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| Job Location | London |
| Education | Not Mentioned |
| Salary | Competitive salary |
| Industry | Not Mentioned |
| Functional Area | Not Mentioned |
| Job Type | Permanent , full-time |
Supporting a Portfolio Manager, the quantitative researcher/strategist will have optics into the entire investment process, developing systematic interest ratesstrategies to be used in a bond RV trading environment.•Collaborate with, and contribute to, the Portfolio Managersoutlook and theses through in-depth analysis and research of systematicstrategies;• Employ statistical & quantitative approachesto complete assignments;•Work with quant research team to develop analytical models and tools;The successful candidate should possess:•A minimum of aMaster’s DegreeinComputer Science,Engineering, Economics, Finance, Math, SciencesorStatistics required.•A minimum of 2+ years’ relevant experience.While experience at a leading buy-side firm is strongly preferred, outstanding candidates from investment banks are also encouraged to apply.• Proven experience within a systematic/quantitative driven fund or within a multi-strategy firm.• In-depthexpertise of global financial markets and products, experience with interest rates is essential (govt bonds would be preferred).•A high degree of technical aptitude with advancedprogramming skills in Python beingessential.•Outstanding written and verbal presentation skills, with the ability to operate seamlessly between quant and investment professionals.For more information and a conversationin confidence please apply with your CV.