Quantitative Rates Researcher

Summary

Responsibilities

• Conduct in-depth research and modeling on SOFR, Eurodollar instruments, and Treasury futures to identify market inefficiencies.
  
• Execute advanced statistical analyses and develop factor models to uncover and validate alpha sources.
  
• Perform comprehensive transaction cost analysis and evaluate liquidity conditions to refine execution strategies.
  
• Design, backtest, and optimize systematic trading strategies specifically tailored to interest rate derivatives.
  
• Synthesize complex quantitative findings into clear, actionable written reports and presentations for stakeholders.
  
• Monitor and assess fixed income market dynamics to support strategic decision-making and risk management.
  

• Possess a minimum of seven years of hands-on experience in quantitative research, analysis, or quantitative finance.
  
• Demonstrate profound expertise in fixed income markets with a specific focus on interest rate products and derivatives.
  
• Show proven proficiency in developing and backtesting systematic trading strategies using robust quantitative methodologies.
  
• Exhibit strong command of statistical analysis techniques, including factor modeling and alpha research.
  
• Display exceptional analytical capabilities alongside superior written and verbal communication skills.
  
• Have a deep working knowledge of SOFR, Eurodollar instruments, and Treasury futures markets.