Fixed Income Quant - Modeling - Trumid

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 Quant - Bond pricing modeling 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.