Quantitative Rates Researcher

Jobgether SRL; India; Remote; INR 1,800,000 - 2,200,000; Full time

Benefits offered by this job

Fully remote within India

Long-term engagement

Advanced research exposure

Competitive compensation

Job summary

Our partner company is seeking an experienced Quantitative Rates Researcher based in India. The role focuses on developing and optimizing systematic trading strategies across interest rate markets, applying advanced statistics and modeling to generate alpha in fixed income instruments such as SOFR, Eurodollars, and Treasury futures.

You will backtest, validate, and refine trading frameworks, perform transaction cost analysis, and monitor liquidity and market dynamics to improve execution

Qualifications

• At least 7 years of professional experience in quantitative research or quantitative finance.
• Expertise in fixed income markets, particularly interest rate products and derivatives.
• In-depth knowledge of SOFR, Eurodollar instruments, and Treasury futures.
• Proven experience developing, implementing, and backtesting systematic trading strategies.
• Strong command of statistical analysis, quantitative modeling, factor analysis, and alpha research methodologies.
• Ability to evaluate trading signals, validate hypotheses, and identify market inefficiencies using data-driven approaches.
• Experience with transaction cost analysis, liquidity assessment, and execution strategy optimization.
• Excellent written and verbal communication skills for presenting findings.

Responsibilities

• Conduct in-depth quantitative research on interest rate markets, focusing on SOFR, Eurodollar instruments, and Treasury futures to identify market inefficiencies and potential alpha opportunities.
• Develop, test, and refine statistical models and factor-based frameworks to uncover, validate, and improve systematic trading signals.
• Design, implement, backtest, and optimize systematic trading strategies for interest rate derivatives using rigorous quantitative methodologies.
• Perform transaction cost analysis and assess market liquidity to improve execution efficiency and trading performance.
• Monitor fixed income market dynamics, interest rate movements, and relevant market indicators to support strategic trading decisions and risk management.
• Evaluate model performance and research outcomes, ensuring that findings are statistically sound, reliable, and relevant to real-world trading conditions.
• Prepare clear, structured research reports and presentations that translate complex quantitative findings into actionable recommendations for stakeholders.
• Collaborate with relevant teams to refine trading methodologies, improve analytical processes, and support continuous research and strategy development.

Skills

Quantitative research

Fixed income

SOFR instruments

Treasury futures

Backtesting

Statistical modeling

Alpha research

Data analysis

Communication skills

Job description

This position is listed on behalf of a partner company, which manages all applications and next steps. Our partner is looking for a Quantitative Rates Researcher based in India.

We are looking for an experienced Quantitative Rates Researcher to develop and optimize systematic trading strategies across interest rate markets. In this role, you will apply advanced statistical methods, quantitative modeling, and market expertise to identify alpha opportunities and improve trading performance. You will focus on fixed income instruments, including SOFR, Eurodollar instruments, and Treasury futures. Your work will involve analyzing market inefficiencies, evaluating liquidity conditions, and refining execution strategies through transaction cost analysis. You will contribute to the development, backtesting, and validation of robust quantitative trading frameworks. This opportunity is ideal for a highly analytical professional who enjoys solving complex financial problems and translating research into actionable trading insights. The position is fully remote within India and offers the opportunity to make a meaningful impact in a data-driven financial environment.

Accountabilities

• Conduct in-depth quantitative research on interest rate markets, focusing on SOFR, Eurodollar instruments, and Treasury futures to identify market inefficiencies and potential alpha opportunities.
• Develop, test, and refine statistical models and factor-based frameworks to uncover, validate, and improve systematic trading signals.
• Design, implement, backtest, and optimize systematic trading strategies for interest rate derivatives using rigorous quantitative methodologies.
• Perform transaction cost analysis and assess market liquidity to improve execution efficiency and trading performance.
• Monitor fixed income market dynamics, interest rate movements, and relevant market indicators to support strategic trading decisions and risk management.
• Evaluate model performance and research outcomes, ensuring that findings are statistically sound, reliable, and relevant to real-world trading conditions.
• Prepare clear, structured research reports and presentations that translate complex quantitative findings into actionable recommendations for stakeholders.
• Collaborate with relevant teams to refine trading methodologies, improve analytical processes, and support continuous research and strategy development.

Requirements

• At least 7 years of professional experience in quantitative research, quantitative analysis, or quantitative finance.
• Strong expertise in fixed income markets, particularly interest rate products and derivatives.
• In-depth knowledge of SOFR, Eurodollar instruments, and Treasury futures, including their market behavior and trading characteristics.
• Proven experience developing, implementing, and backtesting systematic trading strategies.
• Strong command of statistical analysis, quantitative modeling, factor analysis, and alpha research methodologies.
• Demonstrated ability to evaluate trading signals, validate hypotheses, and identify market inefficiencies using data-driven approaches.
• Experience with transaction cost analysis, liquidity assessment, and execution strategy optimization.
• Exceptional analytical and problem-solving skills, with the ability to interpret complex datasets and derive meaningful conclusions.
• Excellent written and verbal communication skills, including the ability to present technical research findings clearly to diverse stakeholders.
• A proactive, detail-oriented approach to research, with sound judgment and the ability to work independently in a performance-driven environment.

Benefits

• Competitive compensation: Annual salary ranging from ₹18–22 LPA.
• Remote work: Fully remote position based in India.
• Full-time opportunity: Long-term professional engagement in quantitative research and financial markets.
• Advanced research exposure: Opportunities to work on systematic trading strategies, interest rate derivatives, statistical modeling, and alpha generation.
• Professional development: Scope to deepen expertise in fixed income markets, quantitative methodologies, and trading strategy optimization.
• Analytical ownership: The opportunity to contribute directly to research initiatives and influence data-driven trading decisions.