Quantitative Researcher - Systematic Rates

JR United Kingdom; London; On-site; GBP 60,000 - 100,000; Full time

Job summary

A leading company is seeking a highly skilled Quantitative Researcher for a front-office research role focused on developing systematic strategies in global rates markets. The ideal candidate will have a strong background in financial engineering and experience with systematic rates modeling. This position offers the opportunity to work on impactful research in a dynamic environment with access to world-class data and infrastructure.

Qualifications

• Advanced degree in a quantitative field is required.
• Experience in systematic models for interest rate markets is essential.
• Strong programming skills in Python or C++ are necessary.

Responsibilities

• Research and implement systematic alpha strategies in global interest rate products.
• Conduct backtesting and statistical analysis to evaluate strategy performance.
• Collaborate with technologists and portfolio managers for strategy integration.

Skills

Financial Engineering

Statistical Analysis

Programming in Python

Programming in C++

Time Series Analysis

Signal Generation

Portfolio Optimization

Communication Skills

Education

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

Job description

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Quantitative Researcher - Systematic Rates, london

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Client:

Qenexus

Location:

london, United Kingdom

Job Category:

Other

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EU work permit required:

Yes

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Job Views:

2

Posted:

23.05.2025

Expiry Date:

07.07.2025

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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.