Quantitative Portfolio and Index Researcher

Careers at Bloomberg

New York

Posted Oct 17, 2016 - Requisition No. 54998

Bloomberg's Quantitative Portfolio and Index Research team is part of the Portfolio Risk & Analytics solution, which empowers our clients with the tools required to successfully implement 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 researcher in the team we will trust you to research alternative weighted indices and the build out of portfolio management tools. You will be responsible for generating new and creative ideas in the fixed income space, e.g. smart beta and ESG. Many of the indices are based on fundamental data therefore comfort handling large amounts of data is critical. You will also develop new asset allocation and portfolio construction methods.

You'll need to have:

  • A PhD/Master degree in Economics, Finance, Financial Engineering or other applied quantitative field if combined with relevant industry experience
  • A minimum of 2 years of industry experience in research/financial industry
  • Advanced knowledge of statistics and econometrics
  • Understanding of markets and investments
  • Strong familiarity with programming languages; Python, Matlab, Sas
  • Ability to analyze large volumes of data
  • 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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