Algo Quant Researcher - Rates Swaps

Our client is seeking a Quant Researcher to join their Electronic Market Making team within the Statistical Modelling and Development group at a leading investment bank in London. This is a business-critical role focused on algorithmic research and trading of Rates Swaps, primarily Dollar and Euro, with increasing exposure to Sterling.

As an Algo Quant, you'll work in a highly collaborative and intellectually stimulating environment, partnering closely with Principal Trading and Quant Development teams. You'll drive the research and deployment of systematic market making and position-taking strategies, leveraging advanced quantitative methods and a robust Python/Java technology stack.

Responsibilities:

• Research and develop systematic market making and position-taking strategies for Rates Swaps (USD, EUR, GBP).
• Analyse large and complex datasets to identify Alpha signals, market inefficiencies, and microstructure patterns.
• Design and implement robust statistical models and algorithms for real-time trading.
• Backtest and validate strategies using historical and live market data.
• Monitor, analyse, and optimise live trading performance, identifying areas for improvement.
• Collaborate with traders, quants, and technologists to translate business objectives into quantitative solutions.
• Present research findings and strategy performance to senior stakeholders.

Requirements:

• 5+ years of experience in quantitative research or systematic trading, ideally within Rates, Fixed Income, or Derivatives.
• Deep understanding of Rates Swaps markets (USD, EUR, GBP) and electronic trading workflows.
• Advanced quantitative skills (mathematics, statistics, econometrics, or related field).
• Strong programming skills in Python; familiarity with Java-based infrastructure.
• Proven experience developing and deploying systematic trading strategies.
• Experience with large-scale data analysis, backtesting, and performance attribution.
• Excellent communication and collaboration skills.
• High motivation, intellectual curiosity, and a passion for financial markets.