Bloomberg Senior Interest Rate Derivatives Financial Engineer in New York, New York
Job Requisition Number: 68500
Bloomberg's Financial Engineering group provides our client base with dealer quality, independent OTC derivative valuations across a wide spectrum of asset classes.
You will be part of a dynamic and diverse group of expert practitioners, with a passion for analytical thinking and innovation. This highly successful team retains over 450 clients globally and is part of the Bloomberg core OTC derivatives product group.
In this fast-paced, client-facing role, you will need to draw on strong quantitative skills to solve the ever-changing valuation needs of clients spanning hedge funds, asset managers and sell-side institutions to name a few. Our work is a blend of quantitative analysis, product management, business development and relationship management. You will actively collaborate with internal quants, product managers and software engineers on pricing developments to continually ensure a best-of-breed product.
You’ll need to have:
- Minimum of 5-10 years experience, with a significant portion spent at a top-tier dealer, as an OTC derivative trader, quantitative analyst or structurer
- Master's degree in a technical area such as: Math, Physics, Financial Engineering, etc. (PhD in a related subject is a plus)
- Significant experience with current market standards for both vanilla and exotic interest rate modelling including SABR, Libor Market Model
- Experience with Python, Git (version control), SQL.
- Strong presentation skills with an ability to articulate complex subject matter clearly with clients, via phone or face-to-face.
- Excellent written and verbal communication skills.
- Creative, passionate, highly motivated
We'd love to see:
- Experience using the Bloomberg terminal.