Senior Software Engineer - FI Pricing
Posted Feb 4, 2022 - Requisition No. 100409
Bloomberg’s Evaluated Pricing service, BVAL, supplies independent and transparent evaluated pricing daily for over 2.5 million securities across all fixed income asset classes, including thinly-traded and hard-to-price fixed income securities. Our customers rely on us to understand markets and analyze complex structures which allow them to make thoughtful investment decisions, which ultimately creates more value for the investor. The value of retirement accounts, pension funds, etc, are measured against our data. Our mission is to drive greater transparency, liquidity and safety in global fixed income markets.
To produce this pricing data, we absorb billions of data points from hundreds of financial markets every day leveraging highly scalable and fault tolerant streaming technology (think Kafka, Redis, Airflow, Flink). We pipe this data through pricing algorithms which employ quantitative and machine learning techniques derived by working closely with market experts. This process produces the high quality pricing that the market and our customers need. We also develop applications that provide intelligent analytics and transparency into these prices.
What’s In It For You?
- Full stack development with the option to concentrate on either the frontend or backend.
- Ownership of the full software development life-cycle, from understanding the needs of the business through to coding to deployment and maintenance.
- Solve complex distributed systems problems such as handling late/delayed messages, producing deterministic results, and understanding the delivery semantics of applications.
- Help drive our mission of transparency and safety in fixed income markets.
- While engaged in this important mission, we also like to give back to our community and have fun as well. Bloomberg has a significant philanthropic presence, and we regularly represent our organization at multiple local causes.
You’ll Need To Have:
- A robust knowledge of data structures and algorithms along with experience in one or more general purpose programming languages.
- A strong sense of ownership and the ability to collaborate with multiple teams and partners to drive projects and initiatives.
- BA, BS, MS, PhD in Computer Science, Engineering or related technology field
We’d Love To See:
- Experience with scalable and high availability distributed systems and event stream processing technology.
- Experience with concurrent programming.
- Recent experience with one or more programming languages including but not limited to: C++, Python, Java, Scala.
- Familiarity with, or a strong curiosity about financial markets.
- Experience with CI/CD, Testing and developer workflow automation
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.
We will ensure that individuals with disabilities are provided reasonable accommodation to participate in the job application or interview process, to perform essential job functions, and to receive other benefits and privileges of employment. Please contact us to request accommodation.