AI Data Scientist - Fixed Income & Capital Markets

About the Role

As Executive Director on the AI Science team, you will lead the design and execution of high-impact AI and data science initiatives across TWG Global's fixed income and investment banking businesses. Reporting to the Managing Director of AI & Data, you will act as the senior technical leader for the function. You will drive enterprise-critical projects, set technical direction, and mentor a small team of data scientists working on pricing, risk, and capital markets problems.

You will partner closely with traders, bankers, risk leaders, and senior executives to align data science solutions with the firm's commercial priorities, ensuring advanced AI and quantitative methods are adopted responsibly and at scale. This role demands deep technical expertise in both machine learning and the mechanics of fixed income markets, paired with the ability to influence decision-makers and deliver measurable outcomes on the desk and across the enterprise.

Key Responsibilities

- Lead flagship AI/ML projects that drive measurable value across fixed income trading, credit, rates, and investment banking workflows, from pricing and execution to risk and origination.

- Direct the development of models for valuing illiquid instruments, forecasting price and spread movements, modeling prepayment and default risk, and analyzing the yield curve and interest rate dynamics.

- Act as senior technical authority on advanced AI methods (generative AI, causal inference, LLM-based analytics, RAG, simulation) and on their application to quantitative finance.

- Translate complex desk-level and banking challenges into enterprise-grade data science solutions with tangible P&L and risk-adjusted ROI.

- Mentor and guide a small team of data scientists, building technical excellence, modeling rigor, and responsible AI adoption.

- Partner with trading desks, banking coverage teams, risk, MDs, and executive committees to ensure AI initiatives align with firm-wide priorities.

- Represent TWG Global in external technical forums and partnerships with universities, regulators, and technology leaders.

- Define standards for experimentation, reproducibility, and model governance, consistent with the controls expected in a regulated capital markets environment.

- Stay ahead of emerging trends in AI/ML and quantitative finance, advising on adoption and firm-wide capability building.