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 – Vice President 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

Generates 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 queriesDevelops and maintains sophisticated statistical and machine-learning models, aiming at improving pricing and quality control processesDevelops cutting-edge methodologies, pricing models and infrastructure to increase accuracy and speed of valuationsCommunicates with trading desks, market participants and research to enhance market knowledge and understanding of the instrument pricingAddresses all client concerns daily with emphasis on providing first-class service and quality, whether it is via emails, calls or in-person meetingsExamines and develops new areas of product growth with a focus on autonomously exploring new ideas

Required qualifications, capabilities, and skills

Experience in Fixed Income marketsFirm understanding of the principles of fixed income and data scienceExcellent communication skills, both oral and writtenStrong software development skills in Python and Excel VBA, and high aptitude for learning new technologiesAbility to collect and analyze large amounts of market information, extract its essence, and incorporate the findings into valuation matrix and incorporate it into pricing modelsKnowledge of Machine Learning, Statistical and Artificial Intelligence techniquesClear, logical thinker with strong quantitative abilitiesAbility 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 environmentStrong 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