Pricing Direct Evaluator – Associate

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 – Associate 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 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 analyze 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