Fixed Income Pricing Quant Developer Job (New York, NY, USA): Job Requisition Number:41079 The Role: The Bloomberg Fixed Income Real-Time Algos team provides intraday pricing on a wide variety of bonds and CDS that give our clients unprecedented transparency into OTC markets. Our group is responsible for developing and supporting several Real-Time pricing engines customized for different use cases. Our systems must be accurate, efficient, have very high up-time, and process large sets of data in real time. The group is a mix of quantitative researchers and software developers focused on building the very best engines and producing the best estimations of markets globally. We are currently seeking a highly talented and motivated quantitative developer to work with the team to design and build our newest Real-Time engine (BMRK), which is focused on market-calibrated pricing of both liquid and illiquid parts of the trade-able bond universe on a very small time-scale (updates every 5-10 seconds). The successful candidate will participate in the full life-cycle of quantitative development including model research, prototyping, production implementation, deployment, and interaction with internal and external clients. The candidate will also have the opportunity to contribute to the other engines being supported by the group as we continually review our methodologies for accuracy and best practices. Qualifications: - 1 plus year of professional experience - Advanced degree in Mathematics, Statistics, Physics, Engineering, Finance or related field. A PhD is highly desirable. - Hands-on experience with C/C++ Quantitative Development. Experience with Python, MATLAB, Mathematica or R is a plus. - Strong understanding of financial concepts including Fixed Income, Credit, callable bonds, curves, and relative value - Solid understanding of statistics, probability, inverse problems, stochastic calculus, financial and econometric models, as well as estimation and calibration techniques - Strong problem formulation and problem solving skills - Strong communication skills and ability to work in a multi-team environment - Experience with handling large scale data sets - Proven track record of working in a fast-paced real-time delivery environment The Company: Bloomberg, the global business and financial information and news leader, gives influential decision makers a critical edge by connecting them to a dynamic network of information, people and ideas. The companys strength - delivering data, news and analytics through innovative technology, quickly and accurately - is at the core of the Bloomberg Professional service, which provides real time financial information to more than 315,000 subscribers globally. Bloombergs enterprise solutions build on the companys core strength, leveraging technology to allow customers to access, integrate, distribute and manage data and information across organizations more efficiently and effectively. Through Bloomberg Law, Bloomberg Government, Bloomberg New Energy Finance and Bloomberg BNA, the company provides data, news and analytics to decision makers in industries beyond finance. And Bloomberg News, delivered through the Bloomberg Professional service, television, radio, mobile, the Internet and three magazines, Bloomberg Businessweek, Bloomberg Markets and Bloomberg Pursuits, covers the world with more than 2,400 news and multimedia professionals at more than 150 bureaus in 73 countries. Headquartered in New York, Bloomberg employs more than 15,000 people in 192 locations around the world.TAWZIF
Posted on: Fri, 11 Jul 2014 05:46:20 +0000
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