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- Tasks: Join a high-performance trading team to develop systematic strategies in global rates markets.
- Company: Be part of a dynamic firm focused on innovative financial research and trading.
- Benefits: Enjoy access to world-class data, infrastructure, and a collaborative work environment.
- Why this job: Ideal for those passionate about pushing boundaries in quantitative finance and making an impact.
- Qualifications: PhD or MSc in a quantitative field with strong programming skills in Python or C++ required.
- Other info: Collaborate closely with technologists and portfolio managers in a fast-paced setting.
The predicted salary is between 48000 - 84000 £ 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 Analyst - (C++, PhD) employer: Qenexus
Contact Detail:
Qenexus Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quantitative Analyst - (C++, PhD)
✨Tip Number 1
Make sure to showcase your experience with systematic models in interest rate markets during any networking opportunities. Engage with professionals in the field through platforms like LinkedIn or industry conferences to discuss your insights and experiences.
✨Tip Number 2
Brush up on your programming skills, especially in C++ and Python. Consider working on personal projects or contributing to open-source projects that demonstrate your ability to develop quantitative models and strategies.
✨Tip Number 3
Stay updated on the latest trends and developments in global rates markets. Follow relevant financial news, research papers, and market analysis to ensure you can speak knowledgeably about current events during interviews.
✨Tip Number 4
Prepare to discuss your approach to backtesting and statistical analysis. Be ready to provide examples of how you've evaluated strategy performance and robustness in previous roles or projects, as this will be crucial in demonstrating your expertise.
We think you need these skills to ace Quantitative Analyst - (C++, PhD)
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 modelling, and programming languages like C++ and Python.
Craft a Strong Cover Letter: In your cover letter, express your passion for quantitative research and your understanding of global rates markets. Mention specific experiences that demonstrate your ability to develop and implement systematic strategies.
Showcase Relevant Projects: Include details about any projects or research you've conducted that relate to interest rate products, swaps, or statistical analysis. Highlight your backtesting experience and any collaboration with technologists or portfolio managers.
Prepare for Technical Questions: Be ready to discuss your knowledge of time series analysis, signal generation, and portfolio optimisation during interviews. Brush up on transaction cost modelling and market impact strategies, as these may come up in discussions.
How to prepare for a job interview at Qenexus
✨Showcase Your Technical Skills
Be prepared to discuss your programming experience, especially in C++ and Python. Highlight specific projects where you've built systematic models or conducted time series analysis, as this will demonstrate your technical proficiency.
✨Demonstrate Your Quantitative Knowledge
Brush up on key concepts related to financial engineering and interest rate products. Be ready to explain your understanding of swaps, swap spreads, and cross-currency basis, as well as how these relate to the strategies you would develop.
✨Prepare for Rigorous Problem-Solving
Expect to face technical questions or case studies that require you to think critically and apply your quantitative skills. Practice solving problems related to model development and backtesting to showcase your analytical abilities.
✨Emphasise Collaboration and Communication
Since this role involves working closely with technologists and portfolio managers, be sure to highlight your teamwork experiences. Share examples of how you've effectively communicated complex ideas in a fast-paced environment.
