Senior Quantitative Engineer - Fixed Income - Artificial Intelligence

ZipRecruiter; London; On-site; GBP 80,000 - 120,000; Full time

Job summary

A leading financial services firm in London is seeking a Senior Quantitative Engineer specializing in Fixed Income and Artificial Intelligence. In this role, you will design advanced models leveraging Machine Learning and statistical techniques, impacting asset pricing on a global scale. Applicants should have a Ph.D. or M.Sc. in a related field and experience in finance-focused Machine Learning. The position involves collaboration with multi-disciplinary teams and presenting findings at industry conferences.

Qualifications

• Experience with Machine Learning or Statistical Modeling techniques in financial industry.
• Proficient in software engineering and understanding of data structures/algorithms.
• Strong communication skills for collaboration.

Responsibilities

• Design and build statistical and Machine Learning models.
• Collaborate with teams to maintain production systems.
• Represent company at conferences and publish research.

Skills

Machine Learning

Statistical Modeling

Software Engineering

Communication Skills

Education

Ph.D. or M.Sc. in Machine Learning, Computer Science, Mathematics

Job description

Overview

Senior Quantitative Engineer - Fixed Income - Artificial Intelligence

Location: London

Business Area: Engineering and CTO

Ref #: 10045475

Description & Requirements: Bloomberg's Engineering AI department has 350+ AI practitioners building highly sought after products and features that shape global markets. In our fast-paced Fixed Income domain, you'll design and implement advanced models that leverage modern ML and statistical techniques on top of novel technology stacks and vast data sources to accurately price millions of securities. We are heavily invested in data-driven solutions that combine statistical and machine learning solutions to price diverse asset classes, with a strong focus on Fixed Income. Building on the success of modern ML-based pricing solutions such as IBVAL, we are expanding our group to tackle more ambitious challenges in Fixed Income modeling. In this role, you will contribute novel modeling ideas and bring them to life by writing clean, modular, production-quality code for cloud environments, ensuring your work makes a tangible impact. Youll have the opportunity to:

• Design, build and evaluate statistical and Machine Learning models that directly influence how global markets price fixed income assets
• Collaborate with cross-functional teams to develop, test, monitor and maintain robust production systems.
• Design new architectures, systems and tools to power next- pricing capabilities of Bloomberg.
• Integrate cutting-edge academic and industry research into models and methodologies, staying ahead of emerging developments to drive continuous innovation.
• Represent Bloomberg at scientific and industry conferences, and publish research findings through documentation, whitepapers, or in leading academic journals and conferences.

Qualifications

• Previous relevant work experience with Machine Learning or Statistical Modeling techniques in the financial industry, ideally around asset valuation. A track record designing, building, evaluating, and maintaining statistical or Machine Learning solutions in production is a plus.
• Ph.D. or M.Sc. with equivalent research experience in Machine Learning, Computer Science, Mathematics, Statistics or a related field.
• Thriving in solving challenging, often ill-defined problems where off-the-shelf solutions fall short, and bring a creative, rigorous approach to developing novel methods and technologies.
• Proficiency in software engineering with an understanding of Computer Science fundamentals such as data structures and algorithms.
• Excellent communication skills and the ability to collaborate with engineering peers as well as non-engineering stakeholders.
• A track record of authoring publications in top conferences and journals is a strong plus.

Accommodation and Contacts

Bloomberg provides reasonable adjustment/accommodation to qualified individuals with disabilities. Please tell us if you require a reasonable adjustment/accommodation to apply for a job or to perform your job. Examples include making changes to the application process, providing documents in an alternate format, using a sign interpreter, or using specialized equipment. If you would prefer to discuss this confidentially, email [e-mail]. Alternatively, support from EmployAbility is available at [phone] or [e-mail].