Fixed Income Analytics Researcher

Careers at Bloomberg

New York

Posted Nov 4, 2016 - Requisition No. 55460

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

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