Bloomberg Analytics - Advanced Specialist, Quant & Derivatives - Sydney in Sydney, Australia
Job Requisition Number: 72368
We are a group of highly technical individuals who provide top-level support for Bloomberg’s Quantitative clients, whilst working alongside Enterprise Sales and Product to assist in closing high-revenue business. Our Quant Analytics team is part of Advanced Specialists group in the APAC Analytics department, focusing on Cross Asset Derivatives, BQuant, BQL, and CS.NET/APPS SDK.
A typical day in the team can include the following:
- Scripting customized derivative payoffs using Bloomberg Language (BLAN) in our cross asset Derivatives Library (DLIB) for both sell-side and buy-side clients. Working with Product, Sales, Financial Engineering and R&D, your delivery will be critical to the success of large enterprise deals
- Interacting with Bloomberg’s most quantitative client base, where you will be using your coding skills to solve problems using Bloomberg Query Language (BQL), Bloomberg Quant (BQNT) and WAPI (BLPAPI). We use the latest technology available and always look for innovative ways of analysing and visualising data
- Creating and teaching in-depth courses. We focus not only on asset class specific courses (FX, Fixed Income), but also run courses for Cross Asset Derivatives (Equity, FX and Fixed Income) and Coding (BQNT, WAPI) in order to provide a deeper understanding of market theory and Bloomberg Functionality. This knowledge allows all representatives in the department to have a stronger and deeper understanding of the financial markets and what our most sophisticated clients do. Our courses are attended by Analytics, Sales, Product and Global Data representatives
- Answering live questions from clients on the most technical topics, both through our IB messaging system and well as virtual and face to face client meetings. Examples include explaining how our volatility cube is stripped; calibration of our SLV model for FX exotics; pricing a TARF or writing a Python query which retrieves index and member weights, and parsing them into a pandas DataFrame or providing sample scripting on client’s term sheets to promote adoption of DLIB
- Continuously looking to maintain an edge in knowledge and expertise by accessing online courses or going through other qualifications like CQF/CFA
We’ll trust you to:
- Provide top quality support to our Quant and Derivatives community clients via our IB chat or email
- Work closely with Sales and Product to ensure high-revenue deals in the Quant/Valuation/Risk space are closed by handling all technical aspects of the sales process
- Have a good understanding of Python Data Structures, structured products and have the ability to teach the knowledge effectively to your peers with less experience in the subject matter
- Have a good understanding of the regulatory landscape (PRIIPs, 871m, FRTB, SIMM etc.) and be able to use that knowledge to identify potential business opportunities.
- Build and maintain relationships with Bloomberg’s Quant community by visiting and training them on relevant functionality such as CS.Net, BQL, BQNT, DLIB or MARS API.
- Become a subject matter expert in derivatives and our programmatic solutions, and be the focal contact point for both internal stakeholders and clients. Liaise with Product, Software Engineering and our clients to help prioritise and push for enhancements and fixes.
- Attend product release calls to quickly learn and teach the new products to your peers
- Have a relentless drive and desire to learn and solve problems as you will often face ones no one experienced before
- Create and maintain documentation and training content (Jupyter/BQNT Notebooks, BLAN Scripts, Excel files, PowerPoint Presentations) to be used by clients and other Analytics reps.
- Provide top quality support to our Quant and Derivatives community clients via MSG, IB or our live ADSK system.
You will learn on the job:
- Enterprise access to premium online learning portals with finance and coding related courses. The ability to take Certificate in Quantitative Finance (CQF), or CFA, FRM or another external programme.
- Deep understanding of derivatives valuation, modelling and quantitative strategies across Equities, Commodities, FX and FI.
- Understanding of our client’s workflows, and the umbrella of Bloomberg solutions available to them.
- In depth understanding of Bloomberg’s various APIs and Toolkits.
- Latest open source technologies used by the Data Science community spanning advanced data visualization, widgets and analytics.
You’ll need to have:
- Minimum 2-year experience in a technical, client facing role.
- Advanced coding skills in Python or R, coupled with a basic understanding of data structures and algorithms
- University degree in a quantitative subject
- Hunger to learn and share your success with others
- Impeccable communication skills
- Business acumen and an eye for spotting revenue opportunities
We’d love to see:
- Prior front-office market experience in any asset class
- Experience with Machine Learning in the context of finance
If this sounds like you:
Apply if you think we're a good match. We'll get in touch to let you know what the next steps are, but in the meantime feel free to have a look at this: https://www.bloomberg.com/professional/
Bloomberg is an equal opportunities employer and value diversity at our company. We do not discriminate on the basis of race, religion, colour, national origin, gender, sexual orientation, age, marital status, veteran status, or disability status.