Senior Quant Researcher, Enterprise Product - New York
We're Bloomberg. We sit at the heart of the financial markets, from the largest 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.
Our Trading Automation & Analytics team consists of physicists and mathematicians who built their careers with major asset managers, hedge funds and broker dealers across Equities, Fixed Income and FX trading. We see an opportunity in financial industry to create advanced trading tools and to make the markets more efficient. The innovative decision support tools and state-of-the-art quantitative models we build, help traders, portfolio managers, and CIOs, to make important decisions across the buy-side and sell-side.
Our Quants are resourceful, adaptable and collaborative. They combine their technical skills and product knowledge to craft unsurpassed solutions for our customers. If you are a creative, open-minded, and results oriented quant - keep reading. What's the role?
As a member of the Trading Research Quant team you will work with various asset classes, contributing to decision making and trading strategies. Trade Cost Analysis (TCA), Broker-Algo selecting tools, crowd-sourcing, alpha and risk modeling, market impact and optimizations are all part of this process. We will trust you to:
You will need to have:
- Create innovative frameworks and state-of-the-art quantitative models for a variety of our clients and job functions including traders, portfolio managers and CIOs.
- Participate in the full life-cycle workflow from hypothesis formulation, research and prototyping through to production release to clients.
We'd love to see:
- PhD/MS in science/math/engineering/operations research/quant finance
- Fluency in calculus and stochastic processes
- At least 4+ years of financial industry experience, preferably with Bonds, FX or Futures
- Experience building advanced statistical methods in a big data environment
- Numerical programming experience in Python
- A creative mind with attention to details and drive for results
- Comfort interacting with other quants, developers and product managers
If this sounds like you:
- Market microstructure and TCA knowledge
- Multi-asset experience
- Knowledge of Machine Learning Algorithms
- Solid programming experience, preferably with Python
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 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.