About the Role
We are seeking a highly skilled Rates Relative Value (RV) Quant Trader to join a Macro & Rates trading team spearheaded by an experienced SPM. The ideal candidate will combine deep quantitative expertise with strong market intuition to identify, model, and execute profitable RV opportunities across global interest rate markets. You will work closely with researchers, data engineers, and portfolio managers to design systematic and discretionary RV strategies with measurable, repeatable edge.
Key Responsibilities
- Develop, implement and trade systematic and semisystematic RV strategies across global/Asia rates markets.
- Generate curve, fly, basis and crossmarket RV trade ideas, leveraging both quantitative signals and macro understanding.
- Build and maintain pricing, risk, and analytics models with a focus on mean reversion, term structure, carry/roll, microstructure, and liquidity dynamics.
- Conduct deep data analysis using ticklevel, macro, flow, and volatility datasets to surface new alpha opportunities.
- Manage intraday and swinghorizon risk; monitor PnL drivers, signal behaviour and execution performance.
- Collaborate with quant researchers to enhance alpha generation, portfolio construction and backtesting frameworks.
- Partner with trading technology to refine execution, automate workflows, and improve model robustness.
Required Qualifications
- 210 years of experience in Rates, Fixed Income or Macro RV trading (systematic, hybrid, or discretionary).
- Strong proficiency in Python (NumPy, pandas, SciPy), experience with statistical modelling and backtesting frameworks.
- Solid understanding of interest rate derivatives, curve construction, microstructure, and RV mechanics (G3/DM preferred; EM a plus).
- Demonstrated track record of alpha generation or clear evidence of signal research and strategy contribution.
- Experience working with large datasets, timeseries modelling, and performance attribution.
- Ability to operate in a fastpaced, datadriven trading environment with discipline around risk.
