Fixed Income Quantitative Researcher | Trading Team

This role sits within a specialist team of fixed income experts, operating as part of a larger futures, equity, and options group. You will have direct access to deep asset-class knowledge while benefiting from the shared infrastructure, cross-asset datasets, and research culture of a much broader trading organization.

• Develop and refine quantitative models that predict and trade fixed income products, focusing on medium- to long-frequency alpha - signals with typical holding periods ranging from several hours to several days - as well as manage portfolio risk
• Analyse market data, investigating the relationship between market events and product price movements to identify trading opportunities and optimize strategies using statistical and mathematical techniques
• Build predictive models on large-scale, noisy financial time series - designing, training, and validating signals that hold up out of sample, and monitoring them in production