Description

TMG is seeking an Experienced Mid-Frequency Quantitative Researcher / Trader with a track record of success to lead an entrepreneurial initiative in this area at the firm.

Responsibilities

Research and develop predictive features and signals for mid and high frequency trading
Design and maintain robust frameworks for signal evaluation, including backtesting and performance diagnostics.
Continuously monitor and refine features and signals to adapt to evolving market dynamics, ensuring feature and signal robustness across regimes and conditions.
Monitor and analyze the performance of signals post-production, identifying degradation and opportunities for refinement.

Requirements

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 with specific experience in the Interest Rate space
Bachelor's, Master's, or Doctorate in technical field

Quantitative Researcher - Interest Rates

Requirements