Senior Software Engineer - DT Data Model and Entity Dataset
Posted May 27, 2022 - Requisition No. 100337
Bloomberg's data is increasingly being relied on to backtest sophisticated algorithms that power our client's businesses. For these purposes it is crucial that the algorithms use data as it was known at the time and not as it is today. Our team is on the forefront of this wave, converting some of Bloomberg's most important datasets to Point In Time (PIT). As part of this change, our team designs and builds complex, low latency data processing pipelines on Bloomberg’s managed microservice platform that ingests data from financial company filings, funds, indices, people and corporate actions.
The team's core responsibilities include the PIT Entity and Relationship Datasets which model relationships on 100m+ entities in the Bloomberg ecosystem. Additionally, we are a Legal Entity Identifier (LEI) issuer in all international countries as a local operating unit of the Global Legal Identifier Foundation (GLEIF). We are also responsible for the creation of all Company Identifiers before any securities can be listed on the Bloomberg terminal.
Why are we expanding? We are about to start work on redefining the data model for Bloomberg Industry Classification Standard (BICS) to power the Bloomberg Query Language (BQL) platform. The objective of this project is to help our clients answer questions such as What was the Bloomberg industry classification for Apple Inc on May 4th 2010 @ 15:43:01 UTC? This information will allow clients to identify trends, collect entity information, and analyze their current strategies on historical data.
We'll trust you to:
- Work closely with business, data teams, and other engineering teams to develop requirements
- Design, develop, and release high throughput, distributed, low-latency, scalable data processing pipelines
- Take full ownership of the product and technical solutions, end-to-end
- Understand the latest technological trends and bring new ideas to the team
- Contribute to making the codebase and product better
You'll need to have:
- Experience building high-performance large-scale distributed systems
- Excellent communication and interpersonal skills
- A persevering attitude to challenge the status-quo and take smart, calculated risks to develop innovative solutions
- BA, BS, MS, PhD in Computer Science, Engineering or related technology field
We'd love to see:
- Experience in message queuing systems, NoSQL and Cloud based Processing Frameworks
- Experience in Data modeling and Graphdb Technology
- Experience with latest generation of CI/CD process
- Familiarity with classification systems and ontologies
Bloomberg is an equal opportunities employer, and we value diversity at our company. We do not discriminate on the basis of race, religion, color, national origin, gender, sexual orientation, age, marital status, veteran status, or disability status