Rates Quantitative Researcher


New York
Permanent
USD200000 - USD200000
Quantitative Analytics Research and Trading
PR/455328_1777483295
Rates Quantitative Researcher
Job Title
Rates Quantitative Researcher
Overview
We are building out a high performance rates trading pod at a premier multistrat hedge fund and are seeking a hybrid Quantitative Researcher with strong Quantitative Development capabilities. This role is intentionally structured to start with a heavy build out and engineering focus and then transition into alpha generating research once the trading platform goes live, expected in approximately six months.
This is an ideal opportunity for a Quant Developer who wants to evolve into a Quant Researcher while working directly with a Portfolio Manager covering global rates and inflation strategies.
Role Responsibilities
Phase 1 Build Out and Quant Development First 6 to 12 Months
* Build core research and trading infrastructure for global rates strategies
* Develop robust data pipelines to ingest, clean, normalize, and store market and economic data
* Integrate with internal data platforms, APIs, and proprietary market data links
* Build internal tools to support pricing, risk, analytics, and strategy monitoring
* Source economic and macro data, including structured datasets and web scraped data
* Assist with fixed income pricing, curve construction, and risk analytics
* Act as the primary quantitative support to the PM during pod formation
Phase 2 Alpha Research and Strategy Ownership Post Go Live
* Transition into direct alpha research once the pod is live
* Conduct quantitative research across global rates, inflation, and rates volatility
* Develop and refine relative value strategies across curves, outrights, spreads, and tactical calendar spreads
* Contribute to option based strategies with a strong directional and volatility overlay
* Research and implement systematic enhancements to discretionary trade ideas
* Partner with the PM on idea generation, testing, and deployment
Collaboration
* Work directly with the PM as the main quant resource on the desk
* Collaborate with developers, analysts, and operations as the team scales
* Help define best practices for research, tooling, and production workflows
Required Background and Skills
Experience
* Approximately 3 to 8 years of experience in a rates focused environment
* Background from a sell side or buy side rates or rates volatility desk
* Strong exposure to developed market rates, particularly G7
* Familiarity with global relative value and inflation linked strategies
Technical Skills
* Strong Python skills with an emphasis on production ready code
* Experience building research infrastructure and analytics from scratch
* Comfortable working with large, imperfect financial datasets
* Knowledge of fixed income instruments and basic rates derivative pricing
* Experience with curve analytics, spreads, and risk metrics

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