Senior Quantitative Researcher – Fixed Income Markets Research, Director

The Senior Quantitative Researcher role involves conducting market microstructure research projects, enhancing analytics, and working on automated execution models. The successful candidate will possess strong data science and research skills, deep knowledge of market microstructure, and a willingness to apply their skills in financial markets and a trading context.

Requirements

• Perform data analysis, design and execute research projects, and build research models using various types of financial data.
• Apply both traditional econometric tools and machine learning techniques to solve real-world problems in trading.
• Acquire domain expertise in market microstructure and execution research for selected asset classes.
• Deliver top-quality execution strategy optimization, venue and algo optimal selection, intraday liquidity modeling, and research-based trading workflow automation.
• Become a thought leader in market microstructure developments to adapt our analytics framework and trading models.
• Mentor junior researchers, manage research project delivery, and communicate to senior stakeholders.

Benefits

• Strong retirement plan
• Tuition reimbursement
• Comprehensive healthcare
• Support for working parents
• Flexible Time Off (FTO)