Quantitative Researcher / Strategist - Systematic Trading, Rates, Associate

About the role

Research, develop, and implement quantitative models and systematic 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, implement and monitor production strategies, and collaborate with traders and technologists. A graduate degree in a quantitative discipline and a strong foundation in quantitative methods, along with strong programming skills in Java or another object-oriented language, are required. Candidates should be able to conduct independent research, analyze complex datasets, communicate clearly, and work collaboratively; experience with Rates products, electronic trading, Python, kdb+/q, SQL, or production systems is preferred.