Bloomberg PORT is a solution that empowers our clients with the tools required to successfully implement and manage optimal investment portfolio strategies. This multi-asset class platform covers equity, fixed income, currency, commodity, multi-asset class derivatives and non-traditional asset classes and indices.

As a member of the Portfolio & Index Research team you will be responsible for the risk analytics and models used on the platform. The team utilizes single-security and portfolio risk analytics to understand the risk and performance of fixed-income indices and generate alternatively-weighted indices.

As a fixed-income expert, we will trust you to:

• Oversee the generation and quality of single-security bond analytics used in our applications
• Define how such analytics can be used for return and risk decomposition
• Participate in fixed-income performance attribution and risk modeling
• Work with a number of teams across the firm including: engineering, index strategy, and product teams

You'll need to have:

• A PhD/Master degree in Finance, Financial Engineering, Statistics or other applied quantitative field if combined with relevant industry experience
• Minimum of 4 years of industry experience in research/financial industry
• Expert knowledge of bond and complex fixed-income derivative valuation models
• Advanced knowledge of stochastic calculus and econometrics
• Ability to analyze large data-sets
• Strong familiarity with programming languages; Python, Matlab, Sas
• Excellent 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