Quantitative Valuations Lead, Fixed Income and Derivatives

We are seeking an experienced Quantitative Valuations Lead to lead a highly skilled team responsible for designing, developing, and deploying advanced valuation algorithms that scale pricing production while enhancing accuracy, consistency, and market coverage across fixed income and derivative products.

This leadership role combines quantitative research, financial engineering, machine learning, artificial intelligence, software delivery, and people management. The successful candidate will drive the strategic evolution of our valuation capabilities by implementing innovative AI and ML solutions, mentoring quantitative talent, and partnering closely with engineering and business stakeholders to deliver production-ready valuation models at scale.

Key Responsibilities

Quantitative Research & Model Development

• Lead the development and enhancement of valuation algorithms for fixed income securities and derivatives.
• Design and implement advanced machine learning and artificial intelligence models to improve pricing accuracy, scalability, coverage, and operational efficiency.
• Develop quantitative methodologies that leverage market data, alternative data, and statistical techniques to generate high-quality evaluations.
• Continuously monitor model performance and introduce enhancements to improve predictive power, explainability, and robustness.
• Establish model governance standards, validation frameworks, and performance measurement practices.

Leadership & Team Development

• Lead, coach, and develop a team of quantitative analysts and data scientists.
• Foster a culture of innovation, collaboration, continuous learning, and technical excellence.
• Provide technical direction and mentorship on quantitative modeling, machine learning techniques, software development best practices, and valuation methodologies.
• Partner with team members to strengthen their skills and accelerate professional growth.
• Build organizational capabilities in AI, machine learning, and quantitative analytics.

Cross-Functional Delivery & Execution

• Collaborate closely with Engineering, Product, Data, and Pricing Operations teams to translate quantitative research into scalable production solutions.
• Drive end-to-end delivery of model development initiatives, ensuring timely execution against strategic business objectives.
• Establish effective operating models between quantitative research and technology teams for efficient deployment and maintenance of valuation algorithms.
• Act as a key stakeholder in prioritizing enhancements to valuation infrastructure, analytics platforms, and data pipelines.

Business & Market Expertise

• Partner with valuation experts and market specialists to incorporate market intelligence into quantitative frameworks.
• Support the expansion of evaluated pricing coverage across asset classes and markets.
• Communicate complex quantitative concepts and model outputs to senior stakeholders, clients, and business partners.
• Stay current with emerging developments in financial markets, artificial intelligence, machine learning, and quantitative finance.

Required Qualifications

• Advanced academics in Quantitative Finance, Financial Engineering, Mathematics or a related quantitative discipline.
• 10+ years of experience in quantitative research, financial engineering, artificial intelligence, machine learning, or valuation analytics within financial services.
• Experience leading transformation initiatives.
• Demonstrated experience leading and developing teams of quantitative analysts, data scientists, or financial engineers.
• Deep understanding of fixed income markets and valuation methodologies; experience with securitized products, credit, structured products, or derivatives is strongly preferred.
• Proven success designing and implementing machine learning and AI solutions in production environments.
• Strong expertise in statistical modeling, predictive analytics, optimization techniques, and quantitative methods.
• Experience collaborating closely with software engineering teams to deploy scalable, production-grade analytical solutions.
• Strong proficiency in Python and modern machine learning frameworks and tools.
• Exceptional analytical, problem-solving, and decision-making skills.
• Excellent communication and stakeholder management capabilities, including the ability to explain complex quantitative concepts to technical and non-technical audiences.
• Ability to operate effectively in a fast-paced environment while managing multiple priorities and strategic initiatives.
• Track record of delivering enterprise-scale quantitative platforms and valuation solutions.