Octavius Finance is recruiting for a Senior Quantitative Researcher on behalf of a hedge fund specialising in systematic fixed income and rates strategies. The role sits within a quantitative investment / systematic trading team, with a focus on researching, developing, and implementing alpha-generating models across global fixed income markets.
Key Responsibilities
*Research and develop systematic trading strategies across rates, sovereign bonds, swaps, and credit instruments
*Build and refine yield curve models, including curve construction, smoothing techniques, and multi-factor term structure modelling
*Develop statistical and econometric models for signal generation, including, time series forecasting (ARIMA, state space models, Kalman filters), cross-sectional and macro-factor regressions, volatility and correlation modelling across rates markets
*Work with interest rate derivatives pricing frameworks, including swap curves, futures, and options on rates
*Design and implement alpha signals and systematic strategies, including carry, roll-down, momentum, and value-based signals in fixed income
*Conduct robust backtesting and simulation frameworks, incorporating transaction costs, slippage, and liquidity constraints
*Collaborate on portfolio construction and optimisation, including risk parity, constrained optimisation, and factor risk budgeting
*Integrate research into production trading systems, ensuring scalability, robustness, and data integrity
*Work closely with traders and portfolio managers to iterate on live strategy performance and model enhancements
Requirements
*Strong academic background in Mathematics, Physics, Statistics, Computer Science, Financial Engineering, or related quantitative discipline
*Proven experience in fixed income quantitative research or systematic rates trading
*Deep understanding of interest rate markets, including, yield curve dynamics and construction methodologies, bond pricing, duration/convexity, and spread modelling, swap markets and derivatives pricing conventions
*Strong programming skills in Python (required), with C++ or similar for performance-critical systems
*Experience building end-to-end research pipelines, including data ingestion, feature engineering, backtesting, and performance evaluation
*Strong knowledge of time series analysis, stochastic processes, and statistical inference
*Familiarity with risk modelling frameworks, including VaR, stress testing, and scenario analysis for fixed income portfolios
*Experience working with large-scale financial datasets and market data infrastructure
This role is ideal for a candidate with strong expertise in fixed income systematic trading, quantitative modelling, and production-level research within hedge fund environments.
To apply, please send a copy of your word CV to
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