Senior Calculations Programmer Job Requisition Number: 24291 United States New York - NY

The Company
Bloomberg is the leading global provider of financial data, news and analytics. The BLOOMBERG PROFESSIONAL service and Bloomberg's media services provide real-time and archived financial and market data, pricing, trading, news and communications tools in a single, integrated package to corporations, news organizations, financial and legal professionals and individuals around the world.

The Role
As a Senior Calculations programmer your core responsibility is to develop and then implement calculations for variety of bond instruments. These calculations involve price-yield computations, duration-risk-convexity analysis, advanced horizon analysis, etc. for variety of bonds such as Floating rate notes, Sinking fund bonds, CDs, bullets etc. Exposure in fixed income mathematics is desired.
As you mature in the group, a significant portion of your time will be spent collaborating and gathering requirements from Bloomberg's Application Specialists and clients around the world and serving as a liaison to Bloomberg Sales. Therefore, we place a very high value on Excellent interpersonal and communication skills.

Qualifications:
-At least 3 years experience with C/C++ in a UNIX environment
- Good Excel/MATLAB is a plus
-Experience with managing medium to large scale projects from requirement gathering to rollout

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