Senior Quant/ml Engineer - Fixed Income - Artificial Intelligence

Bloomberg LP

New York, US
Base: $165,000 - $260,000 usd annual; bonus: incen...
On-site
Ph.d. in mathematics, physics, statistics, or cs
3+ years fixed income valuation experience
Proficiency in probability and statistics
You will apply mathematics, statistics, and machine learning to accurately price millions of securities in the Fixed Income domain

Job Summary

  • You will apply mathematics, statistics, and machine learning to accurately price millions of securities in the Fixed Income domain.
  • The role involves researching methods to offer transparency and accuracy within Fixed Income markets while moving the business forward.
  • Bloomberg offers a flat structure, state-of-the-art tech stack, and tangible growth through cross-collaboration between AI and Product teams.

Matching Summary

You will apply mathematics, statistics, and machine learning to accurately price millions of securities in the Fixed Income domain.

Salary

Base: $165,000 - $260,000 USD Annual; Bonus: Incentive compensation available; Benefits: Comprehensive plan including 401(k) match, medical, dental, vision

Skills & Requirements

Must-have

  • Ph.D. in Mathematics, Physics, Statistics, or CS
  • 3+ years Fixed Income valuation experience
  • Proficiency in probability and statistics
  • Experience with large datasets analysis
  • Strong practical computing skills

Nice-to-have

  • Track record of production ML solutions
  • Object oriented programming experience
  • Publications in top conferences/journals
  • Creative approach to novel methods

Key Requirements

  • Ph.D. from top tier institution
  • 3+ years Fixed Income valuation experience
  • Top conference publication track record preferred

Work Rights

Not specified

Tailored Resume

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