Fixed Income Quantitative Researcher | Trading Team

About the role

Develop and refine quantitative models to predict and trade government bonds, interest rate swaps, and other liquid fixed income products. Collaborate with counterparties to deploy efficient algorithms and ensure accurate real-time risk assessment in a systematic trading environment. Requires at least one year of research or trading experience in fixed income electronic trading and a Master's or PhD in a quantitative field. Proficiency in Python is required, with C++ skills and a strong understanding of fixed income pricing models being highly valued.