Senior Quantitative Valuations Analyst
Core
Design, develop, and support robust pricing tools and algorithms for fixed income evaluations, ensuring accuracy in daily production processes and validating pricing through statistical models and AI systems.
Role type
Senior Associate quantitative valuations analyst (fixed income)
Builds
Scalable, robust pricing tools and software integrated into fixed income evaluation workflows
Domain
Financial markets infrastructure / Fixed income pricing
Deliverable
production ML models | product features
Required skills
Python, SQL, fixed income securitization and pricing methodologies, statistical modeling, AI/ML algorithms
Preferred skills
LLMs, traditional ML algorithms
Technologies
Python, SQL
Responsibilities
Design and implement pricing tools based on business needs; conduct R&D for pricing algorithms with asset class experts; maintain model lifecycle adherence to standard methodologies; participate in strategic planning for large projects and vendor partnerships
Seniority
Senior Associate, hands-on IC
