The Role:

Bloomberg’s Cross Asset Portfolio Analytics team is one of the fastest growing teams in the company. The team deals with software and analytics required by a variety of trading, risk management, hedging and regulatory reporting applications. Our products are used by front, middle and back offices of the major financial institutions. The Multi Asset Risk System (MARS) Platform deals with large portfolios consisting of cross asset derivatives – interest rate, credit, FX, equity, and fixed income. The platform supports millions of calculations that drive various analytics such as VAR, CVA, CSA, and margin calculations. The Bloomberg Valuation Service (BVAL) combines a unique market insight, sophisticated quantitative models and data from over 4,000 contributing sources to rapidly produce credible and defendable valuations for over-the-counter derivatives. We are looking for dedicated and driven software developers with strong technical and programming skills, excellent problem solving ability and appreciation for the scope and impact of their work. A successful candidate will have to solve large scale distributed computation problems to manage millions of calculations bringing together billions of data points every day in an efficient and fault-tolerant fashion. Our team applies broad financial and mathematical knowledge across a range of asset types to develop a constantly growing set of analytics. The scale of such intensive calculations offers deep opportunities for optimizing the system using distributed computing frameworks. Experience with big databases (Hbase, Cassandra), stream processing (Storm/Kafka), and distributed load balancing/scheduling is desirable. A background in finance and derivatives is a plus, but not a requirement. The team works extensively with groups all over the firm including trading systems, quantitative teams, pricing and market data teams, business management, data analysts etc. As such, strong communication skills and the ability to do well in a collaborative environment are paramount.

Responsibilities:

• Design, code, implement, and test new features of the MARS and BVAL platforms(mostly C++)
• Work with product managers to translate and understand product specifications accurately
• Manage projects, including estimation, scheduling, milestone tracking, risk management, and project status reporting