Find a job 
Featured Companies 
Featured Universities 
For Companies At a Glance
- Tasks: Develop and deploy quantitative models for live trading in electronic government bonds.
- Company: Top-tier trading firm expanding its electronic rates desk in London.
- Benefits: Competitive salary, growth opportunities, and a dynamic work environment.
- Why this job: Make a direct impact on trading decisions and revenue with your innovative models.
- Qualifications: MSc or PhD in a relevant field, strong Python skills, and experience in rates research.
- Other info: Join a lean, technical team with minimal bureaucracy and high ownership.
The predicted salary is between 60000 - 80000 £ per year.
A leading top-tier trading firm is expanding its London e-rates desk, backed by significant new investment and a clear strategic push into electronic markets. The team is actively building out its electronic government bond franchise across both European and UK markets, with a strong focus on scalability, automation, and performance.
This is a rare opportunity for a quantitative researcher to take ownership of systematic modelling at the core of a live, high-volume EGB trading business - covering Bunds, OATs, BTPs, and Gilts - where research directly impacts PnL.
You’ll join a small, highly technical electronic trading team operating in a true production environment. Your work will focus on developing, testing, and deploying quantitative models that feed directly into live pricing, execution, and risk systems. This is not a siloed research role - models are expected to go live, iterate quickly, and continuously improve. You’ll work closely with traders and engineers, contributing across the full lifecycle from idea generation and backtesting through to production deployment and optimisation.
What They’re Looking For
- MSc minimum from a top university | PhD preferred
- Strong Python skills essential | kdb+/Q or C++ a strong advantage
- Proven experience in systematic or electronic rates research
- Understanding of market microstructure, LOB data, or execution-focused modelling
- Experience – or strong interest – in taking models from research into production
- Solid knowledge of rates products: EGBs, Gilts, IRS, SONIA/SOFR, Rates Futures
- 3–8 years’ experience post-study | Operating at Senior Researcher level
This role would suit a rates quant at a G10 bank seeking greater ownership and faster feedback loops, or a systematic researcher at a hedge fund or trading firm looking to work closer to execution and real-time trading. If you’re motivated by electronic markets, high-frequency data, and building models that directly drive trading decisions, this is a strong fit.
Why This Role?
- Significant new funding – this is a growth build-out, not a maintenance hire
- Direct commercial impact – your models influence live trading and revenue
- Lean, highly technical team – minimal bureaucracy, high ownership
- Expansion into new products and markets – real opportunity to shape the research agenda
- Prop-style environment – performance-driven, fast-paced, and well compensated
Electronic Fixed Income Rates Quant Researcher | London | Top Tier trading firm employer: Stanford Black Limited
Contact Detail:
Stanford Black Limited Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Electronic Fixed Income Rates Quant Researcher | London | Top Tier trading firm
✨Tip Number 1
Network like a pro! Reach out to people in the industry, attend meetups, and connect with professionals on LinkedIn. You never know who might have the inside scoop on job openings or can refer you directly.
✨Tip Number 2
Prepare for interviews by brushing up on your technical skills and market knowledge. Be ready to discuss your past projects and how they relate to the role. Practice common quant interview questions to boost your confidence.
✨Tip Number 3
Showcase your passion for electronic markets and quantitative research during interviews. Share your insights on current trends and how they could impact the trading landscape. This will demonstrate your enthusiasm and expertise.
✨Tip Number 4
Don’t forget to apply through our website! It’s the best way to ensure your application gets noticed. Plus, we love seeing candidates who are proactive about their job search.
We think you need these skills to ace Electronic Fixed Income Rates Quant Researcher | London | Top Tier trading firm
Some tips for your application 🫡
Tailor Your CV: Make sure your CV is tailored to highlight your relevant experience in electronic rates research and quantitative modelling. We want to see how your skills align with the role, so don’t be shy about showcasing your Python prowess and any experience with kdb+/Q or C++.
Craft a Compelling Cover Letter: Your cover letter is your chance to shine! Use it to explain why you’re passionate about electronic markets and how your background makes you a perfect fit for our team. We love seeing enthusiasm and a clear understanding of the role.
Showcase Your Projects: If you've worked on any relevant projects, whether in a professional setting or during your studies, make sure to mention them. We’re interested in how you’ve taken models from research into production and the impact they had on trading decisions.
Apply Through Our Website: We encourage you to apply through our website for a smoother application process. It helps us keep track of your application and ensures you’re considered for this exciting opportunity on our expanding e-rates desk!
How to prepare for a job interview at Stanford Black Limited
✨Know Your Models Inside Out
Make sure you can discuss your quantitative models in detail. Be prepared to explain your thought process, the assumptions behind your models, and how they can be applied to real-time trading scenarios. This shows that you not only understand the theory but also how it translates into practice.
✨Brush Up on Market Microstructure
Since this role involves a strong focus on execution and market dynamics, it's crucial to have a solid grasp of market microstructure concepts. Familiarise yourself with LOB data and how it impacts trading decisions. Being able to discuss these topics will demonstrate your readiness for the fast-paced environment.
✨Showcase Your Technical Skills
Highlight your Python skills and any experience with kdb+/Q or C++. Be ready to discuss specific projects where you've used these languages to develop or optimise models. If you can share examples of how your coding has directly impacted trading outcomes, even better!
✨Prepare for Practical Scenarios
Expect to face practical questions or case studies during the interview. Think about how you would approach taking a model from research to production. Be ready to discuss your strategies for backtesting, deployment, and continuous improvement, as this is key to the role.