Senior Software Engineer - Portfolio Risk

Careers at Bloomberg

Back to Search

San Francisco, CA

Posted May 13, 2022 - Requisition No. 92483

Bloomberg is the global leader in business and financial data, news, and insight. Using the power of technology, we connect the world’s decision makers to accurate information on the financial markets – and help them make faster, smarter decisions.

Bloomberg Portfolio Analytics (PORT) empowers the biggest 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 mission-critical tool used daily by money managers, mutual funds, hedge funds, and pension funds around the world. PORT provides industry-leading quantitative financial tools to assess hidden and not-so-hidden risk factors and build robust, optimized portfolios for the future. We are experiencing tremendous growth of our products and user base, and we are constantly looking to innovate upon our existing software and technologies.

The PORT Risk team crafts calculators for risk analytics including VaR & Tracking Error using various methodologies such as Monte Carlo, simulations, and parametric. Our portfolio optimization products automatically rebalance a user's portfolio given a specific user-defined strategy of goals, constraints, and trading universes that are mapped to a mixed-integer quadratic problem. We utilize a variety of modern technologies including C++ quantitative libraries, CPLEX, Apache Spark, Cassandra, and machine learning. Our latest high-profile initiative is opening up APIs to allow sophisticated users to access the risk analytics and optimization engines programmatically.

We have:

  • Partnerships with quantitative researchers defining industry-leading financial risk models
  • Distributed systems with hundreds of machines processing terabytes of data every day
  • An inclusive employee community, offering frequent technical training and professional development opportunities

We'll trust you to:

  • Collaborate with teammates locally and around the globe to create solutions that optimize complex workflows
  • Work closely with internal and external clients, influence product design, and own your contributions throughout the full software development lifecycle
  • Explore new technologies to help make our products run efficiently and reliably
  • Be adaptable in our dynamic environment

You'll need to have:

  • 5+ years professional programming experience in C++, Java, Python, or comparable languages
  • Strong knowledge of data structures and understanding of algorithms
  • Pragmatic problem-solving skills
  • Strong verbal and written communication skills
  • BA, BS, MS, or PhD in Computer Science, Engineering or related technology field, or equivalent experience

We'd love to see:

  • Experience in high-performance distributed systems
  • Interest in the financial concepts related to our risk and optimization engines
  • Interest in understanding our complex products and have a passion for pushing boundaries with technology

While these are examples of skills that will help you be successful in this role, they are not exhaustive or comprehensive, and we encourage you to apply if you believe this role is a great next step for your career.

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

Similar jobs

    The Bloomberg Talent Network

    Stay connected with us and be among the first to learn about new job opportunities. We’ll use the information you provide to help us get in touch with you to align your expertise with our opportunities and better direct our conversations.

    CONNECT WITH US