Senior Software Engineer - Portfolio Analytics Team (FA - Financial Analytics)
New York, NY
Posted Sep 13, 2022 - Requisition No. 79787
Bloomberg Portfolio Analytics (PORT) empowers the most prominent players in the financial world to manage their portfolios, assess exposures, and make decisions that move the markets. Our flagship product on the Bloomberg Professional service is a critical tool used daily by money managers, mutual funds, hedge funds, and pension funds around the world. PORT provides industry-leading quantitative financial tools and overnight batch report generation. Our tools enable investment professionals to:
- Understand factors impacting the returns of their portfolio over time
- Monitor intra-day market movements in real-time
- Estimate potential losses under extreme market conditions via stochastic risk analysis to generate new trading ideas
We partner with both clients and engineers across the globe (NY, London, Switzerland, San Francisco, and Singapore) to refine requirements and provide suitable data models. We work on challenging problems like creating a scalable framework for performing advanced mortgage and derivatives computations using calculators across Bloomberg systems, to dynamically fetching and transforming data-cubes with hundreds of gigabytes of data in real-time, automatically validating almost 100 billion data points every night and providing an API to over 200 different applications across the terminal. Our system is based on multithreaded C++ core services, a sophisticated orchestration framework, and a mix of Bloomberg and Open-source technologies such as Apache Spark, and Cassandra. As owners of a critical system, we use monitoring technologies such as Splunk, GUTS, Grafana and Jupyter notebook. Our team follows Agile-methodology, and we are working on fully implementing a continuous integration and release process.
We'll trust you to:
- Take ownership of the full development cycle
- Partner with clients and other developers to design, build and roll-out solutions that will optimize complex workflows
- Explore new technologies both within and outside of Bloomberg to see if any of them can help make our products run faster, increase stability, etc.
- Embrace working together as a team – mentoring and learning from their existing teammates to break knowledge silos and ensure that our team is producing reliable, well documented and well-understood products for our clients
You'll need to have:
- A thorough understanding of the systems you worked in
- Strong knowledge of data structures and understanding of algorithms
- Pragmatic problem-solving skills.
- Experience covering the full software development life cycle
- Strong verbal and written communication skills
- a bachelor’s degree in computer science or a related field, and/or
- an equivalent combination of education, and/or
- specialized training, and/or
- related professional experience
This position requires at least one of the following:
We'd love to see:
- Experience in high performance distributed systems
- Familiarity in technologies like Redis, Elasticsearch, Apache Spark, Cassandra, and Hadoop/HBase
- Interest in working with large data-sets and an aptitude for analytical problem solving
- Interest in understanding our complex products and processes and have a passion for pushing boundaries with technology
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