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Aptic Groupe

Quantitative Researcher - Fixed Income (Systematic)

London
Posted about 13 hours ago
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Quantitative Researcher – Fixed Income

We are working with a Tier-1 proprietary trading firm, operating across equities, fixed income, FX, and derivatives markets worldwide. The fixed income business combines rigorous quantitative research with cutting-edge technology to provide liquidity across global rates, credit, and government bond markets. We're looking for a Quantitative Researcher to join the London-based Fixed Income team.

Reasons to use Rodeo

I’m in my final year doing Economics and I don’t know whether to apply for grad schemes now or do a masters first. What do you think?

Honest answer — it depends on where you want to end up. A lot of top grad schemes (Big 4, civil service, banking) don’t need a masters. Let’s look at the ones you’d be competitive for now, and we can decide if a masters actually adds anything.

Also worth knowing: most autumn 2026 applications are open now. Timing matters more than you think.

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Graduate Consultant — 2026 Scheme

PwC·London, UK
£35,000/yr

Why you're a good match

Strong

Your economics background and your summer at a regional bank line up with what PwC looks for on the consulting scheme. Applications close in four weeks.

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Why you're a good match

You’ve got the grades and the economics background, and your bank internship is exactly the experience this scheme looks for. Apply soon — deadlines close within the month.

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Strong

Experience fit

Your summer at the bank plus your econometrics coursework map directly to the day-one responsibilities on this scheme — client modelling, market briefings, and deal support.

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Responsibilities

  • Research and implement quantitative systematic strategies for fixed income products (government bonds, interest rate futures, swaps), including market structure optimization.
  • Analyse market data to refine spreads, hedging logic, and execution quality.
  • Monitor live strategy performance and iterate based on market feedback.

Qualifications

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  • 3+ years of experience in market making, quantitative trading, or a hedge fund setting, building strategies for Fixed Income products.
  • Familiarity with fixed income market microstructure and electronic trading venues.
  • Advanced degree (MSc/PhD) in a quantitative discipline such as Mathematics, Physics, Statistics, Computer Science, or Financial Engineering.
  • Proficiency in Python and/or C++.
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Location

London, England, United Kingdom

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