Vacancy Description
- Develop and enhance systematic trading strategies across global fixed income markets (rates, credit, FX-linked fixed income products)
- Conduct alpha research using statistical, econometric, and machine learning techniques
- Analyze large datasets including macro, market microstructure, and alternative data
- Build predictive models for yield curves, spreads, and risk premia
- Collaborate with portfolio managers to translate research into live trading signals
- Monitor and improve strategy performance, robustness, and risk characteristics
- Work closely with engineering teams to ensure efficient production implementation
Ready to Apply?
अभी आवेदन करें
Submit your application for Senior Fixed Income Quantitative Researcher at Selby Jennings
Apply for this Position