Model & Integration Testing Engineer for Derivatives Risk & Pricing | New York, NY | Bloomberg Careers

Model & Integration Testing Engineer for Derivatives Risk & Pricing

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New York, NY

Posted Jul 23, 2018 - Requisition No. 68318

The Bloomberg Risk, Collateral and Pricing team has created enterprise solutions built on our robust data and pricing infrastructure to satisfy a wide range of regulatory and business concerns for our financial services and corporate clients.

These solutions include:

  • Market risk oversight and capital calculations
  • Counterparty credit risk
  • Margining and Collateral management
  • Intraday risk management
  • Portfolio lifecycle
  • OTC pricing/valuation

What’s the role?

The Model & Integration Testing team drive the development of a platform dedicated to functional analytics and testing. As a member of the team you will ensure that Quality Assurance (“QA”) processes are in place across the system, sign off on releases, investigate reported issues and their impact, and serve as an information hub for system issues and their status.

We’ll trust you to:

  • Define testing requirements
  • Validate market risk and contemporary pricing and risk models as applicable to all financial instruments
  • Design test suites that will run on the testing platform, covering each individual component of the system, as well as, interfaces between the components and the end-to-end workflow
  • Ensure that appropriate documentation is created and maintained on all processes
  • Build and support automated regressions testing
  • Apply QA techniques and methods to examine the output and efficiency of business processes
  • Coordinate the work of new team members as the team expands

You’ll need to have:

  • Master Degree (or foreign equivalent) in Computer Science, Operational Research, Information Systems, Financial Engineering, Quantitative Finance, Mathematics or a related field
  • At least one year experience as a Quality Analyst, Software Engineer, or other related position
  • Strong background and working knowledge of derivative instruments, structured notes, and derivative pricing models
  • Strong understanding of VaR, Greeks and Stress Scenario Testing
  • Experience with Matlab/R, SQL
  • Experience with Perl/Python and other scripting languages
  • Ability to work with multiple teams and to handle multiple builds and frequent releases

We’d love to see:

  • CFA/FRM certified

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:

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