Are 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 in the European Fixed Income team, you will join a revenue-generating team that provides independent pricing and analytics for over 3 million fixed income and derivative instruments, utilizing real time market intelligence from buy side and sell side market participants. 

Job responsibilities

Generate daily valuations of fixed income securities for multiple market closes, entailing start-to-end responsibilities. This includes market data collection and analysis, price generation, quality control, and dealing with the client queries Develop and maintains sophisticated statistical and machine-learning models, aiming at improving pricing and quality control processes Develop cutting-edge methodologies, pricing models and infrastructure to increase accuracy and speed of valuations Communicate with trading desks, market participants and research to enhance market knowledge and understanding of the instrument pricing Address all client concerns daily with emphasis on providing first-class service and quality, whether it is via emails, calls or in-person meetings Examine 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