• Quantitative Researcher - Fixed Income

    Location US-MA-Boston
    Date posted 1 month ago(1 month ago)
    Category
    Quantitative analysts
    Position type
    Full-Time
  • OVERVIEW:

    ITG is looking for an analytical, driven Quantitative Researcher to join our Financial Engineering team.

     

    Here at ITG, technology is our middle name. Literally. With nearly half of our staff working in technology roles, our technologists empower our business to provide best-in-class service to our clients around the world. From conceptualizing ideas to bringing them to market, ITG engineers work alongside our business units to build technology for institutional traders that enables them to improve returns for investors

    WE'LL TRUST YOU TO:

    • Conduct background research necessary to develop model analytics
    • Prototype development and work with developers to convert prototype into a product (writing research code as well as specs and requirements for new production codes)
    • Develop analytical models for corporate bonds and government debt
    • Conduct research on transaction costs and optimal execution
    • Analyze and critically compare data sources
    • Interact with production group over data acquisition, cleaning and storing
    • Run QA for developed analytics and debugging

    WHAT YOU BRING WITH YOU:

    • PhD or Master’s degree in a quantitative field (Applied Math, Economics/Finance, Physics, Statistics etc) with at least 3-5 years’ experience in quantitative development, specifically fixed income field (bond pricing, curve construction, optimal execution)
    • Practical experience with fixed income valuation and pricing
    • Hands-on experience with fixed income data (pricing and reference)
    • Institutional knowledge of fixed income markets
    • Development experience with C++/OOP and Python
    • Experience with Quantlib and KDB’s Q is a plus
    • Some experience working in UNIX environment would be beneficial

    YOU'RE JUST RIGHT FOR ITG IF YOU WANT:

    • Exposure to different technologies, such as MS SQL, Linux, and machine learning
    • A smaller team environment with 10 fellow researchers
    • Direct exposure to the decision makers and senior leaders on the business side
    • A company that’s investing a sizable amount in its technology department
    • Teams that are passionate about continually learning, improving and raising the bar
    • A community that values hard work as well as work-life balance
    • A company that is committed to giving back to surrounding communities, from LA to Hong Kong and Sydney and the 11 locations in between

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