DescriptionAre you looking for balanced mixture of responsibilities including market watch real-time pricing model research and software development If yes this role is for you!
As a Pricing Direct Evaluator Associate intheEuropean Fixed Income team you will join a revenue-generating team that provides independent pricing and analytics forover 3 million fixed income and derivative instruments utilizing real time market intelligence from buy side and sell side market participants.
Job responsibilities
- Generates daily valuations of fixed income securities for multiple market closes entailing start-to-end includes market data collection and analysis price generation quality control and dealing with the client queries
- Develops and maintains sophisticated statistical and machine-learning models aiming at improving pricing and quality control processes
- Develops cutting-edge methodologies pricing models and infrastructure to increase accuracy and speed of valuations
- Communicates with trading desks market participants and research to enhance market knowledge and understanding of the instrument pricing
- Addresses all client concerns daily with emphasis on providing first-class service and quality whether it is via emails calls or in-person meetings
- Examines and develops new areas of product growth with a focus on autonomously exploring new ideas
Required qualifications capabilities and skills
- Firm understanding of the principles of fixed income and data science
- Strong software development skills in Python and Excel VBA and high aptitude for learning new technologies
- Ability to collect and analyze large amounts of market information extract its essence and incorporate the findings into valuation matrix and incorporate it into pricing models
- Knowledge of Machine Learning Statistical and Artificial Intelligence techniques
- Clear logical thinker with strong quantitative abilities
- Ability to thrive in a fast-paced environment of real-time market pressures remaining focused on client needs
Preferred qualifications capabilities and skills
- Previous market or quantitative experience in European Fixed income products (Corporate bonds Money Markets Private placements etc.)
- Previous experience of implementing machine learning models in a business environment
- Good communication skills both oral and written
- Strong Python coding skills especially when working with large financial datasets. Additional experience working with C R Java SQL as well as Tableau & data visualization tools would be beneficial
Required Experience:
IC