Senior Fixed Income Quant Researcher

Revolut; España; Presencial; EUR 90.000 - 140.000; Jornada completa

Descripción de la vacante

Revolut is seeking a Senior Fixed Income Research Analyst (Quant Researcher) to lead the development of systematic predictive models for corporate bonds and credit default swaps. You’ll design optimal execution and basket-selection strategies and work with engineers on automated workflows.

You will combine macro trends with sector insights, build robust portfolio construction and optimisation frameworks, and validate models with rigorous backtesting while ensuring regulatory and risk-compliance

Formación

• 5+ years of quantitative investment research and systematic portfolio construction for fixed income.
• Strong understanding of corporate credit market microstructure and OTC bond liquidity.
• Proven ability to build and validate systematic models with backtesting.

Responsabilidades

• Lead development of systematic predictive models for corporate bonds and CDS.
• Integrate macro trends and sector insights into the portfolio engine.
• Design fixed income portfolio construction and optimisation frameworks.
• Collaborate with engineers on automated execution workflows and testing.

Conocimientos

Python

Quantitative analysis

Backtesting

Macro/credit market microstructure

Educación

STEM degree

Herramientas

NumPy/SciPy

Pandas

SQL

Descripción del empleo

Revolut is seeking a Senior Fixed Income Research Analyst (Quant Researcher) to lead the development of systematic predictive models for corporate bonds and credit default swaps. You’ll design optimal execution and basket-selection strategies and work with engineers on automated workflows.

You will combine macro trends with sector insights, build robust portfolio construction and optimisation frameworks, and validate models with rigorous backtesting while ensuring regulatory and risk-compliance