Execution Quant Researcher - Credit

About the role

Lead credit execution research on liquidity, market impact, counterparty selection, portfolio trading, execution protocols, and transaction cost analysis, developing quantitative models to improve trading outcomes. Partner with traders, portfolio managers, researchers, and developers to enhance execution analytics, deploy research into production, and monitor changes in credit market structure and liquidity. Candidates should have experience in quantitative research, trading, portfolio management, or market structure analysis in credit or fixed income, with strong knowledge of credit trading mechanisms and relevant datasets such as TRACE, quote data, evaluated pricing, and dealer inventory. Strong analytical and communication skills are required, along with knowledge of machine learning and AI applications; experience in rates or FX, familiarity with Python, kdb+/q, or Databricks, and work with dealers, venues, or data vendors are preferred.