TN Visa for a Quant Researcher (Any Canadians/Mexicans in the house?)

I don't think it would be particularly difficult given your situation. Your company will have to wordsmith your job title / responsibilities so that it's a perfect fit with the TN guidelines (ie. they may want to change your job title), but that's pretty much always the case. Historically, i've always been told that it was better to get the visa at the border than to pre-apply (I think Mexicans always have to pre-apply though) because there was more scrutiny when you pre-applied. The border agents that review your paperwork at the border aren't rocket scientist so the goal is to make sure you don't have anything in your paperwork that will make them ask questions. For example, I had to renew my TN while I was a VP and we ended having to create a new title for me (associate principal) since the TN is not valid for senior management and our lawyers said VPs often get rejected because the agents don't know that it's a middle rank in finance. I have also been lucky to always have had the paperwork prepared by a well known firm (KPMG). The name recognition makes a huge difference, the first time I petitioned for the visa, the agent barely looked at the paperwork and said KPMG know what they were doing so welcome.