Used Tools & Technologies
Not specified
Required Skills & Competences
Tag name is followed by "@" symbol and proficiency level value.
About proficiency levels:
- 1-2 — basic awareness. Minimal hands-on experience, and a rudimentary understanding of the technology's purpose;
- 3-6 — daily use. Comfortable and regular usage, capable of handling common tasks and challenges related to the technology;
- 7-9 — you are an expert, you can teach others, you know all the pitfalls and tricks;
- 10 — exceptional knowledge, comprehensive understanding, and adeptness in all aspects of the technology, including advanced problem-solving. Think twice before claiming or demanding such level.
Communication @ 6
.NET @ 3
- 1-2 — basic awareness. Minimal hands-on experience, and a rudimentary understanding of the technology's purpose;
- 3-6 — daily use. Comfortable and regular usage, capable of handling common tasks and challenges related to the technology;
- 7-9 — you are an expert, you can teach others, you know all the pitfalls and tricks;
- 10 — exceptional knowledge, comprehensive understanding, and adeptness in all aspects of the technology, including advanced problem-solving. Think twice before claiming or demanding such level.
Details
Bloomberg’s FX, Commodity, and Credit Quant Analytics team develop and deliver models for derivative market data, pricing, and risk across Bloomberg’s full suite of products and services. These include the Bloomberg Terminal (serving 300,000+ clients), trading solutions, enterprise risk platforms, and derivatives valuation services.
You will contribute across the full model lifecycle from prototyping and production implementation to deployment and continuous enhancement while collaborating closely with internal stakeholders and engaging directly with clients.
Responsibilities
- Act as a problem solver, tackling complex quantitative and engineering challenges
- Develop and integrate derivatives pricing models within Bloomberg’s in-house C++ analytics libraries across FX and other asset classes
- Proactively enhance the accuracy, robustness, and performance of market data models and pricing engines
- Contribute across the full development lifecycle, including prototyping, production deployment, and ongoing maintenance
- Communicate model behavior, results, and enhancements clearly to both internal teams and external clients
Requirements
- Hands-on experience with FX market conventions and derivatives pricing models
- Strong C++ development experience in a production environment
- Solid understanding of numerical methods used in derivatives pricing (e.g., Monte Carlo, PDE methods, analytical approaches)
- Experience working in collaborative, multi-developer environments, with the ability to engage effectively with quants, engineers, and product stakeholders
- Strong written and verbal communication skills
Nice to Have
- A Ph.D. in a quantitative discipline
Compensation & Benefits
- Salary Range: 155000 - 285000 USD Annually + Benefits + Bonus
- The referenced salary range is based on the Company's good faith belief at the time of posting. Actual compensation may vary based on factors such as geographic location, work experience, market conditions, education/training and skill level.
- Benefits may include merit increases, incentive compensation (exempt roles only), paid holidays, paid time off, medical, dental, vision, short and long term disability benefits, 401(k) with match, life insurance, and various wellness programs. The Company does not provide benefits directly to contingent workers/contractors and interns.
Additional Information
- Location: New York
- Business Area: Product
- Ref #: 10050312
- Apply: https://bloomberg.avature.net/careers/Login?jobId=18489