Location: New York,NY, USA
Every day, trillions of dollars pass through the Bloomberg Terminal. As a result, hundreds of thousands of financial professionals rely on our enterprise applications to manage their portfolios, execute their trades and analyze the markets. Bloomberg Engineers build the applications our clients rely on to not just stay informed, but stay ahead of the market. We connect supply and demand across all asset classes on worldwide exchanges.The Market Risk team in MARS is currently at the forefront of Bloombergs Risk offering. Our team builds Risk solutions for both buy-side and sell-side enterprise clients in the Terminal and programmatic APIs. We employ a wide range of technologies to help us manage our distributed calculation farm that handles billions of computations daily. We continue to expand our offering specifically in the risk domain, to support a wide range of technological and product requirements. Some of our recent work includes the speed up of VaR calculations and horizontal scaling of our calculation farms.
We'll trust you to:
Take ownership of technical solutions, development and delivery to production
Develop in all levels of an application stack, from the client to server side
Be open to learning and using any language needed for the role (mainly C++)
Youll need to have:
A Degree in Computer Science, Engineering, Mathematics, similar field of study or equivalent work experience.
Hands-on experience in developing risk solutions using C++ (or other object oriented language)
7 years of experience building software applications for the Fintech domain
Deep understanding of the Risk domain and regulations with emphasis on Market Risk (full valuation Value at Risk, term structure risk, historical and predictive stress test scenarios)
Deep knowledge of market risk factors and how they impact security valuations
Good understanding of cross assets pricing and valuation
Strong communication skills and ability to collaborate effectively across different stakeholders
Wed love to see:
Design experience in distributed systems
Experience in harnessing approximation methodologies to increase scalability
Experience in clients facing API development using Rest
Experience in producing technical requirements for financial products