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- Tasks: Join a trading team to develop systematic strategies in global rates markets.
- Company: Be part of a high-performance team focused on innovative financial research.
- Benefits: Access world-class data and infrastructure, with opportunities for impactful research.
- Why this job: Ideal for those passionate about pushing boundaries in systematic fixed income strategies.
- Qualifications: Advanced degree in a quantitative field and strong programming skills required.
- Other info: Collaborate in a fast-paced environment and enhance live trading strategies.
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 (London Area) employer: Qenexus
Contact Detail:
Qenexus Recruiting Team
tom@qenexus.com
StudySmarter Expert Advice 🤫
We think this is how you could land Quantitative Researcher - Systematic Rates (London Area)
✨Tip Number 1
Familiarise yourself with the latest trends in systematic trading and interest rate markets. This will not only help you understand the role 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 have experience in systematic rates. 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 (London Area)
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 that demonstrate your analytical thinking and problem-solving abilities 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 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 this role requires a strong background in financial engineering and systematic rates 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.
✨Emphasise Team Collaboration
This role involves working closely with technologists and portfolio managers, so highlight your communication skills and ability to collaborate in a fast-paced environment. Share examples of successful teamwork from your previous roles.
