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- Tasks: Join a high-performance team to develop systematic trading strategies in global rates markets.
- Company: Be part of a dynamic firm focused on innovative financial solutions and cutting-edge research.
- Benefits: Enjoy access to world-class data, infrastructure, and a collaborative work environment.
- Why this job: Ideal for those passionate about quantitative research and making an impact in finance.
- Qualifications: Advanced degree in a quantitative field and strong programming skills required.
- Other info: Work closely 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.
Trading Quantitative Researcher employer: Qenexus
Contact Detail:
Qenexus Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Trading Quantitative Researcher
✨Tip Number 1
Familiarise yourself with the latest trends in global rates markets and systematic trading strategies. This will not only help you understand the role better but also allow you to engage in meaningful conversations during interviews.
✨Tip Number 2
Brush up on your programming skills, especially in Python and C++. Consider working on personal projects or contributing to open-source projects that involve financial modelling or quantitative analysis to showcase your abilities.
✨Tip Number 3
Network with professionals in the field of quantitative finance. Attend industry conferences, webinars, or local meetups to connect with others who can provide insights or even refer you to opportunities at StudySmarter.
✨Tip Number 4
Prepare to discuss your past experiences with systematic models and backtesting. Be ready to explain your thought process and the methodologies you used, as this will demonstrate your expertise and problem-solving skills during the interview.
We think you need these skills to ace Trading Quantitative Researcher
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 strong programming skills in Python, C++, or similar languages, make sure to include examples of how you've used these skills in previous roles. Highlight any projects that involved time series analysis or portfolio optimisation.
Prepare for Technical Questions: Be ready to discuss your understanding of market microstructure, transaction cost modelling, and execution strategies during interviews. Prepare examples of how you've applied these concepts in your work.
How to prepare for a job interview at Qenexus
✨Showcase Your Technical Skills
Be prepared to discuss your programming skills in Python or C++. You might be asked to solve a coding problem or explain your previous projects, so brush up on relevant algorithms and data structures.
✨Demonstrate Your Quantitative Knowledge
Since the role requires a strong background in financial engineering and systematic modelling, be ready to discuss your understanding of time series analysis, signal generation, and portfolio optimisation. Use specific examples from your past work to illustrate your expertise.
✨Prepare for Backtesting Discussions
Expect questions about your experience with backtesting and statistical analysis. Be ready to explain how you evaluate strategy performance and robustness, and share any insights you've gained from past backtesting experiences.
✨Communicate Effectively
Strong communication skills are essential for this role. Practice explaining complex concepts in simple terms, as you'll need to collaborate closely with technologists and portfolio managers. Show that you can convey your ideas clearly and concisely.
