Posted Nov 21, 2017 - Requisition No. 63479
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 with significant front office experience designing and implementing financial models for exotic derivatives pricing in C++ in the context of a cross asset library. In this role, you will participate in the full life-cycle of quantitative development ranging from model research, prototyping, production implementation, deployment and ongoing maintenance, as well as interaction with clients. Key requirements are outstanding programming skills, strong practical knowledge of numerical methods, and strong knowledge of pricing models across one or more asset classes (equity exotics, volatility products and equity hybrids).
We’ll trust you to: - Implementation and integration of derivatives pricing models in the existing in-house cross asset C++ derivatives pricing libraries.
You'll need to have: - Ph.D in a technical discipline (mathematics, finance, physics, engineering or similar field) required.
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: http://www.bloomberg.com/professional
Bloomberg is an equal opportunity employer and value diversity at our company. We do not discriminate on the basis of race, religion, color, national origin, gender, sexual orientation, age, marital status, veteran status, or disability status.