Senior Quantitative Researcher, Fixed Income Pricing

MarketAxess

New York, United States
On-site
Fixed income market expertise
Quantitative modeling skills
Machine learning application
The role involves building and owning CP+ quantitative pricing models to enhance transparency and efficiency in bond trading

Job Summary

  • The role involves building and owning CP+ quantitative pricing models to enhance transparency and efficiency in bond trading.
  • Candidates will apply advanced statistical and machine learning techniques to improve fixed income pricing accuracy using proprietary data.
  • The position requires partnering with product and engineering teams to deliver scalable, production-ready quantitative solutions.

Matching Summary

The role involves building and owning CP+ quantitative pricing models to enhance transparency and efficiency in bond trading.

Skills & Requirements

Must-have

  • Fixed income market expertise
  • Quantitative modeling skills
  • Machine learning application
  • Pricing algorithm development
  • Market microstructure analysis

Nice-to-have

  • Thought leadership in research
  • Client-facing communication skills
  • Cross-functional collaboration
  • Scalable solution delivery

Key Requirements

  • Senior level experience in quantitative research
  • Deep knowledge of fixed income markets
  • Expertise in statistical and ML techniques

Work Rights

Not specified

Tailored Resume

Cover Letter