Tech Stack

Description

As a Quantitative Researcher in our Fixed Income operation, you will analyze market datasets, develop quantitative models, and contribute to trading execution strategies for bonds and commodities, directly impacting our proprietary trading firm's profitability.

Requirements

• Advanced degree in quantitative field; PhD preferred
• High mathematical and programming skills in Python, VBA, or R
• Strong quantitative, analytical, and problem-solving skills
• Experience in US corporate bonds
• Experience with TCA, execution quality assessment, and execution algorithms focused on US Credit

Responsibilities

• Perform exploratory data analysis on bond data, exchange quotes, and third-party pricing to generate trading signals
• Research and develop quantitative models to forecast price, spread, liquidity, etc.
• Prototype predictive models and perform regressions and machine learning analysis
• Validate, backtest, and improve quantitative models
• Contribute to development and continuous assessment of trade execution