Quantitative Researcher – Systematic Fixed Income – Client Role

• Research, develop, and implement new systematic alpha signals across fixed income markets.
• Take research ideas from initial concept through testing, validation, implementation, and live trading.
• Improve strategy monetization with a focus on execution quality and transaction cost efficiency.
• Analyze trading behavior and market structure across electronic fixed income venues.
• Apply statistical, machine learning, and quantitative techniques to real-world investment problems.
• Build scalable research and trading tools to support systematic investment strategies.
• Partner with portfolio managers, researchers, and technology teams on strategy development and implementation.
• Clearly communicate research findings, methodology, and investment recommendations to internal stakeholders.

• 5+ years of experience in systematic fixed income research within a hedge fund, asset manager, proprietary trading firm, or sell-side trading environment.
• Strong quantitative background with a degree in Mathematics, Physics, Engineering, Econometrics, Quantitative Economics, Statistics, or a related discipline.
• Demonstrated experience researching and developing systematic investment strategies.
• Strong understanding of statistics, machine learning, and quantitative modeling.
• Experience in systematic credit is strongly preferred.
• Strong programming skills in Python, C++, or another relevant language, with the ability to develop clean and scalable research code.
• Familiarity with fixed income market structure and electronic trading venues is a plus.
• Strong written and verbal communication skills with the ability to explain complex quantitative concepts clearly.

Additional Information

We may use artificial intelligence (AI) tools to support portions of the hiring process, including resume review and candidate evaluation. These tools assist our recruiting team but do not replace human decision-making. Final hiring decisions are made by human reviewers.