Flexible Work, Better Balance
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.
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...