Systematic Strategies Researcher

Careers at Bloomberg

New York, NY

Posted Jul 7, 2018 - Requisition No. 67990

Bloomberg is a market leader in innovative multi-asset research, fixed income and commodities benchmark indices and portfolio analysis software. Our index and portfolio products and services are used globally by asset managers, insurance companies, pension funds, hedge funds and other large investors to more deeply understand the risk structure and performance of broad market segments, transactions and portfolios. If you have strong analytical skills, a keen interest to solve problems and an ability to effectively handle client communication, then the Systematic Strategies team may be the place for you!

As a quantitative researcher on this team, you’ll develop systematic index strategies, construct asset allocation frameworks and use a range of optimization techniques to deliver portfolio solutions. You’ll be expected to be proficient in handling large data sets spanning different asset classes and be comfortable multi-tasking and delivering projects on short deadlines. Strong interpersonal skills are essential in order to facilitate collaboration with other teams within Bloomberg and to engage with clients.

We’ll trust you to:

  • Handle large data sets required for research projects such as investigating corporate bond value strategies or constructing an efficient currency hedging framework
  • Build financial models to test and develop index strategies such as custom risk premia portfolios (e.g. cross-asset carry and momentum)
  • Contribute to co-authoring research publications
  • Work with clients to assess their portfolio needs and translate them into deliverable index-based solutions

You’ll need to have:

  • Bachelor’s degree or higher
  • 2+ years of relevant work experience in a financial services institution (e.g. Quantitative Investment Strategies (QIS) team at an investment bank, asset manager or asset owner (pension fund, insurance company etc.))
  • 2+ years of programming experience with statistical software (e.g. R/Python/Matlab)
  • Deep knowledge of financial markets, securities and derivatives across asset classes
  • Demonstrable interest in macroeconomics, finance and investment management
  • Strong working knowledge of applied statistics (e.g. running regressions, constructing tests, verifying significance and interpreting results)
  • Excellent oral and written communication skills

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:

We are an equal opportunity employer and 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.

Similar jobs