Senior Interest Rate Derivatives Financial Engineer

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New York, NY

Posted Aug 1, 2018 - Requisition No. 68500

Bloomberg's Financial Engineering group provides our client base with dealer quality, independent OTC derivative valuations across a wide spectrum of asset classes.

You will be part of a dynamic and diverse group of expert practitioners, with a passion for analytical thinking and innovation. This highly successful team retains over 450 clients globally and is part of the Bloomberg core OTC derivatives product group.

In this fast-paced, client-facing role, you will need to draw on strong quantitative skills to solve the ever-changing valuation needs of clients spanning hedge funds, asset managers and sell-side institutions to name a few. Our work is a blend of quantitative analysis, product management, business development and relationship management. You will actively collaborate with internal quants, product managers and software engineers on pricing developments to continually ensure a best-of-breed product.

You’ll need to have:

  • Minimum of 5-10 years experience, with a significant portion spent at a top-tier dealer, as an OTC derivative trader, quantitative analyst or structurer
  • Master's degree in a technical area such as: Math, Physics, Financial Engineering, etc. (PhD in a related subject is a plus)
  • Significant experience with current market standards for both vanilla and exotic interest rate modelling including SABR, Libor Market Model
  • Experience with Python, Git (version control), SQL.
  • Strong presentation skills with an ability to articulate complex subject matter clearly with clients, via phone or face-to-face.
  • Excellent written and verbal communication skills.
  • Creative, passionate, highly motivated

We'd love to see:

  • Experience using the Bloomberg terminal.

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