Fixed Income Quantitative Researcher
A researcher role in a specialist fixed income team inside a larger futures, equity and options group. The work is building predictive models for bond and rates products with holding periods of hours to days.
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.
- Build and validate signals for rates and bond futures over multi-hour to multi-day horizons
- Backtest signals and measure turnover and capacity before they go live
- Analyse how market events move fixed income prices to find trading opportunities
- Monitor deployed models and share data and signals with the wider futures and equity groups
What they ask for
Required
- Fixed income basics: bond and swap pricing, yield curves
- Signal research and backtesting at multi-hour to multi-week horizons
- Deep learning (PyTorch/JAX), Bayesian time series or high-dimensional statistics
- Avoiding overfitting in low signal-to-noise data
- Strong statistics and mathematics
- Solid Python
- Experience with large datasets
Preferred
- C++
- Education
- Master's or PhD in maths, statistics, operations research, physics, computer science, financial engineering or similar
- Experience
- Demonstrated research of predictive signals at multi-hour to multi-week horizons
- Languages and tools
- Markets
- fixed-income, futures
How to prepare
- Build a rates-futures signal with proper out-of-sample testing and turnover analysis
- Revise yield curves, swap and bond pricing
- Practise regularisation and overfitting control on noisy time series
- Train a small sequence model on yield or futures data and compare it with a plain linear baseline
What to study
- Fixed Income and Interest-Rate Models
- Econometrics and Financial Time Series
- Quantitative Research, Data and Backtesting
- Financial Machine Learning
- Probability, Statistics and Financial Data
The Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.
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Read the full posting on Jump Trading’s site before applying: requirements, location and pay can change after we check them.
View the posting on Jump Trading’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Jump Trading and doesn’t handle applications.