Posted Oct 17, 2017 - Requisition No. 62798
Bloomberg's Multi-Asset Risk System (MARS) is a comprehensive suite of risk management tools that delivers consistent, consolidated results for each client's entire firm. The Bloomberg Quantitative Risk Analytics group is responsible for all quantitative components of MARS, including regulatory capital calculations, CCAR scenarios, FRTB, SIMM and IFRS9 support, VaR, stressed VaR, ES, predictive stress, exposure calculations (PFE, EPE, etc), and credit modeling.
As a member of the Quantitative Risk Analytics team you will work on developing Bloomberg's default risk and portfolio credit risk models. These models are used by clients for credit risk analysis, Basel regulatory capital calculations and supporting IFRS9 regulations. You will be responsible for validating data, researching and prototyping models, documenting models, and interacting with internal and external clients.
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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