Fixed Income Data Analyst Data Mining

  • Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Analytic Recruiting Inc.
  • 15 Apr 19

A New York based fixed income market maker is looking for a Quantitative Data Analyst with advanced data mining skills to analyze fixed income trading and pricing data and to perform quantitative analysis that will provide valuable insights for the firm’s market making strategies. The firm has a major presence as a high-volume electronic market maker in the following products: high yield and investment grade corporate bonds, municipal bonds, preferred securities, emerging market bonds, and non-agency mortgage backed securities.

Responsibilities:

  • Big Data Research- Dig deep into large data sets of structured, semi-structured and unstructured fixed income trading data to identify trading patterns, pricing anomalies and customer preferences
  • Analyze and model structured data using advanced statistical methods and implement algorithms and software needed to perform analyses
  • Data Mining and Data Manipulation to extract timely and meaningful insights
  • Use Business Intelligence tools and applications to identify and understand trends
  • Apply machine learning concepts into data analysis and trading research as required
  • Assess data quality, identify data integrity issues
  • Build tools and applications and present data and findings that will provide insights into the firm’s core market making models and strategies

 

Requirements:

  • Quantitative Degree Computer Science, Stats, Math, Finance from a top university
  • Strong Statistical Background and Machine Learning experience
  • Strong Data Mining/Data Manipulation skills
  • Demonstrated ability to conduct independent research utilizing large data sets.
  • Knowledge of Fixed Income products strongly preferred
  • Proficiency in analysis (R, SAS, Matlab) packages, programming languages (e.g. Java, Python,) as well as the ability to implement, maintain, and troubleshoot big data infrastructure,
  • Strong SQL and Oracle PL experience and skills
  • 3-4 years of relevant experience
  • Experience in time series analysis and sequential data

 

Keywords: Fixed Income Trading Data, Pricing Data, Data Science, Data Mining, Machine Learning, Business Intelligence, Text Mining, Python, Scripting, Data Analyst, R, Python, SQL

 

Please refer to Job 22648- and send MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com | For More Opportunities, please visit www.analyticrecruiting.com