Senior Market Risk Quant — Research, Modeling & Production

Bloomberg; New York (NY); On-site; USD 140,000 - 210,000; Full time

Job summary

Bloomberg's Quantitative Analytics team in New York seeks an experienced Market Risk quantitative analyst to research, prototype, document, and support Market Risk models across asset classes, including derivatives pricing, VaR and regulatory measures.

You will collaborate with Validation and Engineering, help deploy code to production, communicate technical concepts to clients and product teams, and contribute to project management and thought leadership through occasional research publications.

Qualifications

• Ph.D. or equivalent in a quantitative field.
• 4+ years of VP-level or equivalent Market Risk modeling experience.
• Expertise in multiple asset classes and regulatory calculations.
• Strong programming skills in C++ and Python.
• Experience with NLP techniques and ML in finance.
• Excellent communication and collaboration skills.

Responsibilities

• Research, prototype, implement, test, and document Market Risk models.
• Support production deployment with Validation and Engineering teams.
• Communicate modeling concepts to clients, product managers, and engineers.
• Coordinate team efforts and manage projects within QMLRA.
• Maintain thought leadership through publishing research.

Skills

C++ programming

Python programming

Market Risk modeling

Statistical methods

Machine learning

Quantitative finance

Project coordination

Communication

Documentation

NLP

Education

Ph.D. or equivalent in Mathematics/Statistics/Physics/Engineering/Quantitative Finance

Tools

C++

Python

Monte Carlo

Data analysis libraries

Job description

Bloomberg's Quantitative Analytics team in New York seeks an experienced Market Risk quantitative analyst to research, prototype, document, and support Market Risk models across asset classes, including derivatives pricing, VaR and regulatory measures.

You will collaborate with Validation and Engineering, help deploy code to production, communicate technical concepts to clients and product teams, and contribute to project management and thought leadership through occasional research publications.