🛠 Tech Stack

💼 About This Role

You'll build and own quantitative pricing models for fixed income markets, leveraging proprietary data and machine learning to improve bond trading transparency and efficiency. Your work will directly impact our electronic trading platform used by over 2,000 clients worldwide.

🎯 What You'll Do

• Build and own CP+ quantitative pricing models
• Apply machine learning to improve fixed income pricing accuracy
• Analyze corporate bond market data and microstructure
• Partner with product and engineering teams for scalable solutions

📋 Requirements

• 5+ years of experience as a quantitative researcher in financial services
• Proficiency in Python, R, and SQL
• Deep understanding of fixed income market dynamics
• Experience applying Machine Learning and AI techniques (Deep Learning, Tree based models, Reinforcement Learning)

✨ Nice to Have

• Undergraduate or Master's degree in a quantitative field
• Proficiency in using GenAI tools for coding and model experimentation

🎁 Benefits & Perks

• 🏖️ Hybrid environment – mix of office and remote
• 🍽️ Free lunch at office
• 🏦 401(k) match up to $17,500
• 👶 Generous parental leave – up to 20 weeks fully paid
• 💪 Wellness stipend – up to $1K annually for gym and home office

📨 Hiring Process

Estimated timeline: 2-4 weeks · AI estimate

1. 1Recruiter screen· 30 min
2. 2Technical interview· 60 min
3. 3Onsite interviews· Full day