AI/ML Data Scientist, Fixed-Income Structured Products - VP


New York
Permanent
USD200000 - USD250000
Quantitative Analytics Research and Trading
PR/572260_1771001016
AI/ML Data Scientist, Fixed-Income Structured Products - VP
AI/ML Data Scientist, Fixed-Income Structured Products - VP
Location: New York
Type: Full-time
Overview
We are seeking an AI Research Data Scientist to join a high-performing Mortgage Quant team focused on structured products and fixed-income markets. The ideal candidate has a strong academic background in deep learning and quantitative sciences, combined with hands-on experience developing advanced machine learning models for mortgage and asset-backed securities. This role offers the opportunity to lead end-to-end research, model development, and production deployment within a data-driven investment environment.
Responsibilities
  • Lead AI and machine learning research initiatives across mortgage and structured product strategies.
  • Develop, refine, and productionize predictive models for prepayment, default, and valuation of MBS and ABS.
  • Build deep learning and transformer-based architectures that improve forecasting accuracy and risk assessment.
  • Design scalable multi-agent or automated systems for valuation workflows and investment analytics.
  • Create and maintain NLP-driven tools, including AI news analytics, LLM-based applications, and market signal generation platforms.
  • Collaborate with portfolio managers, quantitative researchers, and technology teams to translate research into actionable insights and production systems.
  • Stay current with the latest advances in deep learning, language models, and applied AI relevant to financial markets.
Qualifications
  • Ph.D. or Masters in Computer Engineering, Electrical Engineering, Computer Science, Applied Mathematics, Physics, or a related quantitative field. Focus on deep learning is strongly preferred.
  • Undergraduate degree with strong coursework or dual majors in applied math, physics, engineering, or similar quantitative disciplines.
  • Experience in fixed-income analytics, especially within mortgage markets, structured products, or related asset classes.
  • Proven background in developing transformer-based, deep learning, or hybrid ML systems for forecasting, valuation, or risk modeling.
  • Prior experience building NLP, LLM, or QA systems for real-world financial or enterprise applications.
  • Experience deploying machine learning models into production environments and working with cross-functional stakeholders.
  • Previous exposure to financial institutions, hedge funds, or machine learning centers of excellence is a plus.
Technical Skills
  • Programming: Python, SQL.
  • Frameworks and Tools: PyTorch, TensorFlow, Hugging Face, LangChain, and related ML or NLP libraries.
  • Strong understanding of model training, optimization, data engineering workflows, and cloud or distributed computing environments.

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