Electronic Rates Quant Researcher - Alpha & eTrading (London)
I'm working with a leading electronic trading firm, building out the alpha research function within their eRates desk.
The team runs a centralised Rates risk book across government bonds, swaps, and futures, and is looking for a Quant Researcher to develop short-horizon signals, execution models, and market-making strategies that directly impact live trading.
The role involves advanced statistical research, high-frequency data analysis, and algorithmic development, moving ideas from research to production quickly while helping shape how the desk trades global Rates markets.
Responsibilities
- Develop and test short-horizon alpha signals for electronic market‑making across government bonds, swaps, and futures.
- Analyse high‑frequency market data and microstructure to improve pricing, execution, and trading strategies.
- Work closely with traders and quants to translate research into production trading models and tools.
Requirements
- Must come from an electronic trading/research environment.
- Coding proficiency in Python.
- Ideally, exposure to the Rates market.
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Quantitative Researcher in London employer: Stanford Black Limited
Stanford Black Limited is an exceptional employer, offering a dynamic work culture that fosters innovation and collaboration within the AWS Cloud Engineering team in London. Employees benefit from extensive growth opportunities, hands-on experience with cutting-edge technologies, and a commitment to operational excellence, making it a rewarding environment for those passionate about cloud networking and automation.
