Quantitative Developer - C++ Infrastructure for Quant Analytics
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.
Software Development @ 6
Docker @ 3
Linux @ 3
Python @ 3
CI/CD @ 3
Mathematics @ 5
Mentoring @ 3
API @ 3
.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
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. Our C++ libraries are used by all Bloomberg products and services, including the Terminal with over 300,000 clients, trading system solutions, enterprise risk management, and derivatives valuation services.
The department includes several Quant teams focused on different asset classes, as well as portfolio-level analytics and model validation. These teams deliver C++ libraries, supported by Python-based validation and testing, that are integrated by the Engineering department into Bloomberg's IT systems.
The Quant Library Architecture (QLA) team offers the opportunity to build experience at the cutting edge of C++ and financial mathematics, engaging with and influencing a wide variety of stakeholders of differing skill sets, to deliver scalable and strategic enterprise pricing and risk solutions. QLA is a small team of C++ experts tasked with helping the Quants be as productive as possible, for the long term. We are seeking a proficient C++ developer, with a strong interest in modern software development life-cycle practices.
Responsibilities
- Support Quants; own the developer experience for Quants (build and debug C++ libraries in VS Code remote containers in Docker, or directly on Unix hosts).
- Maintain and improve integration builds and test infrastructure; manage largely automated CI/CD builds with static analysis and other code quality assurance tooling.
- Oversee architecture, API design and library architecture to meet Engineering standards while optimizing time to delivery, performance, and robustness.
- Assess and provision third-party software when appropriate.
- Review code and assist Quants with coding best practices and improved solutions proactively and on request.
- Work on project work prioritized with Quants: infrastructural components, interfacing and orchestration library layers, performance tuning, and deeper engagement with Quant projects.
- Proactively engage stakeholders, understand, document and communicate complex requirements, and context switch between strategic projects and urgent support requests.
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 / Nice to have
- Experience mentoring and coaching other team members.
- Technical experience in some of: CMake, AAD, Linux, Unix (Sun/IBM), Docker, WSL, Python, OCaml.
- Knowledge of financial mathematics such as optimization techniques, Monte Carlo, etc.
- A keen interest in developing skills in these areas.
Salary & Benefits
- Salary Range: 160,000 - 250,000 USD annually + Benefits + Bonus.
- Bloomberg offers a comprehensive benefits plan which 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) + match, life insurance, and various wellness programs. The Company does not provide benefits directly to contingent workers/contractors and interns.