Fixed Income Quantitative Researcher | Trading Team
Core
Develop and refine quantitative models to predict and trade government bonds, interest rate swaps, and other liquid fixed income products.
Role type
Quantitative researcher (fixed income)
Builds
Predictive trading models for fixed income products
Domain
Fixed income trading
Deliverable
production ML models
Required skills
fixed income pricing models, yield curve analysis, algorithm development, large dataset processing, Python, C++
Preferred skills
C++
Responsibilities
Develop and refine quantitative models to predict and trade government bond, interest rate swaps and other liquid fixed income products; Analyse market data and yield curve to identify investment opportunity; Collaborate with various counterparty to implement and deploy efficient algorithms into production; Ensure accurate risk assessment and real-time decision-making in fully systematic trading environment