Quant jobs / Hudson River Trading

Fixed Income Trader

A trader for HRT's macro team building its global fixed income strategy, which mixes discretionary and quantitative ideas. The role works with quant researchers and technologists.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Execute global rates trades by voice and electronic platforms
Check trade entry, DV01, allocations and PnL
Give quant researchers feedback on model assumptions and costs
Help technologists build the rates team's tools

What they ask for

Required

Bachelor's degree or higher
Two or more years buy-side global fixed income trading
Experience with large trade sizes
Counterparty relationships
APAC fixed income market knowledge
Excel and Google Docs

Preferred

Python, C++, SQL or R

Education: Bachelor's degree or higher.
Experience: 2+ years trading global fixed income on the buy-side
Languages and tools: Python
C++
SQL
R
Markets: fixed-income, fx

How to prepare

Learn rates products: sovereign bonds, IRS, swaptions, bond futures, cross-currency basis
Practise DV01 and portfolio risk calculations
Study how transaction costs and market impact affect strategies
Use Python to analyse a bond futures or yield curve dataset

What to study

The Rates Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Hudson River Trading’s site before applying: requirements, location and pay can change after we check them.

View the posting on Hudson River Trading’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Hudson River Trading and doesn’t handle applications.