Derivatives professionals require accurate valuations to assess risk and move with confidence. We provide an integrated solution for every step of the derivatives workflow, across all asset classes. Our models are fed with high quality data giving you the context you need, so you can trade confidently and stay ahead of the markets.
What's the role?
You will be joining a specialised area of Bloomberg that concentrates on offering premium structuring, valuation and risk services to our clients including cross-asset flexible, customisable tools and models that illustrate valuation transparency.
Your familiarity with bespoke derivatives term sheets, and the industry standard valuation models and "street practices" used for security valuation and portfolio risk analysis will allow you to successfully contribute to the team. Valuation will rely heavily on the appropriate choice and use of pricing models (combined with appropriate adjustments when necessary). Your ability to assess if the model results are reasonable is essential.
You will be also responsible of maintaining and upgrading the (off-terminal) OTC pricing platform jointly with the IT department of the firm. Familiarity with Python and Javascript in a professional environment are essential.
As a member of the team you will be have regular contact with clients so you will need to have strong communication skills. Additionally, you will be working with various people from external clients (traders, sales, buy side, institutional investors), and internal sales specialists, to developers and quants.
You'll need to have:
- Master's degree in a technical area (such as Math, Physics or Engineering), quantitative finance field required. PhD a plus.
- +18 months recent experience at a Dealer (or at other top financial institutions) in financial engineering, quantitative modelling, structuring of OTC Derivatives/Structured Notes. Experience as a trader is a plus.
- A proven track-record in developing Python/Javascript libraries for financial applications in a professional environment. Hands-on knowledge of C++, C# is a plus.
- Derivatives modelling experience (possibly, X-assets) including: vanilla& structured products, market conventions, and practices regarding bespoke exotics valuation and hedging.
- Excellent written and verbal communication skills.
- Ability to articulate clearly in group presentations and in interactions with clients, via phone or face-to-face.
- Ability to work in a fast-paced, complex and cross-asset environment.
- Ability to work with multiple groups across reporting lines.
We'd love to see:
- Experience using Bloomberg, and other derivative pricing platforms
If this sounds like you:
Apply if you think we're a good match. We'll get in touch with you to let you know the next steps but in the meantime feel free to browse this: http://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.
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