Quant jobs / Schonfeld

Quantitative Researcher – Rates and Fixed Income

A researcher working directly with a portfolio manager on Schonfeld's systematic macro strategies in Hong Kong, mainly rates and fixed income. The role covers signals, portfolio construction, execution and risk.

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.

Research systematic macro strategies in rates and fixed-income assets
Evaluate new datasets for alpha potential
Improve existing signals and trading strategies
Maintain and improve production, trading and execution systems

What they ask for

Required

Systematic trading in rates, bonds or futures
Independent alpha research
Portfolio construction
Curve building and asset pricing
Maths, computer science or economics background

Preferred

Risk management experience

Education: Master's or PhD in maths, computer science, economics or a related field.
Experience: 3–7 years of systematic trading in rates, bonds or futures at a top fund or bank
Markets: fixed-income, futures

How to prepare

Build a yield curve with bootstrapping and interpolation
Backtest a rates carry or momentum strategy on futures
Learn futures-versus-cash and curve trade construction
Review hedging and risk decomposition for rates portfolios

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 Schonfeld’s site before applying: requirements, location and pay can change after we check them.

View the posting on Schonfeld’s site ↗

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