Fixed Income Quant Researcher: Bond Pricing & Models

Trading Interview

Chicago (IL)

On-site

USD 175,000 - 250,000

Full time

9 hours ago

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Benefits offered by this job

Medical Insurance

Dental Insurance

Vision Insurance

Disability Insurance

Life Insurance

On-site meals

Tuition Reimbursement

401(k) match

Paid vacation or leave

Commuter benefits

Job summary

Old Mission Capital in Chicago is seeking a Quantitative Researcher to join our Fixed Income team. You will build and enhance risk and pricing models for US corporate bonds and other debt instruments, performing data analyses, backtesting, and contributing to trade execution.

The ideal candidate holds a PhD in a quantitative field, with strong Python, VBA, or R skills, and a passion for financial markets. Expect a collaborative, fast-paced environment with a competitive compensation and benefits

Qualifications

PhD in a quantitative field is required.
Strong mathematical and programming skills (Python, VBA, or R).
Excellent communication skills and ability to work in a fast-paced, collaborative environment.
Entrepreneurial mindset; immediate impact on a growing team.
Experience with US corporate bonds is required.
Experience with credit pricing, credit curve models and RFQ-based trading is desirable.
Bayesian filtering/Hidden Markov Models experience is desirable.
Intra-day credit curve modeling is a plus.

Responsibilities

Perform exploratory data analysis on market datasets (bond, quote, pricing data) and generate trading signals.
Develop and validate quantitative models to forecast bonds and commodities metrics; backtest and improve models.
Contribute to development and assessment of trade execution.