Quantitative Rates Researcher

📋 Description

• Conduct in-depth quantitative research on interest rate markets, focusing on SOFR, Eurodollar
• Develop, test, and refine statistical models and factor-based frameworks to uncover, validate, and
• Design, implement, backtest, and optimize systematic trading strategies for interest rate
• Perform transaction cost analysis and assess market liquidity to improve execution efficiency and
• Monitor fixed income market dynamics, interest rate movements, and relevant market indicators to
• Evaluate model performance and research outcomes, ensuring that findings are statistically sound

🎯 Requirements

• At least 7 years of professional experience in quantitative research, quantitative analysis, or
• Strong expertise in fixed income markets, particularly interest rate products and derivatives.
• In-depth knowledge of SOFR, Eurodollar instruments, and Treasury futures, including their market
• Proven experience developing, implementing, and backtesting systematic trading strategies.
• Strong command of statistical analysis, quantitative modeling, factor analysis, and alpha research
• Demonstrated ability to evaluate trading signals, validate hypotheses, and identify market

🎁 Benefits

• Competitive compensation: Annual salary ranging from ₹18–22 LPA.
• Remote work: Fully remote position based in India.
• Full-time opportunity: Long-term professional engagement in quantitative research and financial
• Advanced research exposure: Opportunities to work on systematic trading strategies, interest rate
• Professional development: Scope to deepen expertise in fixed income markets, quantitative
• Analytical ownership: The opportunity to contribute directly to research initiatives and influence