The Bloomberg's FX/Commodity/Credit Quant Analytics team is responsible for prototyping, implementing, and deploying models for derivative market data, pricing, and risk calculations in areas of the FX, Commodity and Credit for all 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 derivatives analytics.
The group seeks a quant developer with extensive experience on implementing and supporting derivative models in C++, specific to FX derivatives. You will participate in many stages of quantitative model development ranging from prototyping, production implementation, deployment and ongoing maintenance, as well as interaction with clients.

We’ll trust you to:

Implement and integrate derivatives pricing models in the existing in-house FX/Commodity/Credit C++ derivatives pricing libraries
Improve accuracy and performance of existing market data models
Improve accuracy and performance of existing pricing engines
Document and communicate findings to internal and external clients as necessary

You'll need to have:

Prior experience on FX derivative pricing models
Masters degree in a technical discipline (mathematics, finance, physics, engineering, or similar field).
Proven C++ experience
Demonstrated knowledge of numerical techniques employed in derivatives pricing models (Monte Carlo, PDE methods often used in calibration and pricing, analytical)
History of team collaboration and comfort in a multi-developer environment with a facility for interacting with quants, IT groups and product managers
Strong oral and written interpersonal skills
Knowledge of market conventions or pricing models in relevant asset classes

We’d love to see:

If this sounds like you:

Apply if you think we’re a good match.

We’ll get in touch with you to let you know the next steps, but in the meantime feel free to browse this: http://www.bloomberg.com/professional
Bloomberg is a disability-inclusive employer. 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. 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 amer_recruit@bloomberg.net.

Salary Range: 155,000 - 285,000 USD Annually + Benefits + Bonus

The referenced salary range is based on the Company's good faith belief at the time of posting. Actual compensation may vary based on factors such as geographic location, work experience, market conditions, education/training and skill level.

We offer one of the most comprehensive and generous benefits plans available and offer a range of total rewards that may include merit increases, incentive compensation [Exempt roles only], paid holidays, paid time off, medical, dental, vision, short and long term disability benefits, 401(k) +match, life insurance, and various wellness programs, among others. The Company does not provide benefits directly to contingent workers/contractors and interns.

Quantitative Developer - FX Commodities Credit - Quant Analytics

We’ll trust you to:

You'll need to have:

We’d love to see:

If this sounds like you:

Apply if you think we’re a good match.