Senior Software Engineer – MARS (Multi Asset Risk Systems)
New York, NY
Posted Sep 23, 2019 - Requisition No. 78337
The Multi Asset Risk Systems (MARS) team provides risk calculations and analytics across various asset classes by applying distributed computing techniques that span hundreds of machines. Our products are used by front, middle and back offices of major financial institutions. In addition to expanding our main product offering, our top concern is performance which requires using different methods and technologies to achieve the optimal solution and adding RISK functionality. We use big data software, distributed computing algorithms, dynamic resource allocations, cluster management, grid computing and machine learning among others.
Our pricing platform computes billions of data points daily to provide quality risk analytics to our clients. Derivatives valuation is a challenging process, requiring the evaluation of nonlinear and discontinuous equations with high-dimensional input data and multidimensional output. We often use numerical techniques like Monte Carlo simulation and differential equation solvers to achieve the valuations. Our team is responsible for developing customized machine-learning pipelines to model all aspects of derivatives valuation to speed up our platform. We offer unique one-stop-shop solutions to our premium clients.
What's in it for you:
You will join a close-knit and growing group of 130+ engineers. You will dabble in a slew of technologies from big data to a wide variety of programming languages, and gain an understanding of the intricacies of crafting large scale distributed computation systems. Every single day you will continue to push your engineering skills to the next level. You will gain significant experience developing large distributed real-time systems, as well gain significant knowledge in various types of derivatives.
We'll trust you to:
- Work directly with product owners to build applications that our clients use to tackle complex problems
- Take ownership of technical solutions, development and delivery to production
- Develop in all levels of a web application stack, from the client to server side
- Write production-quality infrastructure software to gather data, automate model training, and run the models at a large scale
You'll need to have:
- Experience covering the full software development life-cycle
- Working knowledge of Python, C++, or Java
We'd love to see:
- An understanding of financial derivatives
- Experience in distributed systems, including distributed database and computation software
- A background in finance, math or statistics
Bloomberg is an equal opportunities employer, and we 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.