FA - Senior Software Engineer - MARS (Multi Asset Risk Systems)
New York, NY
Posted Mar 30, 2021 - Requisition No. 89867
The MARS team (Multi Asset Risk System) enables professional market players to assess their trading and portfolio risks against the gathering financial storm.
What would happen to your investments during a political or economic crisis? You may not be able to predict the future but YOU will be able to get ready for it. This is the essence of Risk Management science and this is what the team is tasked to build.
MARS allows our clients across the world to manage and assess their risk by providing them different tools, such as stress-testing functionality which models their portfolios’ behavior under acute market conditions, or analytics to predict the future risk movement based on the past. MARS offers a unified calculation platform for both external clients and internal teams across Bloomberg, with the flexibility to use Bloomberg golden data or client uploaded data to achieve the quantitative quality.
MARS is built on top of distributed systems that span across hundreds of machines, serving hundreds of millions of calculations daily, consuming terabytes of data. In addition to growing our main product offering, we are constantly improving the scalability and stability of our system to the next level. We work on problems to address distributed data consistency and resource management, build stateless boundaries of services to provide extensible and flexible workflows, and optimize the performance of our batch analytics. We utilize a wide range of engineering strategies in our solutions such as distributed storage like Cassandra or Redis, distributed computing algorithms, Kafka to handle the high data traffic, MARS-built resource managers, cluster management tools, and machine learning among others.
What's in it for you:
MARS is a close knit group of 130+ engineers. Working in MARS, you will tackle sophisticated problems alongside some of the brightest engineers and product managers. MARS sits at the intersection of finance and technology where people and machines will challenge your ideas and push your engineering skills to the next level. You will have the opportunity to work with various distributed database technologies like Redis or Cassandra, queuing systems with Kafka, management of distributed microservices, varieties of language from modern C++, cutting edge Python, to ReactJS, and many more. You will gain the understanding of building large scale distributed computing systems for enterprise product usage.
We'll trust you to:
- Take ownership of technical solutions, handle full-stack development from client to server side and delivery to production
- Work directly with product owners to build applications that our clients use to tackle complex problems
- Write production-quality infrastructure software to gather metrics and data, automate model training, and run the models and computation at a large scale
You'll need to have:
- 5+ years of experience
- Experience covering the full software development life-cycle
- Strong, nimble and innovative problem solving skills
- Working knowledge of Python, C++, or Java and OOP principles
- Understanding of engineering best practices
- BA, BS, MS, PhD in Computer Science, Electrical Engineering or related technology field
We'd love to see:
- Experience in distributed systems, including distributed database technologies and computation software
- A background in finance, math or statistics
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.