Posted Dec 29, 2016 - Requisition No. 56311
The Derivatives Data quant group is primarily responsible for building Bloomberg reference data (curves, volatility surfaces, volatility cubes) across all asset classes (equity, commodity, credit, FX, interest rates and inflation) out of various listed and OTC traded instruments.
You will have the opportunity to sharpen your derivatives math skills, while gaining exposure to practical aspects of multiple asset classes, and addressing real-world computational problems. You will be part of a team that builds industrial-strength implementations and cutting edge products that have a big impact on the bottom line of our clients. The internship will also allow you to gain practical experience working in a state-of-the-art Linux Spark cluster environment
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