Cambridge, MA30+ days ago
Relevant experience in working in a trading environment and collaborating with traders; Relevant experience with fixed-income products including structuring and pricing; Strong familiarity with financial terminals such as Bloomberg; Strong familiarity with concepts in investment management, financial products, asset allocation, risk management, and investment strategy design; Highly proficient coding skills, Python or SQL, and attention to detail; Highly effective communication skills and ability to collaborate successfully and perform under pressure. Will be responsible for the following:
Design and test quantitative models to meet specific trading business needs; Develop code, product specifications, and processes for implementation; Work directly with subject area experts from across many Global Markets businesses to document needs, prototype new ideas, and deliver products; Apply statistics, advanced prediction, machine learning / AI, and other techniques and rigorously test the efficacy of models, strategies, data-driven processes, and infrastructure.