Systematic Rates/FX/Credit QR
- Research, develop, and implement systematic alpha signals across global fixed income markets, with a focus on Rates and Credit products.
- Identify predictive features from large and diverse datasets, including market microstructure, order flow, macroeconomic, positioning, and alternative data sources.
- Design and test intraday, short-term, and medium-horizon trading signals ranging from minutes to several days.
- Develop portfolio construction and risk allocation frameworks to improve signal monetization and strategy performance.
- Partner closely with trading, technology, and execution teams to deploy research into production environments.
- Analyze market behavior around macro events, liquidity regimes, and cross-asset relationships to uncover new sources of alpha.
- Improve research infrastructure, backtesting frameworks, and data pipelines to accelerate strategy development.
- Advanced degree (MS or PhD preferred) in Mathematics, Statistics, Physics, Computer Science, Engineering, Economics, or a related quantitative discipline.
- Strong background in systematic trading, quantitative research, or alpha generation within Rates, Credit, Rates Volatility, or broader FICC markets.
- Demonstrated experience developing predictive signals with holding periods ranging from intraday to multi-day.
- Strong understanding of fixed income market structure, relative value relationships, yield curve dynamics, or credit market behavior.
- Expertise in statistical modeling, machine learning, time-series analysis, and large-scale data analysis.
- Strong programming skills in Python. Experience with C++, Java, or other performance-oriented languages is a plus.
- Ability to independently conduct research and communicate findings to both technical and trading audiences.
- Alpha signal generation in Rates, Credit, Rates Options, Futures, Swaps, or related fixed income products.
- Systematic macro or cross-asset research.
- Execution, market microstructure, or signal monetization research.
- Statistical arbitrage and short-term predictive modeling.
- Machine learning applications within systematic trading.
- Portfolio construction and risk modeling for systematic fixed income strategies.
- Intraday through multi-day forecasting models.
FAQs
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