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 – Analyst/Associate in the EM 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

• Generate daily valuations of EM 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
• Develop and maintains sophisticated statistical and machine-learning models, aiming at improving pricing and quality control processes
• Develop cutting-edge methodologies, pricing models and infrastructure to increase accuracy and speed of valuations
• Communicate with trading desks, market participants and research to enhance market knowledge and understanding of the instrument pricing
• Address all client concerns daily with emphasis on providing first-class service and quality, whether it is via emails, calls or in-person meetings
• Examine and develops new areas of product growth with a focus on autonomously exploring new ideas

Required qualifications, capabilities, and skills

• Strong skills in Python and Excel VBA, and high aptitude for learning new technologies
• Firm understanding of the principles of fixed income and data science
• 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
• Strong Knowledge in Quantitative Finance, Statistics, Numerical Methods and Stochastic Calculus
• 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

• Strong knowledge of quantitative finance; experience in Fixed income products (Corporate bonds, Money Markets, Private placements etc.)
• Interest in Emerging Markets and Macroeconomics
• Good communication skills, both oral and written
• Exceptional Python coding skills, especially when working with large financial datasets. Additional experience working with C++ would be beneficial.