Senior Fixed Income Research Analyst (Quant Researcher)

About RevolutPeople deserve more from their money. More visibility, more control, and more freedom. Since 2015, Revolut has been on a mission to deliver just that. Our powerhouse of products — including spending, saving, investing, exchanging, travelling, and more — help our 75+ million customers get more from their money every day.As we continue our lightning-fast growth, 2 things are essential to our success: our people and our culture. In recognition of our outstanding employee experience, we've been certified as a Great Place to Work™. So far, we have 13,000+ people working around the world, from our offices and remotely, to help us achieve our mission. And we're looking for more brilliant people. People who love building great products, redefining success, and turning the complexity of a chaotic world into the simplicity of a beautiful solution.About the roleOur Wealth & Trading team is at the forefront of redefining how people invest, using data-driven tools to make smarter financial decisions accessible to everyone. We operate with precision and expertise, building cutting-edge solutions that empower customers worldwide.We’re looking for a Senior Fixed Income Research Analyst (Quant Researcher) to bridge the gap between alpha generation and execution engineering. You’ll be leading the development of systematic predictive models for corporate bonds and credit default swaps, and designing optimal execution and basket-selection strategies.Up to shape what’s next in finance? Let’s get in touch.What you'll be doingLeading the development of systematic predictive models and strategies for corporate bonds and credit default swapsIntegrating macroeconomic trends and sector-specific insights into the portfolio engineDesigning and implementing fixed income portfolio construction and optimisation frameworksCollaborating with engineers to design, test, and refine algorithms for automated execution workflowsConducting hypothesis testing and backtesting to validate model accuracy, performance, and transaction costsManaging practical execution specifics, including liquidity sourcing, market impact, and transaction costsEnsuring full compliance with regulatory standards, portfolio risk limits, and financial promotionsWhat you'll need5+ years of experience in quantitative investment research and systematic portfolio construction for fixed incomeAn in-depth understanding of corporate credit market microstructure and OTC bond liquidity constraintsSolid knowledge of quantitative and statistical tooling applied to systematic investment decisionsAdvanced programming skills in Python and its scientific data stackA proven track record of handling transaction cost analysis, tracking error modelling, and risk attributionAn educational background in STEMNice to haveExperience designing long-short strategies or execution specifics for systematic bond portfoliosFamiliarity with the ETF ecosystem, index replication methodologies, and basket optimisationA CFA qualification or significant progress toward the certification