Senior Execution Quantitative Analyst - Fixed Income

Millennium - New York, NY

Hiring: Senior Execution Quantitative Analyst - Fixed Income Company: Millennium Location: New York, NY Job Posted Time: 2026-09-10 11:40:57 Target Skills & Keywords : Data Pipeline, Fixed Income About the job Experience: •10+ years of relevant experience in fixed income electronic trading, execution, or quantitative research on the buy side or sell side Required Skills: •Assess the firm’s existing fixed income data assets (dealer axes, evaluated pricing, TRACE prints, swap SDR data, futures market data) and design a coherent real-time and historical data layer to support execution and analysis •Identify and size near-term opportunities in execution quality improvement, transaction cost reduction, and flow internalization across credit, rates, and swaps •Design, build, and operate internal execution algorithms covering the full fixed income liquidity spectrum— from liquid on-the-run Treasuries to illiquid corporate bonds—using RFQ, click-to-trade, and direct connectivity workflows •Build transaction cost analysis and pre-trade cost models for fixed income instruments •Partner with portfolio managers and traders to understand flow characteristics and communicate execution analytics clearly •Recruit and mentor junior quants and engineers as the platform scales •10+ years of relevant experience in fixed income electronic trading, execution, or quantitative research on the buy side or sell side •Hands-on experience building execution infrastructure for institutional fixed income: RFQ and/or click-totrade workflows, FIX protocol connectivity, and integration with major electronic venues Qualifications: •Solid quantitative background; degree in Mathematics, Computer Science, Engineering, Physics, or a related field Compensation: •$160,000 - $250,000 / year •Competitive benefits and rewards package •Millennium pays a total compensation package which includes a base salary, discretionary performance bonus, and a comprehensive benefits package Interested candidates, please apply directly through the job posting on company's career page or try via AI auto apply on this platform. Don't miss this opportunity to join a forward-thinking team!