Asia DM Rates Trader

Role Overview

We are partnering with a top-tier hedge fund to identify an Asia DM Rates / Fixed Income Trader with 8 - 10 years of relevant experience to join their team. The ideal candidate will have a strong background in bonds, particularly Japanese Government Bonds, and solid familiarity with onshore China bonds.

Key Responsibilities

• Conduct quantitative research on fixed income, rates, and macro-driven signals.
• Develop predictive models and systematic strategies for Asia DM rates, including JGBs (onshore China rates and FX swaps is also useful)
• Build robust back-testing frameworks, signal pipelines, and performance analytics.
• Translate research into production-ready code and trading strategies.
• Analyze large datasets using statistical, econometric, and machine learning techniques.
• Monitor market structure, liquidity, and policy dynamics impacting rates markets.
• Collaborate with traders, engineers, and risk teams to deploy and optimize strategies.

Required Qualifications

• 8–10+ years of experience in quantitative research, systematic trading, or fixed income analytics. Buy side preferred
• Strong experience in Asia DM rates and fixed income products (bonds, curves, FX swaps).
• Background as a FI trader or analyst strongly preferred.
• Advanced degree in a quantitative discipline (Math, Stats, Physics, CS, Finance, Economics).
• Strong proficiency in Python coding, with the ability to build and refine trading.
• Proven experience with time-series modeling, statistical analysis, and large datasets.
• Excellent problem-solving, communication, and documentation skills.