Description

Research, implement, and maintain pricing models across fixed income asset classes.

This role is on-site.

Responsibilities

• Research, implement, and maintain pricing models for fixed income instruments.
• Collaborate with product, engineering, and evaluation teams to procure, analyze, and validate data sources.
• Investigate ad hoc issues and debug pricing applications.
• Enhance and expand proprietary algorithms for fixed income security pricing.

Required Skills

• 7+ years of experience in quantitative analysis.
• Deep understanding of fixed income instruments.
• Hands-on experience with Python, C++, SQL, Shell Scripting, and R.
• Master's degree or higher in Computer Science, Math, Physics, Engineering, or a related quantitative field.
• Strong communication skills.

Preferred Skills

• Experience using AI & ML techniques to solve complex multi-dimensional problems.

Key Skills

Education

Any Graduate