Job Summary
The primary responsibility of this role is to research and devise advanced mathematical, statistical, and machine-learning techniques for pricing fixed-income securities. The successful candidate will enhance the clarity and precision of financial asset pricing while transforming algorithms into models ready for production. Collaboration with interdisciplinary teams is essential for developing, testing, monitoring, and maintaining effective systems.
Responsibilities
- Conduct research to create innovative pricing methods for fixed-income securities.
- Develop and refine algorithms that can be implemented in production environments.
- Work closely with cross-functional teams to ensure robust system development and maintenance.
- Test and monitor established models to uphold standards of accuracy and reliability.
- Enhance transparency in financial asset pricing through effective methodologies.
Qualifications
- A Ph.D. in a quantitative or technical discipline is required.
- At least three years of experience in fixed-income valuation, either on the buy or sell side.
- Strong background in probability and statistics, along with machine-learning techniques.
- Experience in analyzing large datasets and applying practical computing skills.
- Prior production machine-learning experience and published research in top-tier journals are preferred.
Bloomberg provides equal employment opportunities to all employees and applicants for employment and prohibits discrimination and harassment of any type without regard to race, color, religion, age, sex, national origin, disability status, genetics, protected veteran status, sexual orientation, gender identity or expression, or any other characteristic protected by federal, state or local laws.
