My client is a systematic hedge fund with cutting-edge technology operating in market making, mid frequency trading, and low frequency/event driven trading across all asset classes. The firm has offices across Europe and Asia, and is looking for Quantitative Researchers and Traders to join one of their fixed income teams in London. This is an excellent opportunity for Quantitative Researchers and Traders with three or more years of experience trading US Fixed Income products, such as Swaps and STIRs, to leverage the firm's infrastructure and use advanced statistical techniques to identify and exploit market opportunities, working closely with other Researchers and Traders to build, implement and execute trading strategies.

The Role:

• Working in a systematic or discretionary team to support a PM, with the goal of progressing to a sub-PM level Trader.
• Involvement in all aspects of the strategy development process, from analysing datasets to identify patterns and opportunities to developing, backtesting, implementing and executing strategies.
• Working collaboratively with other researchers to discuss research, and improve strategies.
• Automating strategies, and monitoring their behaviour over time.

Requirements:

• The ideal candidate will have a Master's or PhD in a numerate field of study, such as Mathematics, Physics, Computer Science, or Engineering, and at least 3 years of relevant experience.
• Coding proficiency in at least one language. Previous successful candidates are proficient users of Python, C++, Java, MATLAB, etc.
• Quantitative, analytical, and research skills from academic and professional experience, and ideally a demonstrated ability to leverage Data Science methods in a profitable way.