Quantitative Model Engineer

Interactive Brokers Group, Inc.

Greenwich, CT, United States
Competitive salary; annual performance-based bonus...
On-site
Python programming proficiency
Market surveillance experience
Large-scale financial data analysis
This role involves architecting next-generation surveillance models to detect emerging manipulation patterns across global markets

Job Summary

  • This role involves architecting next-generation surveillance models to detect emerging manipulation patterns across global markets.
  • The team will partner with compliance leadership to ensure systems meet and exceed regulatory expectations while minimizing false positives.
  • Interactive Brokers offers a competitive salary, annual performance-based bonus, stock grants, and comprehensive health benefits.

Matching Summary

This role involves architecting next-generation surveillance models to detect emerging manipulation patterns across global markets.

Salary

Competitive salary; Annual performance-based bonus and stock grant; Retirement plan 401(k) with match

Skills & Requirements

Must-have

  • Python programming proficiency
  • Market surveillance experience
  • Large-scale financial data analysis
  • Regulatory compliance knowledge
  • Model performance optimization

Nice-to-have

  • SEC or FINRA regulatory background
  • Advanced degree in quantitative field
  • Deep understanding of market microstructure
  • Specialized AML knowledge
  • Strong communication skills

Key Requirements

  • Bachelor's degree in CS, Math, Statistics, or Physics
  • 5+ years hands-on experience in market surveillance
  • 3+ years for Master's degree holders
  • 1+ year for PhD holders
  • Proficiency in Python data science tools

Work Rights

Not specified

Tailored Resume

Cover Letter