Quantitative Researcher - Rates Volatility

We are partnered with a high-performing, multi-strategy hedge fund with over $10bn in AUM, seeking a Quantitative Researcher to join a leading Fixed Income team and work directly alongside a Portfolio Manager specialising in linear rates volatility.

This is a front-office opportunity within one of the firm's top-performing teams, offering direct PM exposure and the chance to develop proprietary analytics, pricing models, and systematic relative-value strategies across the rates market.

The Role

• Develop and implement quantitative models, pricing frameworks, and risk analytics across fixed income and rates volatility products.
• Take ownership of curve construction, risk measurement, P&L attribution, and valuation analytics across government bonds, interest rate futures, swaps, and options.
• Research and develop systematic relative-value strategies across rates volatility, including OTC swaptions, listed options, caps, and floors.
• Work directly with Portfolio Managers to identify trading opportunities, refine existing models, and translate research into actionable investment strategies.
• Build and maintain bespoke tools for hedging, risk management, scenario analysis, trade attribution, and execution optimisation.
• Collaborate with technology and operations teams to deploy and maintain robust, production-ready research and trading infrastructure.
• Operate directly on the trading desk, with the opportunity to develop proprietary alpha signals and progress towards implementing and running strategies.

Experience

• Advanced degree in a quantitative or STEM discipline from a leading university.
• 5+ years of experience in quantitative research focused on rates volatility, ideally within a buy-side hedgefund.
• Strong Python programming skills, with experience developing production-grade quantitative tools and systems.
• Deep understanding of fixed income markets, interest rate derivatives, volatility products, curve dynamics, and risk analytics.
• Strong research and problem-solving capabilities, with the initiative to take ownership of projects in a high-performance, front-office environment.

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