Senior Quantitative Researcher - Interest Rates

About the role

Founded in 1980 as Aardvark Financial, TransMarket Group (TMG) is a privately held global markets proprietary trading firm in Chicago. We use next-generation technology to capture opportunities around the world and manage risk in financial markets. Our mission is to bless others through the services we provide and through the generous stewardship of the wealth we create. TMG is a well-established and profitable business as a respected member of the global financial system for over 40 years, but also is like a startup because the potential of our group is at least one order of magnitude greater than what we are currently producing. We have an entrepreneurial culture and collaboratively develop our business with patience and discipline; we work hard, learn constantly, and relentlessly improve our expertise. 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

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