Posted Jun 25, 2018 - Requisition No. 67815
Bloomberg's Cross-Asset Derivatives Quant Team is responsible for modeling, implementing and deploying derivatives pricing models across all asset classes (FX, Equity, Rates, Commodity, and Credit), supporting the entire suite of Bloomberg products and services. This includes its terminal with 300,000+ clients, trading system solutions, enterprise risk management, and derivatives valuation service. The team ensures that state-of-the-art models driven by high quality market data are brought together in robust, fast and accurate implementations, keeping Bloomberg at the cutting-edge of derivatives analytics.
The group seeks a quant library developer with significant experience designing and implementing large scale software in C++, specific to developing a cross asset library for exotic derivatives pricing. You will participate in many stages of quantitative library development ranging from prototyping, production implementation, deployment and ongoing maintenance, as well as interaction with clients.