Posted Mar 8, 2018 - Requisition No. 62612
Bloomberg L.P. revolutionized the financial industry 35 years ago by introducing the power of technology. Now there is a 700 trillion USD derivative industry in need of better tools and automation to make sense of the complexity, risks, pitfalls and regulations surrounding these financial instruments. Our team is building a one-stop solution to bring transparency, efficiency, and excellence to market professionals.
You will solve large-scale distributed computation problems by bringing together billions of data points in an efficient and fault-tolerant fashion. You will apply broad financial and mathematical knowledge across a range of asset types to develop analytics.
Multi Asset Risk System (MARS)The MARS team works extensively with groups across the company including trading systems, quantitative teams, pricing and market data teams, and business management. We own an entire analytic platform, which includes infrastructure components based on big data technologies, analytics components, distributed computation platforms and workflows to tailor our capabilities to multiple user types.
Our team generates top quality derivatives data and analytics using latest technology to provide creative solutions to clients both within and outside Bloomberg. We connect to a variety of data sources across the world to stream high frequency real time data into analytics systems.
The Derivatives Pricing Team builds and maintains a high performance platform to structure and price derivatives. Our distributed system handles nearly half a billion intraday P&L and Risk calculations. We are focused on building the next generation system to support our award winning Enterprise offering, with an emphasis on exploring and pushing the envelope on using the latest technology.