Quantitative Rates Researcher

Overview

This role supports quantitative strategies focused on interest rate markets within the IT Services sector. The position centers on generating alpha through statistical analysis and factor modeling, using expertise in fixed income instruments. Work will contribute to systematic trading frameworks, liquidity assessment, and robust transaction cost analysis to improve performance in complex financial environments.

Responsibilities

• Conduct in-depth research and modeling on SOFR, Eurodollar instruments, and Treasury futures to identify market inefficiencies.
• Execute advanced statistical analyses and develop factor models to uncover and validate alpha sources.
• Perform comprehensive transaction cost analysis and evaluate liquidity conditions to refine execution strategies.
• Design, backtest, and optimize systematic trading strategies tailored to interest rate derivatives.
• Synthesize complex quantitative findings into clear, actionable written reports and presentations for stakeholders.
• Monitor and assess fixed income market dynamics to support strategic decision-making and risk management.

Requirements

• Minimum of seven years of hands-on experience in quantitative research, analysis, or quantitative finance.
• Profound expertise in fixed income markets with a specific focus on interest rate products and derivatives.
• Proven proficiency in developing and backtesting systematic trading strategies using robust quantitative methodologies.
• Strong command of statistical analysis techniques, including factor modeling and alpha research.
• Exceptional analytical capabilities, with superior written and verbal communication skills.
• Deep working knowledge of SOFR, Eurodollar instruments, and Treasury futures markets.

Preferred Qualifications

• Not specified.