Posted Mar 15, 2018 - Requisition No. 66036
The Fixed Income Pricing & Risk team provides transparency to the Fixed Income markets, both on the terminal and through the enterprise suite of products. Our suite of applications includes high-precision pricing algorithms, liquidity hubs for storing and retrieving pricing information, and big data analytics. You'll focus on building high performance, high throughput systems that use advanced statistical techniques to generate the fastest, most accurate pricing information out there.
The Liquidity Risk (LQA) team is responsible for providing liquidity risk analytics for various asset classes including treasuries, corporate bonds, muni bonds, equities and structured products. The LQA team builds a distributed platform on top of Apache Spark in Bloomberg Cloud, processes millions of data points each day, works closely with the quantitative team to apply machine learning models to market data to generate liquidity analytics.
Market makers depend on our products to screen and search for securities in conjunction with liquidity and marketability metrics, for price transparency, and to integrate with their pricing engines and trading platforms. We receive tens of billions of quotes daily in real-time from various sources and then enrich these quotes with valuable information from other proprietary Bloomberg databases and services. Our UI gives clients a gamut of features including filtering, aggregated views, alerting, historical trend analysis, liquidity based sorting and rich analytics.
The MSG Mining team develops infrastructure and tools needed for information extraction. We use machine learning and language processing tools to pull unstructured data from various sources, such as the Instant Bloomberg and Bloomberg Message and feed this to a structured, real-time feed that integrates into all Bloomberg functionality.
The Bloomberg Regulatory team processes over 16,000,000 securities of various asset classes and uses distributed systems to classify them according to different domestic and international financial regulations. We acquire and cache hundreds of millions of data points to use with our proprietary decision tree evaluation system. We deliver these classifications in batches on-demand in order to meet our clients reporting obligations.