Research Analyst - PORT Quantitative Research
San Francisco, CA
Posted Apr 18, 2022 - Requisition No. 102597
Bloomberg’s Portfolio Analytics Research group is responsible for the development of quantitative models for the analysis of portfolio risk and performance. Our team is committed to delivering industry-leading quantitative models for portfolio analysis. These models are used by many of the largest and most sophisticated investors across the globe. We value teamwork and are dedicated to fostering a collaborative and vibrant research culture with a commitment to excellence.
Bloomberg is seeking an exceptional candidate to join our Portfolio Analytics Research team. The role is mainly on enhancing portfolio optimization capabilities and developing new portfolio construction tools, but the successful candidate is expected to understand and contribute to all aspects of portfolio analytics, including: factor modeling, volatility forecasting, risk attribution, performance attribution, scenario analysis, tail-risk estimation, and portfolio optimization.
We’ll trust you to:
- Research, develop, and validate models and algorithms for portfolio optimization
- Collaborate with Data, Product and Software Engineering teams
- Propose and substantiate new research ideas
- Communicate clearly through face-to-face meetings, presentations, and written publications
- Deliver on complex projects with multiple stakeholders
- Perform literature reviews and keep apprised of current
You’ll need to have:
- PhD degree in Operations Research, Physics, Mathematics, Economics, Computer Science, or similar quantitative field
- Experience with portfolio construction, backtesting, quantitative investment strategy development, factor models, transaction cost models, working with large-scale data
- Expertise in numerical optimization and experience with linear algebra software packages
- Experience with optimization software such as CPLEX, Gurobi, Mosek.
- Expertise in C, C++, and Python programming languages
- Familiarity with software maintenance tools such as GitHub
- Outstanding written and oral communication skills
- 0-2 years of experience is required
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 firstname.lastname@example.org.