Senior Software Engineer - Multi Asset Risk System (C++)
New York, NY
Posted Jan 3, 2023 - Requisition No. 112903
The MARS team (Multi Asset Risk System) enables professional market players to assess their trading and portfolio risks against the gathering financial storm.
MARS is the unified Risk Platform of Bloomberg serving Enterprise workflows, powered by Bloomberg’s world-class pricing engines and market data. We enable front office, middle office and back office professionals to analyze their trading and investment portfolios, manage and mitigate their exposure and ready themselves for any turn of financial events such as the 2020 COVID Market Crash. We serve both external and internal clients with varying calculations traffic and workflows, which brings exciting problems across computation resource scaling, code complexities, and financial calculation accuracy.
MARS is built on top of distributed systems with Bloomberg’s SOA framework that span across hundreds of machines, serving more than a billion calculations daily, consuming terabytes of data. Our code base is mostly backend and built 90% in C++, with a mixture of C++ 17 and C++03 that are actively migrated to the modern stack. We fully own our SDLC and use a combination of open source technologies such as Redis, Cassandra, Kafka and RabbitMQ in addition to our home grown systems to provide scalable solutions for our ever growing client base. We are also constantly improving the best practices and code structure in our enterprise codebase to be more extensible while providing stronger contracts of our software behavior.
What's in it for you:
Our team is based across both NYC and London locations, with over 160+ engineers globally. Working in MARS, you will have the opportunity to address large scale problems such as improving resiliency and scalability in enterprise architecture design by utilizing modern technology. On the other hand, you will have a chance to work on software that’s serving real clients' use cases across varying workflows. You will gain further experience in building an enterprise product on top of distributed systems and financial workflows.
We’ll trust you to :
- Take ownership of technical solutions, handle full-stack development from client to server side and delivery to production
- Implement SDLC standard methodologies adapted with Bloomberg existing practices.
- Mentor the junior members with modern C++ best practices and language standards.
- Work directly with product owners to build applications that our clients use to tackle complex problems
- Write production-quality infrastructure software to gather metrics and data, automate model training, and run the models and computation at a large scale
You'll need to have:
- 4+ years working with an object-oriented programming language (C/C++, Python, Java, etc.)
- A Degree in Computer Science, Engineering, Mathematics, similar field of study or equivalent work experience
- An understanding of Computer Science fundamentals such as data structures and algorithms
- Prior contributions to system design and architecture and scaling fault-tolerant, distributed systems
- Honest approach to problem-solving, and ability to collaborate with peers, stakeholders and management
We'd love to see:
- Deep understanding in C++ language across version (03-17) including memory management, concurrency model, language optimization etc.
- Experience in distributed systems, including distributed database technologies and open source technologies
- A background in finance, math or statistics
Bloomberg is an equal opportunity employer and we value diversity at our company. We do not discriminate on the basis of age, ancestry, color, gender identity or expression, genetic predisposition or carrier status, marital status, national or ethnic origin, race, religion or belief, sex, sexual orientation, sexual and other reproductive health decisions, parental or caring status, physical or mental disability, pregnancy or maternity /parental leave, protected veteran status, status as a victim of domestic violence, or any other classification protected by applicable law.
Bloomberg is a disability inclusive employer. Please let us know if you require any reasonable adjustments to be made for the recruitment process. If you would prefer to discuss this confidentially, please email firstname.lastname@example.org.
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.We offer one of the most comprehensive and generous benefits plans available and offer a range of total rewards that 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, among others. The Company does not provide benefits directly to contingent workers/contractors and interns.
Salary Range: 160,000 - 240,000 USD Annually + Benefits + Bonus