Spline Data is a focused on building modern quantitative market data feeds and visualizations for fixed income trading desks, portfolio managers, issuers, and beyond. We regard the data we create as if we were trading it ourselves, meaning detail, demonstrability, and robustness are key in every facet of our business.

Changing a market isn't always about coming up with totally different ways to do things. We believe that a combination of the new alongside the "old" is the best way to shepherd change, especially in an established asset class. We are on our way to reshaping the traditional ways that participants evaluate market data, so it is key that we find someone who understands the mission and is able to visualize and deliver it to our users.

Role

We need an experienced Quantitative Researcher considers themselves an expert at what they do, who is curious about inefficient markets, who welcomes extremely complex problems, and is serious about quality code and autonomy. As Spline Data is a small team, this role comes with a lot of responsibility that will not only provide fulfilling work, but gives you ample opportunity to be heard and learn new technologies as you work directly under the lead quant. The opportunities for growth in this role are up to you.

• Build entirely new models and pipelines from scratch

• Modify, test, and validate existing models

• Develop optimization frameworks for existing models

• Contribute to QA testing and distributed computing framework

• Collaborate with other researchers and developers to improve run times and results

• Evaluate new datasets

Skills we are interested in

• Applied Mathematics / Statistics

• Machine learning / MLOps best practices

• Experience with high-dimension, sparse datasets

• Python / Rust / C

• AWS (or similar) tools – s3, docker, remote development

• Linux

• CS Degree or comparable experience

Compensation

Salary: $125K - 175K / year depending on experience

Equity

Annual Bonus