Financial Applications Engineer (C++)

Careers at Bloomberg

London

Posted Jul 3, 2017 - Requisition No. 59282

We absorb billions of data points from hundreds of financial markets every single day. Our engineers build applications that fuel the markets by providing intelligent analytics and transparency. Our customers rely on us to understand markets and analyze complex structures which allow them to make smart investment decisions in real time.

We're commercially minded and offer solutions that are both analytical and research based to the highest profile customers. Our expertise spans myriad asset classes including Interest Rates, Foreign Exchange, Equities, Commodities and more. We help all kinds of financial professionals solve complex business problems.

Our teams share a passion to solve problems of today to innovate for tomorrow. We write high performance, low latency, and scalable code. We use proprietary and open source technologies to develop large-scale systems. We roll up our sleeves, collaborate seamlessly and deliver real life solutions to clients across all industries.

We'll trust you to:

  • Take responsibility for the full software development life-cycle, from understanding the needs of the business through to coding to deployment and maintenance. Your work will be highly visible, making you highly accountable
  • Enjoy solving highly complex problems while understanding the scope and impact of your work
  • Be quick, resourceful, flexible, and an excellent collaborator. You will balance the best of technical and product knowledge to craft unsurpassed product solutions for our customers
  • Partner with other product teams and customers diligently. You should be able to explain technical concepts in a non-technical way and be adept at managing expectations of your product teams

You should have:

  • Proficiency in C++ including STL
  • Deep understanding of object-oriented design, data structures and algorithms
  • An aptitude for analytical problem solving
  • Exposure to all phases of the software development lifecycle

We'd love to see:

  • You can bring leadership and mentoring expertise
  • You have financial knowledge in at least 1 asset class
  • You are familiar with the nuances of building high volume, high availability distributed systems

Teams that you can apply to:

Bloomberg Valuation (BVAL)

BVAL consumes 2+ billion ticks of market data per day on which we run sophisticated quantitative models to analyse and compute prices on fixed-income instruments. We support critical valuation functions at large asset managers, sell side banks and index consumers which requires us to write high performance algorithms and infrastructure that can price 2.5 million securities in a span of 15 minutes.

BVAL is now the pricing source of choice for many clients and Bloomberg products such as Portfolio Analytics and Trading Systems. In 2016 BVAL was successfully integrated with the Bloomberg Barclays Fixed Income indices. These indices represent the premier fixed income indices globally and serve as a benchmark for institutional money managers.

BVAL Engineering Team is expanding to London. We are looking for experienced C++ engineers with a passion for solving complex design and optimization problems. The London BVAL team will take ownership of the fast growing BVAL Curves product and will work on a number of major expansion projects planned for 2017 and beyond. You will be responsible for the full software development life cycle

Derivatives Pricing

The Derivatives Pricing team in London is responsible for researching and building the high performance distributed infrastructure that underpins Bloomberg’s cross asset derivatives pricing platform. You will be exposed to a wide variety of software components including client facing APIs, service orientated architectures, data stores, functional contract modelling and quantitative finance libraries.

We have a team of talented engineers who take pride in all aspects of software development, and leading cross team green field initiatives. Our engineers have a passion for researching state of the art technologies and pushing the boundaries of what's possible. We apply modern practices and tooling to help maintain the level of service our clients expect, and have a thorough understanding of modern C++ including pragmatic OOP, generic programming, and value semantics. We're experienced in cloud platforms, Docker and container orchestration systems, and have deep understanding of other languages and their ecosystems.

We are organized in our approach and work in a fast-paced environment where collaboration with fellow software engineers, quants, product teams and financial engineers is at the centre of what we do. If you are passionate about technology, collaborative in your approach and have a strong desire to work with open source software and contribute back to the wider community then come and meet us to find out more.

Multi Asset Risk System (MARS)

Our risk engine prices over 500 million complex financial instruments a day. Our industry-leading front-office, market risk and collateral analytics are used by over 2000 financial professionals across the globe.

Performance is critical, the challenge is immense. We need you to help squeeze every ounce of performance out of our huge distributed pricing system. Innovation is key. Open source technologies such as Cassandra, Spark and Mesos are encouraged.

Come join our exciting and dynamic team and help make the impossible possible!

Portfolio and Risk Analytics

More than 70,000 Bloomberg clients depend on our applications to make informed investment decisions. They use our real-time system for performance analysis and returns attribution, risk analytics, intraday monitoring, optimization and idea generation.

The scale of our product (more than 250,000 analytical runs per day) imposes technical challenges around the stringent availability, throughput, and responsiveness metrics on our system.

To keep pace with the tremendous growth of our product, we're constantly looking for ways to improve and build upon our existing software and technologies. If you're interested in high-performance distributed systems, a modern software code base, and are looking to build new products using the latest technology, then come and join us.

We are extremely proud of our diverse and open culture, and value diversity of thought and perspective in every form. We're looking for engineers with a passion for writing reusable, efficient solutions to complex problems, who can adapt to an ever-changing market landscape, and who can collaborate and work effectively on small teams to develop software that impacts thousands of power users around the world. If this sounds like you, please apply below!

To find out more about Engineering at Bloomberg, check out www.bloomberg.com/careers/technology/engineering/.

Similar jobs