2 месяца назад
Fixed Income Quantitative Researcher (Trading)
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Fixed Income Quantitative Researcher (Trading) (fixed income/quantitative research): Developing and deploying predictive models for fixed income products and portfolio risk using large-scale financial time series, with an accent on medium- to long-frequency alpha, statistical modeling, and signal validation. Focus on designing robust signals in low signal-to-noise regimes, analyzing yield curves and market events, and implementing research alongside traders and technologists.
Location: London, United Kingdom
Company
is a quantitative trading firm that applies mathematics, statistics, and computer science research to global financial markets.
What you will do
- Develop and refine quantitative models for predicting and trading fixed income products, including medium- to long-frequency alpha signals.
- Manage portfolio risk and ensure accurate risk assessment for real-time decision-making.
- Analyze market data and relationships between market events and product price movements to identify opportunities and optimize strategies.
- Build, train, validate, and monitor predictive models using large-scale, noisy financial time series.
- Collaborate with futures, equity, and options researchers, traders, and technologists to share signals, data, and infrastructure.
Requirements
- Experience with fixed income concepts, including bond and interest rate swap pricing, yield curve analysis, and algorithm optimization.
- Experience researching predictive signals over multi-hour to multi-week horizons, including signal construction, backtesting, turnover, and capacity analysis.
- Deep expertise in modern deep learning, Bayesian time series, or high-dimensional statistics, with an understanding of overfitting in low signal-to-noise environments.
- Experience working with large datasets and strong problem-solving, mathematics, and statistics skills.
- Solid Python and software development skills; good C++ skills are a plus.
- Master’s or PhD in mathematics, statistics, operations research, physics, computer science, financial engineering, or a related field.
Culture & Benefits
- Collaborative, team-driven research environment spanning fixed income, futures, equity, and options.
- Private medical, vision, and dental insurance.
- Travel medical insurance and group pension scheme.
- Group life assurance, income protection, and paid parental leave.
- Parking and commuter benefits.
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