Senior Quant/ML Engineer - Fixed Income - Artificial Intelligence

Senior Quant/ML Engineer - Fixed Income - Artificial Intelligence jobs in United States

Bloomberg

• Senior Level
• $165K/yr - $260K/yr

Responsibilities

• Conduct research and analysis to solve complex technical challenges in financial asset pricing within a highly collaborative environment
• Conceptualize pricing methodologies, develop and continuously improve mathematical and data-driven models, all while translating algorithms into code
• Increase your competency of technical skills as you work on models as research projects, from idea to productionization
• Integrate cutting-edge academic and industry research into models and methodologies, staying ahead of emerging developments to drive continuous innovation
• Collaborate with cross-functional teams to develop, test, monitor and maintain robust production systems

Preferred

• A track record designing, building, evaluating, and maintaining statistical and/or Machine Learning solutions in production is a plus
• Experience with object oriented languages is a plus
• A track record of authoring publications in top conferences and journals is a strong plus

Benefits

• A flat structure and very collaborative environment of like-minded individuals with strong passion for solving technically challenging problems in an open communication environment.
• State of the art tech stack to support your day-to-day activities.
• Tangible growth in skills and impact through the cross-collaboration between AI, Product and technology teams in an open and transparent manner.
• The ability to work in financial asset pricing in a supportive environment with work-life balance and a casual office environment.
• Merit increases
• Incentive compensation (exempt roles only)
• Paid holidays
• Paid time off
• Medical, dental, and vision benefits
• Short- and long-term disability benefits
• 401(k) with company match
• Life insurance
• Various wellness programs
• Benefits are not provided directly to contingent workers, contractors, or interns.
• Glassdoor
• 4.0
• Business and financial information, data, news, and technology services.
• New York, New York, USA
• http://www.bloomberg.com
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Qualifications

• Ph.D. in the fields of Mathematics, Physics, Statistics, Electrical Engineering, Computer Science, Operations Research, Machine Learning or a similar field from a top tier institution
• 3+ years of proven experience on Fixed Income valuation within the buy or sell side
• Experience working with, analyzing and extracting patterns and insights from medium size and large datasets is a must
• Proficiency in probability and statistics to support time modeling of financial processes, advanced machine learning, pattern recognition, etc
• Strong practical computing skills to support the delivery of statistical and ML models
• A creative, rigorous approach to developing and testing novel methods and technologies
• A track record designing, building, evaluating, and maintaining statistical and/or Machine Learning solutions in production is a plus
• Experience with object oriented languages is a plus
• A track record of authoring publications in top conferences and journals is a strong plus
• 3+ years of proven experience on Fixed Income valuation within the buy or sell side.

Required skills

• Financial Process Modeling, Fixed Income Valuation, Large-Scale Dataset Analysis, Machine Learning, Probability and Statistics, Statistical Modeling

Preferred skills

• Experience with object oriented languages is a plus

Experience

• 3+ years