Senior Quant/ML Engineer - Fixed Income - Artificial Intelligence

What you'll do

• Research financial asset-pricing challenges and develop pricing methodologies and data-driven models.
• Implement and improve models, taking research projects from concept through productionization.
• Collaborate with cross-functional teams to develop, test, monitor, and maintain production systems.

What they ask for

• Ph.D. in Mathematics, Physics, Statistics, Electrical Engineering, Computer Science, Operations Research, Machine Learning, or a similar field from a top tier institution.
• 3+ years of experience in Fixed Income valuation within the buy or sell side.
• Experience analyzing medium size and large datasets and extracting patterns and insights.
• Proficiency in probability and statistics, advanced machine learning, pattern recognition, and practical computing skills to deliver statistical and ML models.

Nice to have

• A production track record designing, building, evaluating, and maintaining statistical and/or Machine Learning solutions.
• Experience with object oriented languages; publications in top conferences and journals are a strong plus.

Pay

165,000 - 260,000 USD Annual (base salary)

AI focus

Research, develop, and productionize machine-learning and statistical models for Fixed Income and Credit pricing.