Quantitative Researcher - Rates Volatility

About the role

Develop quantitative models, pricing frameworks, risk analytics, and systematic relative-value strategies across fixed income and rates volatility products. Partner with Portfolio Managers on trading opportunities and build tools and production-ready infrastructure for hedging, risk management, attribution, and execution. Requires an advanced degree in a quantitative or STEM discipline and at least five years of quantitative research experience focused on rates volatility, ideally at a buy-side hedge fund. Candidates should have strong Python skills, deep knowledge of fixed income and interest rate derivatives, and the ability to take ownership of research projects in a front-office environment.