Senior Quant/Ml Engineer - Fixed Income - Artificial Intelligence
at Bloomberg
USD 165,000-260,000 per year
Used Tools & Technologies
Not specified
Required Skills & Competences
Tag name is followed by "@" symbol and proficiency level value.
About proficiency levels:
- 1-2 — basic awareness. Minimal hands-on experience, and a rudimentary understanding of the technology's purpose;
- 3-6 — daily use. Comfortable and regular usage, capable of handling common tasks and challenges related to the technology;
- 7-9 — you are an expert, you can teach others, you know all the pitfalls and tricks;
- 10 — exceptional knowledge, comprehensive understanding, and adeptness in all aspects of the technology, including advanced problem-solving. Think twice before claiming or demanding such level.
Statistics @ 4
Algorithms @ 4
Machine Learning @ 4
Communication @ 4
Mathematics @ 4
AI @ 4
- 1-2 — basic awareness. Minimal hands-on experience, and a rudimentary understanding of the technology's purpose;
- 3-6 — daily use. Comfortable and regular usage, capable of handling common tasks and challenges related to the technology;
- 7-9 — you are an expert, you can teach others, you know all the pitfalls and tricks;
- 10 — exceptional knowledge, comprehensive understanding, and adeptness in all aspects of the technology, including advanced problem-solving. Think twice before claiming or demanding such level.
Details
Bloomberg’s Engineering Artificial Intelligence department has 400+ AI practitioners building highly sought after products and features that shape global markets. In the Fixed Income domain you will apply mathematics, statistics, machine learning and modern programming frameworks over vast data sources to accurately price millions of securities. You will research methods to offer transparency and accuracy within Fixed Income markets, and assess, improve, and implement modern asset pricing models.
Location: New York
Responsibilities
- Conduct research and analysis to solve complex technical challenges in financial asset pricing within a highly collaborative environment.
- Conceptualize pricing methodologies, develop and continuously improve mathematical and data-driven models, and translate algorithms into production code.
- Work on models as research projects from idea to productionization; develop, test, monitor and maintain robust production systems.
- Integrate academic and industry research into models and methodologies; collaborate with cross-functional teams to drive continuous innovation.
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 designing, building, evaluating, and maintaining statistical and/or machine learning solutions in production is a plus.
- 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 delivery of statistical and ML models; experience with object-oriented languages is a plus.
- A creative, rigorous approach to developing and testing novel methods and technologies.
- A track record of authoring publications in top conferences and journals is a strong plus.
Benefits
- Flat structure and very collaborative environment with open communication.
- State-of-the-art tech stack to support day-to-day activities.
- Tangible growth in skills and impact through cross-collaboration between AI, Product and technology teams.
- Supportive environment with work-life balance and a casual office environment.
- Comprehensive benefits package (may include merit increases, incentive compensation for exempt roles, paid holidays, paid time off, medical/dental/vision, short and long term disability, 401(k) with match, life insurance, wellness programs). Note: contingent workers/contractors and interns do not receive benefits directly.
Compensation
Salary Range: 165000 - 260000 USD Annually + Benefits + Bonus
Additional Information
- The referenced salary range is based on the Company's good faith belief at the time of posting; actual compensation may vary based on geographic location, experience, market conditions, education/training and skill level.
- Apply link provided in original posting.