Quantitative Researcher

Our client, a global Investment Manager based in Boston, is seeking a Systematic Quant Researcher to join their Fixed Income team.In this role, you will be tasked with developing and improving trading strategies within the credit and rates space.Your responsibilities will span all aspects of researching and improving our systematic strategies, including:Proposing, researching, and implementing new alpha signals, taking them from inception to live tradingImproving the monetization of our strategies, with a particular focus on executing via electronic venues such as TradeWeb or MarketAxess to reduce trading costsIn order to qualifyExceptional analytical and quantitative skills as evidenced by a degree with high mathematical, statistical content such as Mathematics, Physics, Engineering, Econometrics, Quantitative Economics, etc.3-8 years of experience in systematic fixed income research at a hedge fund, investment manager, sell-side trading desk, or similarExperience in systematic credit is a plusA strong understanding of statistics/ML and the ability to apply this to real world problemsStrong programming ability in at least one language and the ability to write clear, well documented, and scalable codeThe ability to write clear, concise, and informative technical reports and proposals. The ability to discuss and present complex ideas in an intuitive, easy to follow way