Senior Software Engineer - Derivatives Data Analytics (FA - Financial Analytics) | New York, NY | Bloomberg Careers

Senior Software Engineer - Derivatives Data Analytics (FA - Financial Analytics)

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New York, NY

Posted Nov 2, 2022 - Requisition No. 88977

The Derivatives Data team provides interest rate curves and volatility surfaces used to price many financial instruments throughout Bloomberg. Our models get hit many billions of times a day.

This year there is a big event coming up that affects both of these models. This is the Libor Transition that has been all over the financial news. We will be looking to do lots of work to ensure that Bloomberg handles this seamlessly for our clients. Consequently, we are looking to grow our teams with developers interested in finance that want to be a part of this historic event!

What's in it for you:

You will gain an advanced understanding of interest rate finance as well as significant exposure to various asset classes across financial markets. We must thoroughly understand and replicate the mechanics of the financial instruments that our customers trade in order to be able to incorporate them into our models. You will also make a significant impact on many different pricing functions within Bloomberg that directly affect decisions made by our hundreds of thousands of clients all over the financial world. A small change in one of our critical models can substantially affect the value of many clients' portfolios. Attention to detail and discipline are keys to success in this role.

You will need to have:

  • 5+ years of experience
  • An interest in making an impact in finance
  • Attention to detail
  • This position requires at least one of the following: 

  • A bachelor’s degree in computer science or a related field, and/or
  • An equivalent combination of education, and/or
  • Specialized training, and/or
  • Related professional experience

We would love to see:

  • Programming proficiency in C++ with a view to learn more
  • A background in math (particularly calculus and linear algebra)
  • A background in finance, particularly derivatives
  • Experience/interest in working in a fast-paced environment where you actively support what you develop

Bloomberg is an equal opportunity employer and we value diversity at our company. We do not discriminate on the basis of age, ancestry, color, gender identity or expression, genetic predisposition or carrier status, marital status, national or ethnic origin, race, religion or belief, sex, sexual orientation, sexual and other reproductive health decisions, parental or caring status, physical or mental disability, pregnancy or maternity/parental leave, protected veteran status, status as a victim of domestic violence, or any other classification protected by applicable law.

Bloomberg is a disability inclusive employer. Please let us know if you require any reasonable adjustments to be made for the recruitment process. If you would prefer to discuss this confidentially, please email 

Salary Range: 160,000 - 240,000 USD Annually + Benefits + Bonus

The referenced salary range is based on the Company's good faith belief at the time of posting. Actual compensation may vary based on factors such as geographic location, work experience, market conditions, education/training and skill level.

We offer one of the most comprehensive and generous benefits plans available and offer a range of total rewards that may include merit increases, incentive compensation [Exempt roles only], paid holidays, paid time off, medical, dental, vision, short and long term disability benefits, 401(k) +match, life insurance, and various wellness programs, among others. The Company does not provide benefits directly to contingent workers/contractors and interns.

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