Quantitative Valuations Specialist
Core
Design, develop, and support robust pricing tools and algorithms for fixed income evaluations, ensuring accuracy in daily production processes.
Role type
Senior IC quantitative software engineer (fixed income pricing)
Builds
Scalable production pricing tools, data parsers, automated QA reports, and research algorithms for fixed income assets
Domain
Fixed income financial markets, quantitative finance, software engineering
Deliverable
production ML models | product features
Required skills
Software design and support, quantitative finance research and development, Python, relational databases, SQL
Preferred skills
Fixed income securitization and pricing methodologies, LLMs, traditional ML algorithms
Responsibilities
Design/implement pricing tools, conduct R&D for pricing algorithms, mentor junior talent, participate in strategic planning
Seniority
Senior, hands-on IC