Lead Derivatives Engineer - Pricing & Risk Analytics

Bloomberg L.P.; New York (NY); On-site; USD 140,000 - 240,000; Full time

Benefits offered by this job

Health benefits

Bonus eligible

401(k) +match

Job summary

Bloomberg L.P. is seeking a Financial Engineer for the Core Product team in New York to advance derivatives pricing, data integration, and risk analytics.

You will partner with product managers, quants, engineers and sales to design, build, and test pricing workflows and tools. Candidates should have 5+ years in front-office quantitative or related roles, deep knowledge of derivatives pricing models across asset classes, and experience communicating complex concepts to clients.

Qualifications

• 5+ years in a front-office quantitative, structuring, trading, risk, IPV, financial engineering, or derivatives vendor role.
• Strong knowledge of derivatives pricing models in at least one major asset class.
• Understanding of market conventions, vanilla and exotic derivatives, hedging and pricing methodologies.
• Experience communicating complex quantitative concepts to clients and internal stakeholders.
• Strong ownership, ability to work independently and drive tasks to completion.

Responsibilities

• Serve as derivatives SME, partnering with data, product, quant and engineering teams to develop pricing, data and risk platform.
• Engage enterprise clients on valuation and data queries, including price challenges and workflow testing.
• Partner with sales on new client opportunities, including meetings and product demos.
• Stay current on derivatives market developments and pricing methodologies.
• Help build a catalogue of pricing templates for structured products and exotic instruments.
• Contribute to development of pricing tools and rapid prototyping for strong coding candidates.

Skills

Derivatives pricing

Client communication

Independent work

Pricing methodology

Education

Master's degree or PhD

Tools

Bloomberg

Pricing tools

Job description

Bloomberg L.P. is seeking a Financial Engineer for the Core Product team in New York to advance derivatives pricing, data integration, and risk analytics.

You will partner with product managers, quants, engineers and sales to design, build, and test pricing workflows and tools. Candidates should have 5+ years in front-office quantitative or related roles, deep knowledge of derivatives pricing models across asset classes, and experience communicating complex concepts to clients.