Jobs → Research → Quantitative Rates Researcher

About the Role We are seeking a Quantitative Rates Researcher with 7+ years of experience in quantitative research, analysis, or finance. This role focuses on fixed income and interest rate markets, requiring strong analytical skills and expertise in various quantitative tools and strategies. Key Responsibilities • Conduct quantitative research and analysis in fixed income and interest rate markets • Develop and implement systematic trading strategies and backtesting • Perform yield curve modelling and carry/roll-down analytics • Evaluate relative value strategies and rates market instruments • Analyze statistical models and identify potential biases and flaws • Assess transaction costs, liquidity constraints, and execution assumptions • Validate quantitative models and ensure statistical robustness • Communicate complex quantitative findings clearly and collaborate with distributed teams Requirements • 7+ years of experience in Quantitative Research, Quantitative Analysis, or Quantitative Finance • Strong expertise in Fixed Income & Interest Rate Markets • Advanced proficiency in Python or R • Hands-on experience with Pandas, NumPy & SciPy • Strong experience in Systematic Trading Strategies & Backtesting • Expertise in Yield Curve Modelling & Carry/Roll-Down Analytics • Knowledge of Relative Value Strategies & Rates Market Instruments • Familiarity with SOFR, Eurodollar Instruments & Treasury Futures • Strong understanding of Statistical Analysis, Factor Modelling & Alpha Research • Ability to identify Lookahead Bias, Overfitting, Data Snooping & Methodological Flaws • Experience evaluating Transaction Costs, Liquidity Constraints & Execution Assumptions • Strong knowledge of Quantitative Model Validation & Statistical Robustness • Excellent analytical skills, attention to detail, and written communication