly in interest rate markets, to demonstrate your expertise.
✨Understand the Market Dynamics
Familiarise yourself with current trends in global rates markets, especially around swaps and derivatives. Being able to discuss recent market movements and their implications will show your depth of knowledge and engagement with the field.
✨Prepare for Rigorous Problem-Solving
Expect technical questions that assess your analytical thinking and problem-solving abilities. Practice explaining your approach to backtesting and statistical analysis, as well as how you would refine models based on performance data.
✨Emphasise Collaboration Skills
Since this role involves working closely with technologists and portfolio managers, highlight your experience in team settings. Share examples of how you've successfully collaborated in fast-paced environments to integrate research into trading systems.
