Job Description

About the Role

We are seeking a Quantitative Researcher to work with a systematic macro and rates trading team.
The successful candidate will work directly with the Head of Desk to refine, enhance, and extend actively traded systematic strategies in interest rate futures and related fixed income markets.

This role offers a unique opportunity to contribute to live trading strategies from day one, combining rigorous quantitative research with practical market exposure.

Key Responsibilities

Collaborate with the Head of Desk to enhance and optimize existing systematic strategies in interest rate futures. Research and develop new alpha signals, trading rules, and parameter improvements. Conduct statistical and econometric analysis on rate products and curve structures. Perform comprehensive backtesting and performance attribution across multiple maturities. Evaluate and monitor risk metrics, trade execution efficiency, and strategy stability. Produce clear documentation, research summaries, and performance reports for internal review.

Skill set

Experience in quantitative research, strategy development, or data analysis within a trading environment. Solid understanding of interest rate futures, curve structures, and basic fixed income mechanics. Strong programming skills in Python and/or C++. Experience with time series analysis, data handling, and backtesting. Familiarity with Bloomberg, Refinitiv, or other financial data sources is a plus. Independent, detail-oriented, and motivated to work in a collaborative research environment. Knowledge of interest rate markets and futures curve dynamics. Experience with event driven backtesting or execution cost modeling. We encourage applications from candidates who may not meet every skill set listed but can demonstrate strong analytical ability, programming skill, and a genuine interest in systematic trading. Please send your CV and a short note describing your experience with backtesting or quantitative research.
Job Types: Fixed term contract, Temp to perm
Contract length: 3-6 months

Pay: 200.00-400.00 per day

Work Location: In person