Quantitative Research and Trading Associate

Quantitative Research and Trading Associate at Axonic Capital LLC (New York, NY): Formulate and develop quantitative trading strategies for the fixed income space using advanced statistical methods and time series analysis. Maintain and optimize the backtesting framework, incorporating statistical and machine learning techniques to refine strategies. Research and analyze potentially useful factors, utilizing high-level programming languages (such as Python or MATLAB) to clean, manipulate, and generate trading signals. Apply knowledge of fixed income assets (Over-The-Counter products such as Swaptions) to oversee the entire trade lifecycle, ensuring execution aligns with backtested strategies and to manage risk across a wide variety of metrics. Stay current with academic and industry research to continuously enhance strategies and risk management.Master’s degree in a quantitative field such as Operations Research plus two (2) years of professional experience in researching, buliding, and trading quantiative strategies in the fixed income space. Experience must include: conducting statistical research of raw data using a high-level programming language such as Python or MATLAB to construct tradable signals within a larger backtesting framework for strategies using techniques including time series analysis and volatility analysis; Coding tools and procedures for data collection, cleaning, and manipulation; applying statistical transformations on raw data to extract or test traits such as stationarity or momentum, modelling volatility across a spectrum of parameters including lookback window, and correlation decay; executing a variety of fixed income products and actively risk managing intraday a portfolio of different instruments by taking into account interest rate risk and interest rate volatility risk; monitor market activity by tracking what types of structures are being traded such as option strike, expiry, and underlying asset and in what size by tracking notionals on aggregate transaction volumes. Salary: $165,000 to $180,000 / year. Qualified applicants may send resumes to Axonic Capital LLC via email at chughes@axoniccap.com, reference Job Code# QRTA01.