Strategic Risk Quantitative Researcher

Careers at Bloomberg

New York

Posted Dec 22, 2011 - Requisition No. 32069

Strategic Risk Research (SRR) is responsible for Bloomberg¿s research and development effort for cutting edge risk models. Current projects include the implementation of counterparty risk models and other models for the Enterprise Risk system. Other SRR projects involve developing regime switching models, formulating early warning crisis detection models, and implementing robust risk measures for stressed markets.

The Role

SRR quantitative researcher will be hands-on implementers in the build out of our new risk models. This person will participate in the development and implementation of a counterparty risk model and other models for Enterprise Risk. This person will also participate on an as-needed basis in the other SRR projects.


The ideal candidate will have at least 2-5 years of experience developing risk models, experience in credit risk, and a strong mathematics / statistics background. Other qualifications include:

  • Practical experience in risk management and models
  • Knowledge of statistical estimation techniques and optimization
  • Experience in programming and statistical and prototype software packages (Matlab, Excel)
  • Masters degree or higher in science, math, or CS

The Company

Bloomberg, the global business and financial information and news leader, gives influential decision makers a critical edge by connecting them to a dynamic network of information, people and ideas. The company's strength - delivering data, news and analytics through innovative technology, quickly and accurately - is at the core of the Bloomberg Professional service, which provides real time financial information to more than 300,000 subscribers globally. Bloomberg's enterprise solutions build on the company's core strength, leveraging technology to allow customers to access, integrate, distribute and manage data and information across organizations more efficiently and effectively. Through Bloomberg Law, Bloomberg Government and Bloomberg New Energy Finance, the company provides data, news and analytics to decision makers in industries beyond finance. And Bloomberg News, delivered through television, radio, mobile, the Internet and two magazines, Bloomberg Businessweek and Bloomberg Markets, covers the world with more than 2,300 news and multimedia professionals at 146 bureaus in 72 countries. Headquartered in New York, Bloomberg employs more than 13,000 people in 185 locations around the world.

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