Responsibilities
- Research, develop, and implement new systematic alpha signals across fixed income markets.
- Take research ideas from initial concept through testing, validation, implementation, and live trading.
- Improve strategy monetization with a focus on execution quality and transaction cost efficiency.
- Analyze trading behavior and market structure across electronic fixed income venues.
- Apply statistical, machine learning, and quantitative techniques to real-world investment problems.
- Build scalable research and trading tools to support systematic investment strategies.
- Partner with portfolio managers, researchers, and technology teams on strategy development and implementation.
- Clearly communicate research findings, methodology, and investment recommendations to internal stakeholders.
Qualifications & Preferred Experience
- 5+ years of experience in systematic fixed income research within a hedge fund, asset manager, proprietary trading firm, or sell-side trading environment.
- Strong quantitative background with a degree in Mathematics, Physics, Engineering, Econometrics, Quantitative Economics, Statistics, or a related discipline.
- Demonstrated experience researching and developing systematic investment strategies.
- Strong understanding of statistics, machine learning, and quantitative modeling.
- Experience in systematic credit is strongly preferred.
- Strong programming skills in Python, C++, or another relevant language, with the ability to develop clean and scalable research code.
- Familiarity with fixed income market structure and electronic trading venues is a plus.
- Strong written and verbal communication skills with the ability to explain complex quantitative concepts clearly.
- Medical, Dental, and Vision Insurance
- 401(k) Retirement Plan
- Paid Time Off and Holidays
- Professional Development Opportunities
- Performance-Based Incentive Compensation