Quantitative Researcher - Systematic Rates

JR United Kingdom; City Of London; On-site; GBP 50,000 - 90,000; Full time

Job summary

A leading company is seeking a highly skilled Quantitative Researcher to develop systematic strategies in global rates markets. This role involves researching, designing, and implementing alpha strategies, requiring a PhD or MSc in a quantitative field and experience in systematic modelling. Candidates will work in a dynamic environment with cutting-edge data and infrastructure.

Qualifications

• Advanced degree in a quantitative field required.
• Proven experience in systematic models for interest rate markets.
• Strong programming skills necessary.

Responsibilities

• Research and implement systematic alpha strategies across global interest rates.
• Conduct backtesting and statistical analysis to evaluate performance.
• Collaborate with technologists to integrate research into production systems.

Skills

Programming skills in Python

Programming skills in C++

Time series analysis

Signal generation

Portfolio optimization

Statistical analysis

Market microstructure knowledge

Education

PhD or MSc in Financial Engineering, Mathematics, Statistics, Physics

Job description

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Quantitative Researcher - Systematic Rates, london (city of london)

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Client:

Qenexus

Location:

london (city of london), United Kingdom

Job Category:

Other

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EU work permit required:

Yes

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Job Views:

3

Posted:

16.06.2025

Expiry Date:

31.07.2025

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Job Description:

We’re seeking a highly skilled Quantitative Researcher to join a high-performance trading team focused on developing systematic strategies in global rates markets.

This is a front-office research role, ideal for candidates with a strong background in financial engineering, systematic rates modelling, and experience working with swap-based signals.

Responsibilities:

• Research, design, and implement systematic alpha strategies across global interest rate products, with a particular emphasis on swaps and related derivatives.
• Develop and refine models leveraging macroeconomic, market microstructure, and yield curve signals.
• Conduct rigorous backtesting and statistical analysis to evaluate strategy performance and robustness.
• Work closely with technologists and portfolio managers to integrate research into production trading systems.
• Monitor and enhance live strategies, responding to performance and market regime changes.

Requirements:

• Advanced degree (PhD or MSc) in a quantitative field such as Financial Engineering, Mathematics, Statistics, Physics, or related discipline.
• Proven experience building systematic models in interest rate markets, particularly in swaps, swap spreads, and cross-currency basis.
• Strong programming skills in Python, C++, or a similar language.
• Deep understanding of time series analysis, signal generation, and portfolio optimization.
• Familiarity with transaction cost modelling, market impact, and execution strategies is a plus.
• Strong communication skills and the ability to collaborate in a fast-paced, team-oriented environment.

This is an opportunity to work on impactful research in a dynamic environment with access to world-class data and infrastructure. Ideal for researchers who enjoy pushing the boundaries of systematic fixed income strategies.