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Senior Quantitative Researcher - Interest Rates

TransMarket GroupChicago, Illinois, United States · Posted 2 months ago
Full-timeEst. 150,000 USD
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Description

Who We Are

Founded in 1980 as Aardvark Financial, TransMarket Group (TMG) is a privately held global markets proprietary trading firm in Chicago. We use next-generation technology to capture opportunities around the world and manage risk in financial markets. Our mission is to bless others through the services we provide and through the generous stewardship of the wealth we create.

TMG is a well-established and profitable business as a respected member of the global financial system for over 40 years, but also is like a startup because the potential of our group is at least one order of magnitude greater than what we are currently producing. We have an entrepreneurial culture and collaboratively develop our business with patience and discipline; we work hard, learn constantly, and relentlessly improve our expertise.

Description

TMG is seeking an Experienced Mid-Frequency Quantitative Researcher / Trader with a track record of success to lead an entrepreneurial initiative in this area at the firm.

Responsibilities

  • Research and develop predictive features and signals for mid and high frequency trading
  • Design and maintain robust frameworks for signal evaluation, including backtesting and performance diagnostics.
  • Continuously monitor and refine features and signals to adapt to evolving market dynamics, ensuring feature and signal robustness across regimes and conditions.
  • Monitor and analyze the performance of signals post-production, identifying degradation and opportunities for refinement.

Requirements

  • Breadth and depth in mathematical background
  • Passion and experience in feature engineering, signal generation, and building robust predictive models
  • 3+ years experience as a quantitative researcher with specific experience in the Interest Rate space
  • Bachelor's, Master's, or Doctorate in technical field

Benefits

We offer one of the most generous profit sharing programs in the industry because we believe our employees should be able to take part in our rapid growth and success. We are proud to offer more world-class benefits for our full-time employees and their families.

TransMarket Group is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, gender, sexual orientation, gender identity or expression, religion, national origin, marital status, age, disability, veteran status, genetic information, or any other protected status.

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