Senior Pricing Quant

TradewebNew York, NY
9d$150,000 - $250,000Hybrid

About The Position

We are looking for a Senior Pricing Algorithm Quant to design, build, and deploy AI-powered pricing models for emerging markets fixed income and rates products. You will work at the intersection of quantitative modeling, machine learning, and market microstructure — developing algorithms that price instruments accurately in environments characterized by low liquidity, data sparsity, FX volatility, and evolving regulatory frameworks. This is a high-impact, cross-functional role sitting within our AI group, working closely with traders, product managers, and regional market specialists.

Requirements

  • Minimum of 5 years of experience in quantitative research, algorithmic pricing, or ML-based financial modeling in a trading, fintech, or market infrastructure environment
  • Deep understanding of fixed income pricing, yield curve construction, and credit/rates instrument
  • Strong ML engineering skills: Python (NumPy, pandas, scikit-learn, PyTorch or TensorFlow), time-series modeling, and statistical inference
  • Experience working with noisy, sparse, or illiquid market data
  • Familiar with government or credit bond market structure, emerging market specific understanding is beneficial.
  • Track record of deploying models to production in a live trading or pricing environment

Nice To Haves

  • Direct experience pricing EM local currency bonds, sovereign debt, or EM derivatives
  • Knowledge of EM-specific data sources (e.g., local exchanges, central bank data, alternative pricing vendors)
  • Experience with real-time pricing systems and low-latency infrastructure
  • Advanced degree (Master's or PhD) in Computer Science, Financial Engineering, Mathematics, Physics, or a related quantitative field
  • Multilingual skills a plus

Responsibilities

  • Design and own end-to-end AI/ML pricing algorithms for emerging market debt fixed income products with specific focus on Global EM local government, local corporates, and hard currency (credit) bonds.
  • Build models that handle sparse data, illiquid markets, and high-volatility FX environments
  • Develop and maintain real-time and pre-trade pricing engines, integrating alternative data sources where traditional market data is limited
  • Partner with traders and regional desks to validate model outputs and incorporate market intuition into algorithmic frameworks
  • Conduct rigorous backtesting, performance attribution, and ongoing calibration of pricing models
  • Contribute to Tradeweb's broader AI pricing platform, ensuring EM models align with global architecture standards
  • Collaborate with technology teams to deploy models into production at low latency

Benefits

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