What's the role? You will be joining a specialized area of Bloomberg that concentrates on offering premium structuring, valuation and risk services to our clients including cross-asset flexible, customizable tools and models that illustrate valuation transparency.
Your familiarity with bespoke derivatives, 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. Coding experience in finance/derivatives is a plus.
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:
At least 3 years experience in a a front office quantitative role or similar experience from a derivatives vendor
Strong understanding of derivatives models in at least 1 major asset class, including market conventions, vanilla/exotic options, and market practices regarding bespoke exotic 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 and collaborate across teams
We'd love to see:
Experience in interest rate and/or credit derivatives
Master's degree in a technical area (such as Math, Physics or Engineering), quantitative finance field required. PhD a plus
Experience using Bloomberg, and other derivative pricing platforms
Coding experience with financial libraries. Working knowledge with Windows/Unix/Linux systems
Recent experience at a Dealer (or at other top financial institutions) in financial engineering, structuring, and/or trading OTC Derivatives/Structured Notes
We are an equal opportunity employer and value diversity at our company. We do not discriminate on the basis of race, religion, color, national origin, gender, sexual orientation, age, marital status, veteran status, or disability status.