Quantitative Researcher

TL;DR

Quantitative Researcher: Developing and deploying models for systematic macro trading strategies focused on rates and fixed-income assets with an accent on alpha generation, portfolio construction, and trade execution. Focus on designing and improving trading signals, evaluating new datasets, and collaborating closely with portfolio managers in a quantitative finance environment.

What you will do

• Research systematic macro trading strategies, mainly on rates/fixed-income assets.
• Build, maintain, and improve production, trading, and execution systems.
• Evaluate new datasets for alpha potential and develop analytics tools.
• Collaborate directly with portfolio managers and contribute to investment processes.

Requirements

• 3-7 years experience in systematic trading in rates/fixed-income derivatives, bonds or futures from top tier funds or banks.
• Masters or PhD degree in mathematics, computer science, economics or related discipline.
• Ability to conduct independent alpha research, portfolio construction, curve building, and asset pricing.
• Experience with risk management is a plus.

Culture & Benefits

• Teamwork-oriented, collaborative environment encouraging idea sharing.
• Focus on talent development through learning and educational offerings.
• Agile environment with self-organizing engineering teams.
• Commitment to diversity, equity, and inclusion in hiring and workplace culture.