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 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 analyse 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
- Bachelor's degree or higher, ideally in the following fields: Computer Science, Financial Engineering, Mathematics, Physics, Finance, or Economics
- Having fluent proficiency in French or German