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- Tasks: Research and develop innovative strategies in global rates markets with a focus on swaps.
- Company: Leading systematic hedge fund with outstanding performance and a collaborative trading team.
- Benefits: Access to world-class data, dynamic environment, and opportunities for impactful research.
- Why this job: Join a team pushing the boundaries of systematic fixed income strategies and make a real impact.
- Qualifications: Advanced degree in a quantitative field and proven experience in interest rate markets.
- Other info: Ideal for those who thrive in fast-paced, team-oriented environments.
The predicted salary is between 80000 - 100000 £ per year.
Our client, a systematic hedge fund with exceptional YTD performance vs. competitors, are seeking a highly skilled Senior Quantitative Researcher to join a trading team focused on developing strategies in global rates markets.
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 back testing 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.
Senior Quantitative Researcher - G10 Rates in London employer: Qenexus
Contact Detail:
Qenexus Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Senior Quantitative Researcher - G10 Rates in London
✨Tip Number 1
Network like a pro! Reach out to your connections in the finance and quantitative research space. Attend industry events or webinars, and don’t be shy about introducing yourself. You never know who might have the inside scoop on job openings.
✨Tip Number 2
Show off your skills! Create a portfolio showcasing your quantitative models and research projects. This is your chance to demonstrate your expertise in Python, C++, and time series analysis. Make it easy for potential employers to see what you can bring to the table.
✨Tip Number 3
Prepare for interviews by brushing up on your technical knowledge and problem-solving skills. Be ready to discuss your experience with systematic alpha strategies and how you've tackled challenges in the past. Practice makes perfect!
✨Tip Number 4
Don’t forget to apply through our website! We’ve got some fantastic opportunities waiting for you. Tailor your application to highlight your experience with swaps and derivatives, and let us know how you can contribute to our dynamic team.
We think you need these skills to ace Senior Quantitative Researcher - G10 Rates in London
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your experience in quantitative research and systematic models, especially in interest rate markets. We want to see how your skills align with the role, so don’t be shy about showcasing relevant projects or achievements!
Craft a Compelling Cover Letter: Your cover letter is your chance to shine! Use it to explain why you’re passionate about developing strategies in global rates markets. We love seeing candidates who can articulate their interest and fit for the role, so let your personality come through.
Showcase Your Technical Skills: Since strong programming skills are a must, make sure to mention your proficiency in Python, C++, or any other relevant languages. If you've worked on time series analysis or portfolio optimisation, give us the details – we want to know what you can bring to the table!
Apply Through Our Website: We encourage you to apply directly through our website for a smoother process. It helps us keep track of applications better and ensures you don’t miss out on any important updates. Plus, it’s super easy!
How to prepare for a job interview at Qenexus
✨Know Your Models Inside Out
Make sure you can explain the systematic models you've built in detail. Be ready to discuss your approach to developing strategies in interest rate markets, especially around swaps and derivatives. This shows your depth of knowledge and passion for the field.
✨Brush Up on Your Programming Skills
Since strong programming skills are a must, ensure you're comfortable discussing your experience with Python, C++, or similar languages. You might be asked to solve a coding problem or explain how you've used these skills in your previous roles, so practice beforehand!
✨Prepare for Technical Questions
Expect questions on time series analysis, signal generation, and portfolio optimisation. Review key concepts and be prepared to demonstrate your understanding through examples from your past work. This will help you stand out as a candidate who truly knows their stuff.
✨Show Your Collaborative Spirit
Since the role involves working closely with technologists and portfolio managers, be ready to share examples of how you've successfully collaborated in a team environment. Highlight your communication skills and how you adapt to fast-paced settings to show you're a great fit for their culture.