- Experiencia
- Más de 5 años
- Salario
- —
- Vacantes
- 1
- Al corriente
- Hace 9 horas
- Modo de trabajo
- Trabajar desde casa
- Educación
- STEM degree
- Reanudar
- Se requiere solicitud
Descripción del trabajo
About Revolut
Revolut is committed to giving people enhanced control, visibility, and freedom over their money. Since 2015, we have developed a suite of powerful financial products that help over 75 million customers manage spending, saving, investing, exchanging currencies, travelling, and more.
Our rapid expansion depends heavily on our people and culture. Recognized as a Great Place to Work™, we employ over 13,000 staff globally both onsite and remotely, all dedicated to simplifying complex financial challenges into elegant solutions.
Role Overview
Join our Wealth & Trading division, a pioneer in reshaping investment approaches through data-driven technology that enables smarter financial choices. We seek a Senior Fixed Income Research Analyst (Quant Researcher) to lead the creation of systematic forecasting models for corporate bonds and credit default swaps and craft optimized execution and basket-selection strategies.
Key Responsibilities
- Guide development of predictive systematic models and trading strategies for corporate bonds and CDS instruments.
- Incorporate macroeconomic data and sector-specific trends into portfolio management frameworks.
- Create and manage frameworks for fixed income portfolio construction and optimization.
- Partner with engineering teams to design, test, and refine algorithms supporting automated trade execution.
- Perform hypothesis testing and backtesting to verify model robustness, effectiveness, and transaction cost efficiency.
- Oversee practical execution elements covering liquidity sourcing, market impact, and transaction costs.
- Ensure adherence to regulatory requirements, portfolio risk boundaries, and standards for financial communications.
Candidate Profile
- Minimum of five years' experience in quantitative investment research and systematic portfolio construction focused on fixed income.
- Comprehensive expertise in the corporate credit market structure and OTC bond liquidity challenges.
- Strong proficiency with quantitative and statistical methodologies applied to systematic investment processes.
- Advanced programming capabilities in Python along with scientific computing libraries.
- Demonstrable history in transaction cost analysis, tracking error modeling, and risk attribution.
- Educational qualifications in STEM disciplines.
Preferred Qualifications
- Experience in designing long-short systematic bond strategies or execution details.
- Knowledge of ETFs, index replication techniques, and basket optimization.
- Progress towards or attainment of CFA certification.
Diversity and Inclusion
We launched our Diversity and Inclusion Framework in 2021 to foster a supportive, multicultural, and equitable workplace. We actively encourage candidates from varied backgrounds to contribute to our innovative and high-performing team.
Application Security Notice
- Apply solely through official Revolut recruitment channels, avoiding third-party platforms.
- Verify communications come from official @revolut.com email addresses to avoid scams.
- Revolut does not request any payment or sensitive financial details during recruitment; report any suspicious contact.
Candidate Declaration
By applying, candidates confirm the accuracy and completeness of their information, acknowledge disclosure of any prior employment with Revolut, and consent to data processing as per the company's Candidate Privacy Notice. False information may lead to rejection or termination.