A rapidly expanding and innovative fintech startup is on the lookout for a Data Scientist/Quant Researcher to join their Research team. This company is transforming the landscape of fixed income trading by harnessing the power of advanced AI/ML technologies to tackle complex challenges in corporate bond markets. As part of this high-impact, agile team, the successful candidate will work on cutting-edge research, develop powerful algorithmic systems, and help redefine how corporate bonds are traded.

In this role, you will directly contribute to building and refining essential trading systems, enhancing the core pricing models, and helping to predict and optimize key market dynamics. The company values innovation and collaboration, offering an exciting opportunity to work alongside the CEO/CTO and an exceptional team in a startup environment.

Key Responsibilities:

• Spearhead algorithmic innovation by developing and optimizing execution algorithms for corporate bonds and leading the design of new trading strategies that will drive market efficiency and transaction cost savings.
• Lead the development and productionization of systems like the RFQ-Initiation algorithm, conducting in-depth data exploration, researching intraday alpha models, and building model training pipelines to support real-time trading decisions.
• Collaborate with leadership (CEO & CTO) to define key business metrics and align research initiatives with company goals, including increasing trading volumes and enhancing the platform's functionality.
• Identify and resolve issues within existing models, including the pricing engine, by addressing biases in transaction cost savings measurements, leading research efforts to ensure more accurate pricing.
• Collaborate with clients to gather valuable feedback, turning their insights into actionable improvements and contributing to short-term and long-term enhancements to our platform's pricing engine and trading strategies.

Ideal Candidate:

• A Master's or PhD in a quantitative field (Mathematics, Physics, Statistics, Computer Science, etc.).
• 1+ years of experience writing production quality Python code (using libraries like numpy, pandas, pyarrow).
• Strong expertise in time series analysis, market microstructure, and control theory.
• Proven ability to take ownership of complex projects, from initial research through to full deployment, especially in the realm of algorithmic trading and RFQ systems.
• Experience in identifying and fixing model biases, particularly in pricing engines or transaction cost savings measurement.
• Strong collaboration skills and experience working closely with both technical teams and business leadership.

Perks & Benefits:

• Leadership Opportunities: Directly partner with the CEO & CTO to shape the company's research strategy, contribute to high-level decision-making, and have a direct impact on business performance.
• Work-Life Balance: Enjoy a hybrid work model with 2 days remote
• Culture: Be part of a flexible, collaborative, and innovative startup culture that values a flat organizational structure.
• Compensation: Competitive salary with a strong base pay and performance-based bonuses, plus excellent benefits including paid time off (PTO) and more.