2019 Compiler Developer Summer Intern - NY

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New York, NY

Posted Jan 18, 2019 - Requisition No. 73004

Bloomberg's Quantitative Library team is responsible for the full life cycle of researching, developing and maintaining quantitative pricing libraries that power Bloomberg's derivatives pricing models and supports its risk management and derivatives valuation services.

The team is looking for an Intern with interest and experience in compiler technology, especially in the context of LLVM or Julia. In this role, you will have the opportunity to participate in design and implementation of Domain Specific Language (DSL) for solving numerical problems in derivatives pricing.
Practical knowledge of numerical solution of PDE, automatic differentiation, or Monte-Carlo is a plus, but by no means required.

We'll trust you to:

  • Come up to speed on LLVM
  • Research on ways to use LLVM to improve or extend pricing library
  • Work independently or in collaboration with your team members

You’ll need to:

  • Have 1-2 years (academic or professional) experience in compiler
  • Be working toward a MS or PhD in Computer Science, Computer Engineering, Math, or related field
  • Enthusiasm for programming languages and type systems!
  • Be able to learn on the job
  • Be available to work the whole duration of 10 weeks

We'd love to see:

  • Extensive experience with LLVM, and/or familiarity with their usages
  • Experience implementing compilers or interpreters
  • Experience implementing static types systems, and especially type inference
  • Familiarity with derivatives pricing models

If this sounds like you:

Apply if you think we're a good match and we'll get in touch with you to let you know next steps. In the meantime, check out http://www.bloomberg.com/professional.

We are an equal opportunity employer and value diversity at our company. We do not discriminate on the basis of race, religion, colour, national origin, gender, sexual orientation, age, marital status, veteran status, or disability status.

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