The Financial Engineering group (part of our Bloomberg Core OTC Derivatives/Structured Notes Product group) is seeking highly motivated students/ financial engineers for two summer internship positions in our New York City Headquarters.

You will be joining a fast-growing specialized area of Bloomberg focused on offering premium structuring, valuation and risk services to our client base. You will be working with senior Financial Engineers to apply various machine learning techniques on derivative data for a number of different financial markets. During this process, you will learn about derivative pricing, market conventions and big data.

You’ll need to have:

• Masters degree/PhD in a technical area, such as Math, Physics or Engineering
• Deep understanding of basic derivatives models, vanilla options
• Strong Data Analytic background
• Familiarity with mathematical finance
• Working knowledge of Excel, VBA
• Strong written and verbal communication skills.
• Ability to work in a rapidly changing environment, across multiple groups, in a cross-asset environment

We’d love to see:

• Familiarity with Python, mathematical packages such as Matlab or Mathematica is a plus

If this sounds like you:

Apply if you think we're a good match. We'll get in touch to let you know what the next steps are, but in the meantime feel free to have a look at this: http://www.bloomberg.com/professional