Senior Quant/ML Engineer - Fixed Income - Artificial Intelligence

Senior Quant/ML Engineer to apply mathematics, statistics, machine learning and modern programming frameworks to accurately price millions of securities in the Fixed Income domain.

Requirements

• Ph.D. in 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
• 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
• Experience with object oriented languages
• A creative, rigorous approach to developing and testing novel methods and technologies
• A track record of authoring publications in top conferences and journals

Benefits

• Paid holidays
• Paid time off
• Medical
• Dental
• Vision
• Short and long term disability benefits
• 401(k) + match
• Life insurance
• Wellness programs