MarketAxess is looking to digitally transform the fixed-income market by enabling the shift from analog, phone-based trading to a fully electronic marketplace, improving transparency, efficiency, and competition.
Requirements
- Proficiency in programming languages and tools commonly used for quantitative analysis and data manipulation, such as R, Python, and SQL.
- 3+ years of experience as a quantitative researcher in Fixed Income markets.
- Deep understanding of fixed income market dynamics and ability to apply quantitative techniques to solve real-world trading problems.
- Experience applying advanced Machine Learning and AI techniques (Deep Learning, Tree based models, Reinforcement Learning).
Responsibilities
- Drive innovation in fixed income pricing by developing and refining models for CP+.
- Analyze corporate bond market activity and microstructure to extract actionable insights.
- Own and enhance existing research models, and design new ones from the ground up.
- Collaborate with global product and engineering teams to deliver scalable, data-driven solutions.
- Contribute to thought leadership in pricing analytics and market behavior.
Other
- Undergraduate or Masters’ Degree in a quantitative field (science, engineering, mathematics, or statistics is preferred).
- Strong written and verbal communication skills.
- Highly analytical, flexible, and creative problem solver.
- Well-organized, team-oriented, intellectually curious, and proactive.
- Hybrid Environment: Our employees enjoy a mix of working in the office and from home
