Software Developer- Quant Infrastructure

  • Competitive
  • New York, NY, États-Unis New York NY US
  • CDI, Plein-temps
  • Bloomberg
  • 22 mai 18 2018-05-22

Software Developer- Quant Infrastructure

We're Bloomberg. We sit at the heart of the financial markets, from the largest super sell side institutions right through to the two person hedge fund - we're an integral part of the financial markets workflow in every corner of the world. We provide our users with up to the millisecond market moves and analytics as well as connecting them with their counterparts and the wider community of 325,000 Bloomberg Terminal subscribers.

What's the role?
You will be a senior Quantitative Developer who will join a fantastic team in New York who produce high quality Financial Modeling software. We have an **awards winning** innovative product employing "groundbreaking" solutions and technologies (including significant functional programming investments in the [OCaml]( http://ocaml.org ) programming language).

The Developer will be working within a team of 50 or so Quantitative Analyst and Computer Scientist professionals developing software libraries; implementing numerical analysis applied to the valuation and risk management of derivative securities. So you'll need to be fluent in practical mathematics, experienced at software design & implementation and have effective communication and interpersonal skills.

You'll need to have:

  • An advanced degree in Mathematics, Physics, Engineering or Computer Science
  • Exceptional C++ (11/14/17) skills and intimate familiarity with STL (structures and algorithms.
  • Extensive experience (7+ years) in design and implementation of high performance multi asset derivatives pricing library frameworks.
  • Knowledge of derivatives models, numerical methods and experience with Monte Carlo and PDE frameworks.
  • "At home" on both Linux and Windows and working experience with Visual Studio/gcc/clang, git and systems administration.
  • Competent in scripting and shell skills (e.g. Python, bash)
  • Outstanding oral and written interpersonal skills
  • Advocate for Continuous Integration, testing and modern software engineering practices (including peer reviews and technical documentation)
  • Self-reliant collaborator who loves sharing knowledge, helping people and interacting with others;
  • An exhibitor of attention to detail, someone who strives for perfection but knows when and how much to let go when circumstances demand

We'd love to see:
  • Knowledge/experience with Google Protocol buffers
  • Understanding of concurrency in C++
  • Exposure to cluster/grid computing
  • Experience in symbolic computation and/or functional programming (or a desire to learn)
  • Experience with algorithmic differentiation

If this sounds like you:
Apply if you think we're a good match and we'll get in touch with you to let you know next steps. In the meantime, check out:
https://www.bloomberg.com/professional

We are an equal opportunity 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.