The Financial Engineering group concentrates on offering premium structuring, valuation and risk services to our clients. This specialized team provides cross asset, flexible and customized tools, illustrating valuation transparency. Come use your familiarity with bespoke derivatives term sheets, industry standard valuation models, and "street practices" to establish credibility and trust with our clients, and support their understanding and queries about complex OTC derivatives valuation and market risk.

In this role, we'll trust you to:

• Support current and historical valuations across the entire range of vanilla and exotic derivatives
• Utilize innovative valuation techniques to construct quality objects (curves, surfaces, cubes, etc) and their underlying components
• Provide an unbiased view of the value of client's positions based on market input and data
• Provide clients with key rate risk calculations, stress testing, credit value adj (CVA) and Value at Risk (VAR) calculations
• Help clients better understand the intricacies of practices such as proxy definitions, over hedging, reserves and much more
• Collaborate with derivative business managers to continue to enhance the derivative platform
• Interact with Bloomberg quant research and quant development team to improve derivative data modeling and provide model validations

You’ll need to have:

• Master's degree in a technical area (such as Math, Physics or Engineering), quantitative finance field required. PhD in mathematical finance a plus.
• Recent experience (minimum of five years) at a Dealer (or at other top financial institutions) in financial engineering, structuring, and/or trading OTC Derivatives/Structured Notes
• Cross asset derivatives and market risk experience
• Deep understanding of derivatives models including market conventions, vanilla/exotic options, and market practices regarding bespoke exotic valuation and hedging.
• Ability to articulate clearly in group presentations and in interactions with clients, via phone or face-to-face.
• Comfort working in a fast-paced, complex and cross-asset environment.
• Ability to work with multiple groups across reporting lines.

We’d love to see:

• Experience using Bloomberg and other derivative pricing platforms
• Familiarity with financial libraries (C, C++) and mathematical packages such as Matlab or Mathematica

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 the next steps but in the meantime feel free to browse this: http://www.bloomberg.com/professional