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 employer: Talantir
Join an award-winning digital marketing agency in London that champions a values-driven culture, where brilliant minds collaborate to create meaningful, data-driven results. With a commitment to employee growth and a flexible hybrid working model, this agency fosters a supportive environment that encourages continuous learning and innovation, particularly in the exciting realm of AI. As part of a close-knit team, you'll have the opportunity to lead impactful projects and shape the future of digital marketing while being part of a certified B Corp dedicated to positive impact.
