Quantitative Researcher

Senior Consultant – Trading & Technology at Stanford Black Limited

Electronic Rates Quant Researcher – Alpha Trading & Market-Making

I’m working with a leading electronic trading firm, building a dedicated alpha function within their eRates team. This is a rare opportunity to join a high‑calibre group managing the centralised Rates risk book, covering government/sovereign bonds, swaps, and futures.

Your responsibilities will include conducting cutting‑edge research in market‑making, developing and deploying new alpha signals, and identifying short‑horizon trading opportunities, while shaping strategies that directly influence how the firm trades globally.

The day‑to‑day work spans advanced statistical research, algorithmic refinement, and high‑frequency data analysis, moving ideas from concept to production quickly.

THIS IS: A high‑visibility role with real ownership, direct collaboration with traders and quants, and the chance to influence a critical part of the electronic trading stack from day one.

Requirements:

• Must come from an electronic trading/research environment.
• Coding proficiency in Python.
• Ideally, exposure to the Rates market.

Please contact daniel.mclagan@stanfordblack.com for more information.

If this role isn\’t right for you, but you know someone who might be interested, our market‑leading referral scheme rewards anyone who refers a friend who is successfully placed! T&Cs apply.