TransMarket Group (TMG) is seeking to improve its mid-frequency trading capabilities by developing predictive features and signals to capture opportunities and manage risk in financial markets.
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
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.
Other
- Bachelor's, Master's, or Doctorate in technical field
- 3+ years experience as a quantitative researcher
- All qualified applicants will receive consideration for employment without regard to race, color, gender, sexual orientation, gender identity or expression, religion, national origin, marital status, age, disability, veteran status, genetic information, or any other protected status.
