Liquidity Quantitative Analyst

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New York, NY

Posted Mar 12, 2017 - Requisition No. 57478

Bloomberg Regulatory & Liquidity content enables banks, asset managers, insurers, and other financial organizations to navigate the increasingly complex liquidity, regulatory, and accounting disclosure environment.

In this role you will use your quantitative skills and knowledge of statistical models to contribute to the validation of an innovative regulatory liquidity assessment tool, Bloomberg’s Liquidity Assessment (LQA) . Bloomberg LQA tool helps firms measure liquidity in a consistent, repeatable way. With access to accurate and unbiased calculations for liquid and illiquid fixed income assets, firms gain the ability to develop more reliable measures of liquidation costs, which are used widely in regulatory reporting, risk assessment and pre- and post-trade analysis.

We’ll trust you to:

  • Conduct statistical analysis
  • Generate statistical summaries
  • Back test liquidity assessments
  • Check the stability of liquidity assessment across multiple asset classes
  • Identify model weakness
  • Detect outliers and propose potential enhancements

You’ll need to have:

  • Advanced degree in quantitative discipline (statistics, computer science, engineering, etc)
  • 2 or more years of quantitative analysis, statistical modeling experience and data mining.
  • Solid understanding of statistics
  • Track record of gathering, matching, and pre-processing large data sets from varied sources and of different characteristics.
  • Professional experience in statistical software, like Matlab, VBA, R, or SAS.

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: https://www.bloomberg.com/enterprise/content-data/regulatory-data/

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