Senior Software Engineer - Derivatives Data Analytics - #156620

Bloomberg


Date: 02/23/2021 20:00 PM

City: New York, New York

Contract type: Full Time

Work schedule: Full Day

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

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

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