As a quantitative researcher specializing in fixed income, your role will involve collaborating with our fixed income team to enhance our research and trading infrastructure, as well as designing and implementing quantitative strategies for fixed income

Responsibilities

• Collaborate with team members to improve accuracy, robustness and speed of our backtesting system.
• Conduct research to identify new useful datasets and build pipelines to feed them into our infrastructure.
• Identify, implement and backtest new trading ideas to make profitable strategies.
• Develop low slippage algorithms to execute the medium frequency fixed income order flow.

Requirements

• A degree in a technical discipline (computer science / mathematics / statistics / others)
• Strong quantitative skills using numerical tools such as Numpy and Pandas on Python
• Deep understanding of fixed income markets and prior experience developing fixed income quantitative strategies
• Ability to work collaboratively and take projects to completion, ability to quickly learn about new systems, creative thinking and strong attention to details