Quantitative Researcher – Systematic Fixed Income – Client Role

Arootah; Massachusetts; On-site; USD 180,000 - 240,000; Full time

Job summary

Arootah seeks a Quantitative Researcher for its systematic fixed income team. You will develop and improve alpha signals, test ideas, and push them from concept to live trading, focusing on execution efficiency and monetization.

Collaborate with portfolio managers, researchers, and technologists to translate research into scalable tools and robust trading applications, applying advanced statistics and machine learning to real market problems.

Qualifications

• 5+ years of experience in systematic fixed income research within hedge funds, asset managers, or trading environments.
• Strong quantitative background in a related discipline (Math, Physics, Engineering, Econometrics, Stats).
• Experience researching and developing systematic investment strategies.
• Knowledge of statistics, ML, and quantitative modeling.
• Experience in systematic credit is preferred.
• Excellent programming skills with clean, scalable research code.

Responsibilities

• Research, develop, and implement new systematic alpha signals across fixed income markets.
• Take research ideas from concept through testing, validation, implementation, and live trading.
• Improve strategy monetization with a focus on execution quality and transaction cost efficiency.
• Analyze trading behavior and market structure across electronic fixed income venues.
• Apply statistical, machine learning, and quantitative techniques to real-world investment problems.
• Build scalable research and trading tools to support systematic strategies.
• Partner with PMs, researchers, and tech teams on strategy development and implementation.
• Clearly communicate research findings, methodologies, and investment recommendations to stakeholders.

Skills

Quantitative analysis

Python

C++

Machine learning

Communication

Education

Mathematics, Physics, Engineering, Econometrics, Quantitative Economics, Statistics

Tools

Python

C++

Job description

About the Role

Our client, a leading global alternative investment manager, is seeking a Quantitative Researcher to join its systematic fixed income investment team. This role will focus on developing and improving quantitative trading strategies across fixed income markets, with particular emphasis on alpha research, signal development, and execution efficiency.

The successful candidate will work closely with portfolio managers, researchers, and technologists to identify new investment opportunities, improve existing strategies, and translate research into live trading applications.

• Research, develop, and implement new systematic alpha signals across fixed income markets.
• Take research ideas from initial concept through testing, validation, implementation, and live trading.
• Improve strategy monetization with a focus on execution quality and transaction cost efficiency.
• Analyze trading behavior and market structure across electronic fixed income venues.
• Apply statistical, machine learning, and quantitative techniques to real-world investment problems.
• Build scalable research and trading tools to support systematic investment strategies.
• Partner with portfolio managers, researchers, and technology teams on strategy development and implementation.
• Clearly communicate research findings, methodology, and investment recommendations to internal stakeholders.

• 5+ years of experience in systematic fixed income research within a hedge fund, asset manager, proprietary trading firm, or sell-side trading environment.
• Strong quantitative background with a degree in Mathematics, Physics, Engineering, Econometrics, Quantitative Economics, Statistics, or a related discipline.
• Demonstrated experience researching and developing systematic investment strategies.
• Strong understanding of statistics, machine learning, and quantitative modeling.
• Experience in systematic credit is strongly preferred.
• Strong programming skills in Python, C++, or another relevant language, with the ability to develop clean and scalable research code.
• Familiarity with fixed income market structure and electronic trading venues is a plus.
• Strong written and verbal communication skills with the ability to explain complex quantitative concepts clearly.

Additional Information

We may use artificial intelligence (AI) tools to support portions of the hiring process, including resume review and candidate evaluation. These tools assist our recruiting team but do not replace human decision-making. Final hiring decisions are made by human reviewers.