Senior ML Engineer - Mining Applications

Careers at Bloomberg

New York, NY

Posted Oct 3, 2018 - Requisition No. 71071

Every day, millions of messages are exchanged via email and instant message between buy-side and sell-side firms. Market makers share pricing data and quotes that are critical to trades, risk, compliance and more. With the magnitude of communication, it becomes increasingly difficult for firms to find precise, relevant data from these messages, and then organize and analyze this data. We solve this problem by extracting fixed income pricing data and other information from Bloomberg Messages (MSG) and our Instant Bloomberg (IB) applications, and make it available to the recipients in real-time in the Bloomberg terminal and/or as an end-of-day file.

Our Mining Applications team uses advanced heuristics and natural language processing techniques, in order to provide transparency to financial markets by automatically pulling offers out of communication for tens of thousands of traders. This feeds various downstream functions that allow traders to get better pricing on securities and find liquidity in the market. Our backend handles in real time tens of millions of messages and billions of quotes every day.

Who you are:

You are a technically strong senior software engineer with a passion for solving problems creatively. You have both breadth and depth of expertise in various Machine Learning techniques, through having architected and implemented ML solutions in production.

You’ll need to have:

  • BA, BS, MS, PhD in Computer Science, Engineering or related technology field
  • Expertise in machine learning with good breadth in various techniques
  • 5+ years of relevant experience programming in C/C++
  • Experience in high volume & high availability systems
  • Knowledgeable in at least one scripting language.
  • Excellent analytical and problem-solving skills
  • Excellent verbal and written communication skills

We’d love to see:

  • Experience with Python
  • Financial knowledge of Capital Markets
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