Senior Quantitative Researcher Fixed Income London

Octavius Finance is recruiting for a Senior Quantitative Researcher on behalf of a hedge fund specialising in systematic fixed income and rates strategies. The role sits within a quantitative investment / systematic trading team, with a focus on researching, developing, and implementing alpha-generating models across global fixed income markets.

Key Responsibilities

1. Research and develop systematic trading strategies across rates, sovereign bonds, swaps, and credit instruments
2. Build and refine yield curve models, including curve construction, smoothing techniques, and multi-factor term structure modelling
3. Develop statistical and econometric models for signal generation, including, time series forecasting (ARIMA, state space models, Kalman filters), cross-sectional and macro-factor regressions, volatility and correlation modelling across rates markets
4. Work with interest rate derivatives pricing frameworks, including swap curves, futures, and options on rates
5. Design and implement alpha signals and systematic strategies, including carry, roll-down, momentum, and value-based signals in fixed income
6. Conduct robust backtesting and simulation frameworks, incorporating transaction costs, slippage, and liquidity constraints
7. Collaborate on portfolio construction and optimisation, including risk parity, constrained optimisation, and factor risk budgeting
8. Integrate research into production trading systems, ensuring scalability, robustness, and data integrity
9. Work closely with traders and portfolio managers to iterate on live strategy performance and model enhancements

Requirements

1. Strong academic background in Mathematics, Physics, Statistics, Computer Science, Financial Engineering, or related quantitative discipline
2. Proven experience in fixed income quantitative research or systematic rates trading
3. Deep understanding of interest rate markets, including, yield curve dynamics and construction methodologies, bond pricing, duration/convexity, and spread modelling, swap markets and derivatives pricing conventions
4. Strong programming skills in Python (required), with C++ or similar for performance-critical systems
5. Experience building end-to-end research pipelines, including data ingestion, feature engineering, backtesting, and performance evaluation
6. Strong knowledge of time series analysis, stochastic processes, and statistical inference
7. Familiarity with risk modelling frameworks, including VaR, stress testing, and scenario analysis for fixed income portfolios
8. Experience working with large-scale financial datasets and market data infrastructure

This role is ideal for a candidate with strong expertise in fixed income systematic trading, quantitative modelling, and production-level research within hedge fund environments.

To apply, please send a copy of your word CV to