Fixed Income Quantitative Analyst
Job Description
Who are we?
Trumid is a financial technology company and fixed income electronic trading platform focused on US dollar-denominated Investment Grade, High Yield, Distressed, and Emerging Market bonds. Trumid optimizes the credit trading experience by combining agile technology and market expertise, with a focus on product design. The result is a differentiated ecosystem of protocols and trading solutions delivered within one intuitive platform. Learn more at www.trumid.com.
What will you do in this role?
We are seeking a talented and driven Fixed Income Quantitative Analyst to join our team. As the successful candidate, you will play a key role in building and enhancing our market-leading valuation and pricing models, as well as conducting advanced modeling and data analysis. You will have the opportunity to collaborate with top professionals in trading technology, data science, and software engineering. Our suite of applications includes cutting-edge pricing algorithms, quantitative models, machine learning, and big data analytics.
Improve and expand proprietary algorithms to increase transparency and standardization in the fixed income market
Advance modeling techniques and applying machine learning to improve computational scale across our trading universe
Accurately price fixed income instruments using market data, yield curves, and other inputs
Design, analyze, and review complex fixed income calculations, such as option adjusted spreads, dealer quotes, research, prices, and yields in near real-time
Monitor and evaluate the performance of existing quantitative models and identify opportunities for improvement
Resolve fixed income calculation issues and resolve client challenges
Build analytical and observability tools to improve transparency into our distributed system
Improve our distributed data and analytical system
Skills & Qualifications
Master's or PhD degree in a quantitative field such as computer science, computational finance, engineering, or mathematics
5+ years of experience in securities valuations, quant research, machine learning or trading within the corporate bond space
Strong software development experience using Python in financial technology workflows for equities, fixed income, or multi-asset strategies
Experience in evaluating pricing for leading fixed income data providers
Ability to work with large financial datasets in time series or other structures
Excellent communication skills to clearly express complex technical issues and requirements
Ability to work cross-functionally with software engineers, quant researchers, and product managers
Just a few perks that our employees enjoy!
Highly competitive compensation
Fully paid medical, dental and vision coverage
Team-oriented and collaborative company culture
Flexibility for in-office and work from home arrangements
Trumid is an equal opportunity employer.
In compliance with New York City Pay Transparency Law, the base salary range for this role in New York City is between $150,000- $250,000. This range does not include discretionary bonus or other forms of compensation or benefits offered in connection with this job. Several factors are considered when determining a candidate’s compensation.
Date Posted
02/09/2023
Views
11
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