Quantitative Researcher - Fixed Income (Systematic)

Aptic Groupe; Greater London; On-site; GBP 90,000 - 150,000; Full time

Job summary

Aptic Groupe is seeking a Quantitative Researcher for its London Fixed Income team. The role focuses on developing quantitative, systematic strategies across government bonds, rates futures, and swaps, integrating rigorous data analysis and execution optimization.

You will analyze market data to refine pricing, hedging logic, and execution quality while monitoring live performance and iterating based on market feedback. This is a London-based, on-site opportunity with a leading trading firm.

Qualifications

• 3+ years of experience in market making, quantitative trading, or a hedge fund setting.
• Familiarity with fixed income market microstructure and electronic trading venues.
• Advanced degree in a quantitative discipline (MSc/PhD) as listed.

Responsibilities

• Research and implement quantitative systematic strategies for fixed income products (government bonds, interest rate futures, swaps).
• Analyse market data to refine spreads, hedging logic, and execution quality.
• Monitor live strategy performance and iterate based on market feedback.

Skills

Quantitative research

Fixed income trading

Market microstructure

Electronic trading

Education

MSc/PhD in Mathematics

MSc/PhD in Physics

MSc/PhD in Statistics

MSc/PhD in Computer Science

MSc/PhD in Financial Engineering

Job description

We are working with a Tier-1 proprietary trading firm, operating across equities, fixed income, FX, and derivatives markets worldwide. The fixed income business combines rigorous quantitative research with cutting-edge technology to provide liquidity across global rates, credit, and government bond markets. We're looking for a Quantitative Researcher to join the London-based Fixed Income team.

Responsibilities :

• Research and implement quantitative systematic strategies for fixed income products (government bonds, interest rate futures, swaps), including market structure optimization.
• Analyse market data to refine spreads, hedging logic, and execution quality
• Monitor live strategy performance and iterate based on market feedback

Qualifications:

• 3+ years of experience in market making, quantitative trading, or a hedge fund setting, building strategies for Fixed Income products
• Familiarity with fixed income market microstructure and electronic trading venues
• Advanced degree (MSc/PhD) in a quantitative discipline such as Mathematics, Physics, Statistics, Computer Science, or Financial Engineering