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Quantitative Analyst, Climate Risk

Quantitative Analyst, Climate Risk
New York, US
155,000 - 285,000
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Job Description

Bloomberg's Quantitative Analytics Team is responsible for modeling, implementing and deploying derivatives pricing models across all asset classes, as well as market and credit risk models, supporting the entire suite of Bloomberg products and services. This includes its terminal with 300,000+ clients, trading system solutions, enterprise risk management, and derivatives valuation service. The team ensures that state-of-the-art models driven by high quality market data are brought together in robust, fast and accurate implementations, keeping Bloomberg at the cutting-edge of pricing and risk analytics.

The group seeks a quant analyst with experience working on designing and implementing climate risk models and their link to market and credit risk models. You will participate in many stages of quantitative developments as well as interaction with relevant stakeholders and clients.

We’ll trust you to:

  • Understand and validate third-party models to identify and address their possible weaknesses and gaps, and perform a thorough analysis of the data they are using
  • Document third-party methodology for portfolio climate scoring and impact aggregation
  • Research on and develop climate risk models for estimating physical as well as transition risk
  • Develop a model to map climate risk scenarios into potential financial impacts on portfolios, companies and instruments
  • Document and communicate findings to internal and external clients as necessary

You'll need to have:

  • Master's degree
  • Proven knowledge of climate risk models, and how they can be linked to macro-economic models and credit risk models
  • Demonstrated knowledge of actuarial science and statistical analysis
  • Python programming skills
  • Demonstrated effective communication with both internal and external stakeholders 

We’d love to see:

  • PhD in a technical discipline (mathematics, finance, physics, engineering or similar field)
  • History of team collaboration and comfort in a multi-developer environment with a facility for interacting with quants, IT groups and product managers
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