Software Developer for MARS Team (NY)

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New York, NY

Posted Jan 13, 2016 - Requisition No. 48476

The Role:

Bloomberg's Cross Asset Portfolio Analytics team is one of the fastest growing teams in the company. The team deals with software and analytics required by a variety of trading, risk management, hedging and regulatory reporting applications. Our products are used by front, middle and back offices of the major financial institutions. The Multi Asset Risk System (MARS) Platform deals with large portfolios consisting of cross asset derivatives - interest rate, credit, FX, equity, and fixed income. The platform supports millions of calculations that drive various analytics such as VAR, CVA, CSA, and margin calculations. The Bloomberg Valuation Service (BVAL) combines a unique market insight, sophisticated quantitative models and data from over 4,000 contributing sources to rapidly produce credible and defendable valuations for over-the-counter derivatives.
We are looking for dedicated and driven software developers with strong technical and programming skills, excellent problem solving ability and appreciation for the scope and impact of their work. A successful candidate will have to solve large scale distributed computation problems to manage millions of calculations bringing together billions of data points every day in an efficient and fault-tolerant fashion. Our team applies broad financial and mathematical knowledge across a range of asset types to develop a constantly growing set of analytics. The scale of such intensive calculations offers deep opportunities for optimizing the system using distributed computing frameworks. Experience with big databases (Hbase, Cassandra), stream processing (Storm/Kafka), and distributed load balancing/scheduling is desirable. A background in finance and derivatives is a plus, but not a requirement.
The team works extensively with groups all over the firm including trading systems, quantitative teams, pricing and market data teams, business management, data analysts etc. As such, strong communication skills and the ability to do well in a collaborative environment are paramount.

Responsibilities:

  • Design, code, implement, and test new features of the MARS and BVAL platforms(mostly C++)
  • Work with product managers to translate and understand product specifications accurately
  • Manage projects, including estimation, scheduling, milestone tracking, risk management, and project status reporting

Preferred Skills:

  • A passion for design, problem solving, and hands-on development
  • 2+ years of software engineering experience in object-oriented programming such as C++, Java, C#
  • Familiarity with SQL, Python, and JavaScript
  • Strong verbal and written communication skills
  • Strong analytical and problem-solving skills
  • Experience with high volume, high availability distributed systems
  • Experience with and/or interest in full software development lifecycle activities: requirements management, technical design, implementation, testing/release
  • Multi-threading experience
  • Interest and/or experience in financial domains is desirable

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 310,000 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, Bloomberg New Energy Finance and Bloomberg BNA, the company provides data, news and analytics to decision makers in industries beyond finance. And Bloomberg News, delivered through the Bloomberg Professional service, 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 15,000 people in 192 locations around the world.

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