Quant Researcher - Fixed Income H/F
Core
Develop quantitative models and signals for fixed income markets, covering the full research lifecycle from idea generation to operational implementation.
Role type
Quantitative researcher (fixed income)
Builds
Quantitative trading strategies and portfolio management tools
Domain
Fixed income markets / Quantitative finance
Deliverable
production ML models
Required skills
Python, statistical methods, econometrics, machine learning, time series analysis, backtesting, financial mathematics
Preferred skills
relative value analysis, yield curve analysis, market regime modeling
Responsibilities
Develop quantitative signals on fixed income markets; Test strategies on various underlyings (curves, spreads, butterflies, steepeners/flatteners); Perform robust backtests including out-of-sample analysis, transaction costs, and drawdowns; Contribute to improving research and portfolio tracking tools.
Seniority
Mid-level, hands-on IC