Quantitative Developer - Quant Contract Languages - Quant Analytics

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Posted May 16, 2024 - Requisition No. 125312

The Quant Analytics department at Bloomberg sits within Enterprise Products and is responsible for modelling market data, pricing, and risk calculations of financial derivatives across all asset classes. Our libraries are used by all Bloomberg products and services, including the Terminal with over 300,000 clients, trading system solutions, enterprise risk management, and derivatives valuation services.

The department includes several Quant teams focused on different asset classes, as well as portfolio-level analytics and model validation.

The Quant Contract Languages (QCL) team works at the intersection of functional programming and derivative modelling. It develops BLAN, a domain-specific language for describing derivative contracts. BLAN is implemented in the functional programming language OCaml. The Bloomberg products built using BLAN are very popular with their customers.
We are seeking a proficient functional developer, with a strong interest in applying functional programming  commercially to problems in financial modelling. 

We’ll trust you to:

  • Come up to speed on BLAN and the tooling around it, owning the language experience for all stakeholders
  • Design and implement new language features, tools or libraries
  • Proactively maintain the ecosystem’s integration builds and test infrastructure
  • Review the code of other functional developers in the team, assisting all with best practices
  • Pitch your own ideas for features, tools or libraries
  • Work both independently and in collaboration with your team members
  • Support financial engineers, quants and risk specialists with writing BLAN
  • Understand, document and communicate sometimes quite complex requirements
  • Context switch between strategic projects and urgent support requests
  • Clearly and concisely communicate a strategy, adapting communication to suit the audiences and their concerns

You’ll need to have:

  • 4+ years of full software development life-cycle experience
  • Demonstrable proficiency with a functional language
  • Experience designing effective APIs, libraries and language features

We’d love to see:

  • Experience mentoring and coaching other team members.
  • Extensive experience with OCaml, Haskell, F# or SML, and especially familiarity with their implementations
  • Familiarity with derivative pricing models
  • Familiarity with financial products such as interest rates or equity derivatives
  • A keen interest in developing skills in these areas

*Please note we use years of experience as a guide but we certainly will consider applications from all candidates who are able to demonstrate the skills necessary for the role.

If this sounds like you:

Apply if you think we're a good match! We'll get in touch with you to let you know what the next steps are.
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 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 emea_recruit@bloomberg.net. Alternatively, you can get support from our disability partner EmployAbility, please contact +44 7852 764 684 or info@employ-ability.org.uk

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