Senior Quantitative Researcher - Interest Rates

The role

This role leads an entrepreneurial initiative in mid-frequency quantitative research and trading. The work covers building predictive signals and features, evaluating them, and monitoring them after production.

What you will do

• Research and develop predictive features and signals for mid and high frequency trading
• Design and maintain frameworks for signal evaluation, including backtesting and performance diagnostics
• Continuously monitor and refine features and signals to adapt to changing market dynamics
• Ensure feature and signal robustness across regimes and conditions
• Monitor and analyze signal performance after production, identifying degradation and opportunities for refinement

Required qualifications

• Breadth and depth in mathematical background
• Passion and experience in feature engineering, signal generation, and building robust predictive models
• 3+ years experience as a quantitative researcher
• Specific experience in the Interest Rate space
• Bachelor's, Master's, or Doctorate in a technical field

Benefits

• One of the most generous profit sharing programs in the industry
• World-class benefits for full-time employees and their families

Before you apply

• The posting asks for a track record of success

About the company

TransMarket Group is a privately held global markets proprietary trading firm in Chicago, founded in 1980 as Aardvark Financial. It describes itself as an entrepreneurial firm with a mission to bless others through its services and stewardship of wealth.