Job Title

Were seeking a highly skilled Quantitative Researcher to join a high-performance trading team focused on developing systematic strategies in global rates markets. Please read the information in this job post thoroughly to understand exactly what is expected of potential candidates.This is a front-office research role, ideal for candidates with a strong background in financial engineering, systematic rates modelling, and experience working with swap-based signals.Responsibilities:Research, design, and implement systematic alpha strategies across global interest rate products, with a particular emphasis on swaps and related derivatives.Develop and refine models leveraging macroeconomic, market microstructure, and yield curve signals.Conduct rigorous backtesting and statistical analysis to evaluate strategy performance and robustness.Work closely with technologists and portfolio managers to integrate research into production trading systems.Monitor and enhance live strategies, responding to performance and market regime changes.Requirements:Advanced degree (PhD or MSc) in a quantitative field such as Financial Engineering, Mathematics, Statistics, Physics, or related discipline.Proven experience building systematic models in interest rate markets, particularly in swaps, swap spreads, and cross-currency basis.Strong programming skills in Python, C++, or a similar language.Deep understanding of time series analysis, signal generation, and portfolio optimization.Familiarity with transaction cost modelling, market impact, and execution strategies is a plus.Strong communication skills and the ability to collaborate in a fast-paced, team-oriented environment.This is an opportunity to work on impactful research in a dynamic environment with access to world-class data and infrastructure. Ideal for researchers who enjoy pushing the boundaries of systematic fixed income strategies.For more info, apply below or email Tom on tom@qenexus.com