Senior Quantitative Developer / Rates Strategist - JGB's & Asia Fixed Income (location: Tokyo or Hong Kong) - Tier-1 Quant Hedge Fund

An Asia-based investment manager is seeking a Senior Quantitative Developer / Rates Strategist to join its Hong Kong or Tokyo team. This hybrid role combines production engineering, quantitative research, and rates strategy, with a focus on JGB's, yen rates, swaps, and related fixed income products.
You will design and build pricing, risk, and automation systems, develop market data and analytics infrastructure, and help translate macro and relative-value views into actionable trading signals. The role offers significant exposure to portfolio managers, traders, and institutional counterparties, along with flexible hybrid working arrangements.

About the Role

Sitting at the intersection of research and engineering, you will be responsible for developing production-grade trading and risk infrastructure while contributing to macro and relative-value rates research across Japanese and Asian fixed income markets.

Key Responsibilities

Design, develop, and maintain pricing, risk, and analytics systems covering JGB's, interest rate swaps, FX rates, and securitized products using Python, SQL, and enterprise languages such as C# and C++.
Build and support RFQ and auto-pricing platforms for fixed income products, ensuring reliability, monitoring, and operational resilience.
Deliver real-time risk dashboards, P&L attribution tools, and market data integrations leveraging Bloomberg, Refinitiv, and other data sources.
Develop and automate data pipelines for auction data, market and macroeconomic datasets, and securitized issuance information to enhance analytical coverage and workflow efficiency.
Partner with investment teams to translate macro and relative-value research into tradable ideas, tools, and analytics, providing insights on yield curves, basis trades, and cross-market opportunities.
Implement quantitative models, including time-series analysis, regression techniques, factor models, and machine learning applications for forecasting, risk decomposition, and pricing.
Enhance middle-office and operational processes, including swap compression, reporting automation, and OMS, EOD, and real-time P&L workflows.
Mentor junior team members, lead cross-functional initiatives, and contribute to hiring and training efforts.

Required Experience & Skills

5-10+ years of experience in fixed income markets, quantitative research, rates strategy, or quantitative engineering within buy-side or sell-side environments.
Strong understanding of JGB's, interest rate products, swaps, and securitized assets; experience within Japanese markets is highly preferred.
Advanced programming skills in Python (Pandas, NumPy, scikit-learn) and SQL, with production experience in C#, C++, or similar languages.
Proven experience building pricing and risk systems, RFQ engines, market data infrastructure, or P&L and trading analytics platforms.
Familiarity with Bloomberg, Refinitiv, and production market data environments.
Strong communication skills with the ability to present quantitative concepts and market insights to portfolio managers, traders, and institutional clients.

Preferred Qualifications

Advanced degree in a quantitative or arts discipline (MSc, MIF, PhD, or equivalent).
Experience deploying machine learning or auto-pricing models into production environments and understanding associated model governance requirements.
Background in index operations, benchmark governance (BMR/IOSCO), compliance, or middle-office automation.
Experience with analytical visualization tools such as Streamlit or Dash.
CFA or other relevant industry certifications desirable.

What's On Offer

A high-impact position combining rates strategy, quantitative research, and production engineering within a leading Asia-focused investment platform.
Direct interaction with portfolio managers, traders, institutional investors, and market counterparties.
Competitive compensation package and flexible hybrid working arrangements in Hong Kong or Tokyo.
Significant ownership, leadership opportunities, and a clear path for career progression.

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