Cross-Asset Derivatives Engineer, Client‑Facing

Wolfram; New York (NY); On-site; USD 140,000 - 200,000; Full time

Job summary

Bloomberg L.P. is seeking a Financial Engineer to join a rapidly expanding team focused on bespoke derivatives valuation, risk analysis and client-facing model delivery.

You will work across asset classes with traders, sales and quants to provide pricing transparency and robust risk metrics. Ideal candidates hold a Master’s in a technical field (PhD a plus) and have 2+ years of experience in financial engineering, with strong coding skills in Matlab/Mathematica and familiarity with C/C++.

Qualifications

• Master’s degree in a technical area (Math, Physics or Engineering); PhD in mathematical finance a plus.
• 2+ years’ experience in financial engineering, structuring, or trading at a dealer or top financial institution.
• Cross-asset derivatives and market risk experience.
• Strong understanding of derivatives models, market conventions, vanilla/exotic options, and bespoke valuation/hedging practices.
• Excellent written and verbal communication; able to present to clients and colleagues.

Responsibilities

• Engage in a client-facing role with traders, sales, buy-side and internal stakeholders.
• Contribute to the development and use of pricing models and valuation tools across assets.
• Collaborate across reporting lines to deliver models, risk insights and valuation transparency to clients.

Skills

Communication

Cross-asset

Derivatives pricing

Analytical thinking

Education

Master's degree in Math/Physics/Engineering

PhD in mathematical finance a plus

Tools

Matlab

Mathematica

C/C++

Bloomberg

Job description

Bloomberg L.P. is seeking a Financial Engineer to join a rapidly expanding team focused on bespoke derivatives valuation, risk analysis and client-facing model delivery.

You will work across asset classes with traders, sales and quants to provide pricing transparency and robust risk metrics. Ideal candidates hold a Master’s in a technical field (PhD a plus) and have 2+ years of experience in financial engineering, with strong coding skills in Matlab/Mathematica and familiarity with C/C++.