Quantitative Researcher - $10bn+ AUM HF

Venture Search; New York (NY); On-site; USD 180,000 - 240,000; Full time

Job summary

A financial services firm in New York is seeking a Quantitative Researcher to collaborate with a Portfolio Manager on fixed income strategies. This front-office role involves developing analytics and tools to support the investment process. Candidates should have at least 3 years of quantitative research experience, strong Python skills, and a deep understanding of fixed income markets. Ideal applicants will thrive in a collaborative, hands-on environment with a focus on risk analytics and trade diagnostics.

Qualifications

• 3+ years’ experience in linear rates quantitative research on either buy or sell side.
• Strong Python skills with a track record of building production-quality systems.
• Deep understanding of fixed income markets and yield curves.
• Deep understanding of fixed income markets, yield curves, and risk analytics.
• Curious, collaborative, and comfortable operating in a lean environment with high ownership.
• Prior exposure to switch or wildcard models is beneficial but not required.

Responsibilities

• Work alongside the PM on research and trade idea generation.
• Build and enhance front-office analytics and tooling supporting Bond RV strategies.
• Develop PM-facing tools for scenario analysis and trade diagnostics.
• Develop tools for scenario analysis and trade diagnostics.
• Improve execution efficiency through workflow automation.
• Partner with technology and operations teams to deploy, scale, and support production-grade desk systems.
• Contribute to carry and rolldown analysis, including work on switch and wildcard option modelling.

Skills

Python

Quantitative research

Risk analytics

Fixed income markets

Production-Quality Systems

Team Collaboration

Education

Advanced degree in a quantitative, technical, or STEM field

Job description

We are partnered with a high performing $10 bn+ AUM hedgefund, looking to add a Quantitative Researcher to work under a Fixed Income Relative Value PM.

This is a front-office role with direct PM exposure, focused on building and owning the analytics and tooling that support Fixed Income RV strategies.

The role

• Work alongside the PM on research, trade idea generation, and the ongoing development of strategy frameworks.
• Build, own, and enhance front-office analytics and tooling supporting Bond RV strategies across G4 rates markets.
• Take responsibility for risk analytics, PnL attribution, and curve construction across bonds, futures, and interest rate swaps.
• Develop PM-facing tools for scenario analysis, trade diagnostics, roll management, hedging, and position monitoring.
• Improve execution efficiency and risk oversight through workflow automation and productivity-oriented tooling.
• Partner with technology and operations teams to deploy, scale, and support production-grade desk systems.
• Contribute to carry and rolldown analysis, including work on switch and wildcard option modelling.

Experience

• 3+ years’ experience in linear rates quantitative research, on either the buy side or sell side.
• Advanced degree in a quantitative, technical, or STEM field from a leading university.
• Strong Python skills with a track record of building production-quality systems.
• Deep understanding of fixed income markets, yield curves, and risk analytics.
• Curious, collaborative, and comfortable operating in a lean environment with high ownership.
• Prior exposure to switch or wildcard models is beneficial but not required.