Quantitative Researcher

Electronic Rates Quant Researcher - Alpha & eTrading (London)

I'm working with a leading electronic trading firm, building out the alpha research function within their eRates desk.

The team runs a centralised Rates risk book across government bonds, swaps, and futures, and is looking for a Quant Researcher to develop short-horizon signals, execution models, and market-making strategies that directly impact live trading.

The role involves advanced statistical research, high-frequency data analysis, and algorithmic development, moving ideas from research to production quickly while helping shape how the desk trades global Rates markets.

Responsibilities

• Develop and test short-horizon alpha signals for electronic market making across government bonds, swaps, and futures.
• Analyse high frequency market data and microstructure to improve pricing, execution, and trading strategies.
• Work closely with traders and quants to translate research into production trading models and tools.

Requirements

• Must come from an electronic trading/research environment.
• Coding proficiency in Python.
• Ideally, exposure to the Rates market.