Quantitative Researcher

Senior Quantitative Researcher – OTC Fixed Income Execution Base Salary: $225K–$300K | Total Compensation: Up to ~$550K We’re looking for a senior quantitative researcher to build the quantitative models powering an automated, cost-optimized execution engine for OTC Fixed Income markets . This is a founding-level individual contributor role with an opportunity to eventually build and lead a small quantitative research team. What You’ll Do Build models for pre-trade TCA, market impact, and information leakage Develop dealer-level models using RFQ and dealer streaming data Model transaction costs across tenor, currency, trade size, competition, and protocol Develop optimal execution, order-splitting, and dynamic RFQ scheduling strategies Apply causal inference and econometric methods to observational, censored, and self-selected data Develop production-quality quantitative models and partner with engineering through deployment Work closely with trading, product, engineering, and compliance teams Build transparent and defensible methodologies supporting best execution Use modern AI/LLM tools to accelerate quantitative research and development What We’re Looking For 8+ years of relevant quantitative research experience; exceptional PhD candidates may be considered with less experience Advanced degree in Statistics, Econometrics, Mathematics, Operations Research, Economics, Machine Learning , or a related quantitative field Strong expertise in causal inference / econometrics Experience with stochastic optimization and/or optimal control Strong communication skills and ability to work with traders, engineers, product, compliance, and clients Highly Preferred RFQ workflows and dealer-client dynamics Transaction Cost Analysis (TCA) Market impact / information leakage modeling Optimal execution / algorithmic execution Best execution or market microstructure experience Experience working with fixed-income electronic trading #J-18808-Ljbffr