Cross Asset Derivatives & Risk Senior Quant
Posted Oct 17, 2017 - Requisition No. 62793
Bloomberg's Quantitative Analytics Team is responsible for modeling, implementing and deploying derivatives pricing models across all asset classes (FX, Equity, Rates, Commodity, Credit) to the entire suite of Bloomberg products and services, including its terminal with 300,000+ clients, trading system solutions, enterprise risk management, and derivatives valuation service. The group ensures that state-of-the-art models driven by high quality market data are brought together in robust, fast and accurate implementations that keep Bloomberg at the cutting edge of derivatives analytics.
The team seeks a senior Quantitative Analyst experienced in developing derivative pricing and risk analytics. You will participate in the full life-cycle of quantitative development ranging from research, prototyping, production implementation, deployment and on-going maintenance, as well as interaction with internal and external clients. You will report directly to the Global Head of the team, Fabio Mercurio. The role does not entail management duties, at least initially, and could either be based in London or New York.
We’ll trust you to:
- Assist the team lead with several critical pricing and risk projects
- Work closely with the team on specific projects, mostly on market and credit risk of portfolios
- Foster strong relationships with product managers to discuss current and future development plans
- Provide technical support for our risk products through onsite client visits
You’ll need to have:
- Ph.D in a technical discipline (mathematics, finance, physics, engineering or similar field) or Economics/Finance
- Over 10 years of working experience in the financial industry, implementing derivative pricing models as well as market and credit regulatory risk models
- Strong knowledge of models and numerical techniques employed in pricing and risk analytics
- Familiarity with current regulations such as FRTB
- Strong team-player attitude; comfortable in a multi-developer environment, capable of interacting with quants, IT groups and product managers alike
- Good oral and written communication skills
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
We are an equal opportunity employer and 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.