Credit Quantitative Analyst

Tradeweb Europe Limited; New York (NY); Hybrid; USD 130,000 - 160,000; Full time

Benefits offered by this job

Health Insurance

Hybrid Environment

Flexible Spending Accounts

Maven Family Building Benefit

401(k) Matching

Paid Time Off

Job summary

Tradeweb Europe Limited is seeking a Technical Product Manager to join the US Credit Product and Data Science Team, working across US and Emerging Markets Credit. You will design and implement pricing algorithms, develop AI/ DL models and manage day-to-day pricing operations across regions.

The role emphasizes quantitative background, programming with Python/Pandas/SQL and experience with regression functions and multivariate optimization.

Qualifications

• BS/MS/PhD with quantitative background.
• 2+ years with Python, Pandas and SQL.
• Experience setting up objective functions for multivariate regressions and linear algebra.

Responsibilities

• Design, model and generate pricing algorithm ideas across US and Emerging Markets Credit.
• Set up multivariate regression problems and develop optimized solutions for cross-product applications.
• Develop AI/Deep Learning models and support new business initiatives.
• Design, develop, test, stress-test and back-test models and real-time algorithms.
• Manage day-to-day operations for pricing algorithms across US and Emerging Markets Credit.

Skills

Python

Pandas

SQL

Objective Functions

Linear Algebra

Machine Learning

Neural Networks

Fixed Income Pricing

Visualization

Education

BS/MS/PhD with Quantitative background

Job description

Tradeweb is a global leader in electronic trading across asset classes.

Group Details

We are looking for a technical product manager to join our US Credit Product and Data Science Team, working across US and Emerging Markets Credit.

Job Responsibilities

• Work with Senior Management and team members to design, model and generate pricing algorithm ideas across US and Emerging Markets Credit.
• Setup multi-variate regression problems and develop optimized solutions for cross-product applications.
• Develop AI / Deep Learning models and support new business initiatives.
• Design, develop, test, stress-test, back-test and fine tune models and real-time algorithms created.
• Manage the day-to-day operations for pricing algorithms across US and Emerging Markets Credit

Qualifications

• BS/MS/PhD with Quantitative background
• 2+ yrs of experience working with Python, Pandas, and SQL
• Experience with setting up intuitive Objective Functions for multivariate Regressions, Linear Algebra
• Machine Learning/ Multivariate Optimization – experience in Neural network/Deep Learning/Visualization will be a plus
• Familiarity with Fixed Income Pricing across US Credit and/or Emerging Markets Credit is favorable

Additional Information

Tradeweb is committed to providing valuable and competitive benefits. In addition to working in our culture of innovation and collaboration, we offer:

• Health Insurance: Highly competitive medical, dental, and vision programs
• Hybrid Environment: Our employees have the flexibility of working in the office and from home.
• Health Care and Dependent Care Flexible Spending Accounts: You may elect to set aside pre-tax earnings to pay for eligible health care and dependent day care expenses for you and your eligible family members.
• Maven Family Building Benefit: Maven offers support for fertility and preconception; pregnancy and post-partum; adoption; surrogacy and pediatrics for children up to age 10. Tradeweb provide a $10,000 lifetime reimbursement towards fertility, egg freezing, adoption and surrogacy expenses.
• Building Wealth - 401(k) Savings Plan: Employees are immediately eligible for the 401(k) plan. Participants may contribute up to 75% of eligible compensation into a traditional 401(k) and/or Roth 401(k). Tradeweb will match 100% of the first 4% of compensation that you contribute.
• The current pay range for this role if performed in the city of New York is currently $130,000 to $160,000 per year, based on a regular, full-time schedule. The amount of pay offered will be determined by a number of factors, including but not limited to qualifications, market data, geographic location, and internal guidelines.

Other Benefit Programs

• Pre-Tax Commuter Benefits Program
• ARAG Legal Services
• Employee Assistance Program
• Tuition Reimbursement
• Financial Wellness ToolsTravel Assistance Benefits
• Pet Insurance
• Corporate Gym Subsidies
• Wellness Perks
• Paid Time Off and Parental Leave

Tradeweb Markets LLC ("Tradeweb") is proud to be an EEO Minorities/Females/Protected Veterans/Disabled/Affirmative Action Employer.