What are the responsibilities and job description for the Senior Fixed Income Quant Researcher – Hedge fund – New York - Octavius Finance position at Jobs via eFinancialCareers?
We are working with a global hedge fund to hire a Senior Fixed Income Quantitative Researcher for their rates and credit quantitative research team in New York. This role focuses on model development, relative value analysis, and signal generation across fixed income markets, with an emphasis on building robust pricing, risk, and forecasting models.
Key Responsibilities:
Conduct quantitative research across fixed income markets (rates, credit, and interest rate derivatives) using market, macroeconomic, and alternative datasets
Design, develop, and implement pricing models, risk models, and systematic signals for fixed income instruments
Build and maintain yield curve models, interest rate dynamics frameworks, and credit risk models
Perform data analysis and feature engineering on large fixed income and macro datasets
Apply statistical and machine learning techniques to identify relative value opportunities and predictive signals
Backtest models and strategies, including performance attribution, sensitivity analysis, and stress testing
Collaborate with traders, portfolio managers, and engineers to support implementation and productionisation
Enhance existing models through rigorous validation, calibration, and out-of-sample testing
Key Requirements:
Advanced degree in a quantitative field (Mathematics, Statistics, Physics, Computer Science, Engineering, Finance, or related)
Experience in fixed income quantitative research, with a focus on model development and/or signal generation
Strong understanding of fixed income instruments (government bonds, swaps, credit products, and derivatives)
Knowledge of interest rate modelling frameworks (e.g. Hull-White, short-rate models, or term structure models)
Proficiency in Python; experience with C or other high-performance languages is a plus
Experience working with large datasets and numerical libraries (e.g. pandas, NumPy, QuantLib)
Strong grounding in statistical modelling, time series analysis, and numerical methods
Experience with backtesting frameworks and model validation techniques
Ability to work in a fast-paced, research-driven environment
To apply, please send a copy of your Word CV to
mailto:quantresearch@octaviusfinance.com
Key Responsibilities:
Conduct quantitative research across fixed income markets (rates, credit, and interest rate derivatives) using market, macroeconomic, and alternative datasets
Design, develop, and implement pricing models, risk models, and systematic signals for fixed income instruments
Build and maintain yield curve models, interest rate dynamics frameworks, and credit risk models
Perform data analysis and feature engineering on large fixed income and macro datasets
Apply statistical and machine learning techniques to identify relative value opportunities and predictive signals
Backtest models and strategies, including performance attribution, sensitivity analysis, and stress testing
Collaborate with traders, portfolio managers, and engineers to support implementation and productionisation
Enhance existing models through rigorous validation, calibration, and out-of-sample testing
Key Requirements:
Advanced degree in a quantitative field (Mathematics, Statistics, Physics, Computer Science, Engineering, Finance, or related)
Experience in fixed income quantitative research, with a focus on model development and/or signal generation
Strong understanding of fixed income instruments (government bonds, swaps, credit products, and derivatives)
Knowledge of interest rate modelling frameworks (e.g. Hull-White, short-rate models, or term structure models)
Proficiency in Python; experience with C or other high-performance languages is a plus
Experience working with large datasets and numerical libraries (e.g. pandas, NumPy, QuantLib)
Strong grounding in statistical modelling, time series analysis, and numerical methods
Experience with backtesting frameworks and model validation techniques
Ability to work in a fast-paced, research-driven environment
To apply, please send a copy of your Word CV to
mailto:quantresearch@octaviusfinance.com