Senior Derivatives Pricing & Risk Engineer

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

Job summary

Bloomberg’s Financial Engineering Services team seeks a Financial Engineer to design, test, and implement derivatives pricing and data workflows. You will collaborate with product managers, quantitative researchers, engineers, and sales to deliver best-in-class solutions for pricing, risk, and data challenges.

The role requires 5+ years in relevant front-office roles, strong modeling fundamentals, and experience communicating complex concepts to clients.

Qualifications

• At least 5+ years in a front-office quantitative, structuring, trading, risk, IPV, 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, and hedging/pricing methodologies.
• Experience communicating complex quantitative or valuation concepts to clients and internal stakeholders.

Responsibilities

• Develop and test pricing models and data for derivatives.
• Engage enterprise clients on valuation and data queries.
• Collaborate with product, quant, and engineering to build tools.
• Contribute to pricing templates and workflows for new business opportunities.

Skills

Derivatives pricing

Front-office quantitative

Client communication

Independent ownership

Education

Master’s degree in STEM/Quantitative Finance

PhD in STEM/Quantitative field

Tools

Pricing tool development

Financial libraries

Bloomberg data & analytics

Job description

Bloomberg’s Financial Engineering Services team seeks a Financial Engineer to design, test, and implement derivatives pricing and data workflows. You will collaborate with product managers, quantitative researchers, engineers, and sales to deliver best-in-class solutions for pricing, risk, and data challenges.

The role requires 5+ years in relevant front-office roles, strong modeling fundamentals, and experience communicating complex concepts to clients.