Systematic Rates/FX/Credit QR

Responsibilities

• 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.

Qualifications

• 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.