Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology, and trading expertise has shaped QRT’s collaborative mindset which enables us to solve the most complex challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors.
We are looking for an exceptional Data Scientist with a strong fixed income background. In this role, you will work between the Research and Trading desks, and the Engineering team to ensure the successful leveraging of data across the firm's fixed income strategies and beyond.
Responsibilities
- Collaborating with Quantitative Researchers and Traders, particularly within fixed income, to design datasets that drive systematic strategies and inform discretionary trading decisions
- Prototyping and designing code to extract, clean, and aggregate data from a wide range of raw sources and formats, including fixed income market data, reference data, and pricing feeds
- Working with Engineers to automate and optimise your code, ensuring robust data extraction processes
- Managing the end-to-end process of onboarding new datasets, with a focus on fixed income instruments such as bonds, rates, credit, and derivatives
- Proactively solving data related problems to minimise time to production
- Innovating and experimenting with novel data extraction methods to enhance the firm's data onboarding toolkit
Qualifications
- 2+ years of experience as a Data Scientist (or similar position) working with fixed income data; experience in a buy-side quantitative finance role is strongly preferred
- Solid understanding of fixed income markets and instruments including bonds, interest rates, credit, yield curves, or related derivatives
- Postgraduate degree in a quantitative discipline such as Mathematics, Physics or Engineering
- Advanced programming experience in Python, including proficiency with data handling libraries such as Pandas and NumPy
- Proven experience building and managing data pipelines end-to-end; from sourcing and extraction through to cleaning, processing, and delivery
- Excellent communication skills, with the ability to effectively collaborate with all stakeholders, including researchers, traders, engineers, management, and external vendors
- Ability to work in a high-performance, high-velocity environment
QRT is an equal opportunity employer. We welcome diversity as essential to our success. QRT empowers employees to work openly and respectfully to achieve collective success. In addition to professional achievement, we are offering initiatives and programs to enable employees achieve a healthy work-life balance.
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