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.
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