Quantitative Researcher – Fixed Income
We are working with a Tier-1 proprietary trading firm, operating across equities, fixed income, FX, and derivatives markets worldwide. The fixed income business combines rigorous quantitative research with cutting-edge technology to provide liquidity across global rates, credit, and government bond markets. We're looking for a Quantitative Researcher to join the London-based Fixed Income team.
Responsibilities :
- Research and implement quantitative systematic strategies for fixed income products (government bonds, interest rate futures, swaps), including market structure optimization.
- Analyse market data to refine spreads, hedging logic, and execution quality
- Monitor live strategy performance and iterate based on market feedback
Qualifications:
- 3+ years of experience in market making, quantitative trading, or a hedge fund setting, building strategies for Fixed Income products
- Familiarity with fixed income market microstructure and electronic trading venues
- Advanced degree (MSc/PhD) in a quantitative discipline such as Mathematics, Physics, Statistics, Computer Science, or Financial Engineering
- Proficiency in Python and/or C++
