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- Tasks: Research and develop innovative strategies in global rates markets.
- Company: Leading systematic hedge fund with outstanding performance.
- Benefits: Access to world-class data, dynamic environment, and impactful research opportunities.
- Why this job: Join a team pushing the boundaries of systematic fixed income strategies.
- Qualifications: Advanced degree in quantitative field and strong programming skills required.
- Other info: Collaborative culture with excellent growth potential.
The predicted salary is between 60000 - 80000 £ 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 employer: Qenexus
Contact Detail:
Qenexus Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Senior Quantitative Researcher - G10 Rates
✨Tip Number 1
Network like a pro! Reach out to your connections in the finance and quantitative research space. Attend industry events or webinars where you can meet potential employers or colleagues. Remember, sometimes it’s not just what you know, but who you know!
✨Tip Number 2
Show off your skills! Create a portfolio showcasing your previous work, especially any systematic models you've built or strategies you've developed. This will give potential employers a taste of what you can bring to their team.
✨Tip Number 3
Prepare for interviews by brushing up on your technical knowledge and problem-solving skills. Be ready to discuss your experience with Python, C++, and any relevant quantitative methods. Practice common interview questions related to quantitative research to boost your confidence.
✨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 interest rate products and systematic strategies, and let us help you land that dream job!
We think you need these skills to ace Senior Quantitative Researcher - G10 Rates
Some tips for your application 🫡
Tailor Your CV: Make sure your CV is tailored to highlight your experience in quantitative research and interest rate markets. We want to see how your skills align with the role, so don’t be shy about showcasing your relevant projects and achievements!
Craft a Compelling Cover Letter: Your cover letter is your chance to shine! Use it to explain why you’re passionate about systematic strategies and how your background makes you a perfect fit for our team. Keep it engaging and personal – we love to see your personality come through.
Showcase Your Technical Skills: Since programming is key for this role, make sure to highlight your proficiency in Python, C++, or any other relevant languages. We’re interested in seeing specific examples of how you’ve used these skills in your previous work, especially in building models or conducting analyses.
Apply Through Our Website: We encourage you to apply directly through our website for a smoother application process. It’s the best way for us to receive your application and ensures you don’t miss out on any important updates from our team!
How to prepare for a job interview at Qenexus
✨Know Your Models Inside Out
Make sure you can discuss the systematic models you've built in detail. Be prepared to explain your thought process, the data you used, and how you validated your results. This shows not only your technical skills but also your ability to communicate complex ideas.
✨Brush Up on Your Programming Skills
Since strong programming skills are a must, ensure you're comfortable discussing your experience with Python, C++, or any relevant languages. You might be asked to solve a coding problem or explain how you've used these skills in past projects, so practice is key!
✨Understand Market Dynamics
Familiarise yourself with current trends in global interest rate markets, especially around swaps and derivatives. Being able to discuss recent market changes and their implications on your strategies will demonstrate your engagement and expertise in the field.
✨Prepare for Team Collaboration Questions
Since this role involves working closely with technologists and portfolio managers, think of examples that showcase your teamwork and communication skills. Be ready to discuss how you've collaborated in fast-paced environments and how you handle feedback and differing opinions.