Quantitative Researcher / Strategist - Systematic Trading, Rates, Associate

About the role

Research, develop, and implement quantitative models and systematic electronic trading strategies for Rates products, covering pricing, market making, alpha generation, execution, hedging, and risk management. Analyze market and trading data, build research and backtesting frameworks, monitor live strategy performance, and collaborate with traders and technologists to deliver production-ready solutions. A graduate degree in a quantitative discipline and strong foundations in areas such as statistics, optimization, numerical methods, time-series analysis, or machine learning are required, along with strong Java or other object-oriented programming skills. Candidates should be able to conduct independent research, analyze complex datasets, communicate clearly, and work collaboratively; experience with Rates products, systematic strategies, electronic trading, Python, kdb+/q, SQL, or production systems is preferred.