Quantitative Developer - C++ Infrastructure for Quant Analytics

Details

The Quant Analytics department at Bloomberg sits within Enterprise Products and is responsible for modeling market data, pricing, and risk calculations of financial derivatives across all asset classes. Its C++ libraries are used by Bloomberg products and services, including the Terminal, trading system solutions, enterprise risk management, and derivatives valuation services.

The Quant Library Architecture (QLA) team is a small team of C++ experts focused on helping Quant teams develop scalable and strategic enterprise pricing and risk solutions. The team works at the intersection of modern C++ development and financial mathematics, collaborating with stakeholders across the organization.

Responsibilities

• Support Quant teams and own the developer experience for Quants.
• Build and debug C++ libraries using VS Code remote containers in Docker or directly on Unix hosts.
• Maintain tooling that provides Quants with a powerful and usable development environment.
• Proactively maintain integration builds and test infrastructure.
• Operate automated CI/CD builds with static analysis and other code quality assurance tools.
• Respond rapidly to issues affecting the Quant development environment and continuously improve build and test systems.
• Oversee API design and library architecture to meet Engineering standards while optimizing delivery time, performance, and robustness.
• Assess and provision third-party software when it provides a proven advantage.
• Review code and assist Quants with coding best practices and improved solutions.
• Develop infrastructural components, including interfacing and orchestration library layers.
• Perform performance tuning and engage more deeply with Quant projects as priorities allow.
• Proactively engage stakeholders with varied backgrounds.
• Understand, document, and communicate complex requirements.
• Context switch between strategic projects and urgent support requests.
• Clearly communicate strategies and adapt communication to different audiences and concerns.

Requirements

• 7+ years of full software development life-cycle experience.
• Demonstrable proficiency with C++.
• Experience designing effective APIs.
• Knowledge of Python or other scripting languages.
• Knowledge of financial products such as derivatives, interest rates, or equity markets.

Preferred Qualifications

• Experience mentoring and coaching team members.
• Technical experience with one or more of CMake, AAD, Linux, Unix, Docker, WSL, Python, or OCaml.
• Knowledge of financial mathematics, including optimization techniques and Monte Carlo methods.
• Interest in further developing skills in these areas.

Benefits

Benefits may include merit increases, incentive compensation for exempt roles, paid holidays, paid time off, medical, dental and vision coverage, short- and long-term disability benefits, 401(k) matching, life insurance, and wellness programs.