Jumptrading

Fixed Income Quantitative Researcher | Trading Team

London. Posted 3 months ago

The role

You will develop and refine quantitative models to predict and trade fixed income products. You will analyze market data and build predictive models on large-scale financial time series.

What you will do

  • Develop and refine quantitative models that predict and trade fixed income products
  • Manage portfolio risk
  • Analyse market data to identify trading opportunities and optimize strategies
  • Build predictive models on large-scale, noisy financial time series
  • Design, train, and validate signals and monitor them in production
  • Collaborate with the wider futures, equity, and options group
  • Implement efficient algorithms alongside technologists and traders
  • Ensure accurate risk assessment and real-time decision-making
  • Other duties as assigned or needed

Required qualifications

  • Familiarity with fixed income concepts including bond and interest rate swap pricing, yield curve analysis, and algo optimization
  • Demonstrated experience researching predictive signals at multi-hour to multi-week horizons
  • Deep expertise in at least one of: modern deep learning (sequence models, transformers, representation learning, with PyTorch/JAX or equivalent), Bayesian time series, or high-dimensional statistics
  • Proven success working with large datasets in academic projects or a professional environment
  • Strong problem-solving, statistics, and mathematics skills
  • Solid Python along with the software development skills to support research efforts
  • Master's or PhD in mathematics, statistics, operations research, physics, computer science, financial engineering, or a related subject
  • Desire to work within a collaborative, team-driven environment
  • Reliable and predictable availability

Nice to have

  • Good C++ skills

Benefits

  • Private Medical, Vision and Dental Insurance
  • Travel Medical Insurance
  • Group Pension Scheme
  • Group Life Assurance and Income Protection Schemes
  • Paid Parental Leave
  • Parking and Commuter Benefits

About the company

Jump Trading Group is committed to world class research. The quantitative research team develops data-driven proprietary models for market prediction and risk management.

Fixed Income Quantitative Researcher | Trading Team at Jumptrading | JobZoey