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 protects the financial ecosystem by identifying suspicious trading and cashiering activity with high accuracy.
  • Employees receive competitive salary, annual performance-based bonus, stock grants, and a fully stocked kitchen with daily lunch allowance.

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 company match

Skills & Requirements

Must-have

  • Python programming proficiency
  • Market surveillance experience
  • Large-scale financial data analysis
  • Regulatory compliance knowledge
  • Manipulation detection methodologies

Nice-to-have

  • SEC or FINRA regulatory background
  • Advanced degree in quantitative field
  • Deep understanding of market microstructure
  • Specialized AML knowledge
  • Machine learning framework mastery

Key Requirements

  • Bachelor's degree in Computer Science, Mathematics, Statistics, Physics, or related field
  • 5+ years hands-on experience in market surveillance (3+ for Master's, 1+ for PhD)
  • Professional experience in large-scale financial data analysis

Work Rights

Not specified

Tailored Resume

Cover Letter