2 months ago
Base Salary
$165k - $260k/yr
Responsibilities
- Conduct research and analysis to solve technical challenges in financial asset pricing.
- Conceptualize, develop, evaluate, and continuously improve mathematical and data-driven pricing models.
- Translate algorithms into code and take research models through productionization.
- Analyze medium and large datasets to identify patterns and insights.
- Integrate academic and industry research into pricing methodologies.
- Collaborate with cross-functional teams to develop, test, monitor, and maintain production systems.
Requirements
- Ph.D. in Mathematics, Physics, Statistics, Electrical Engineering, Computer Science, Operations Research, Machine Learning, or a similar field from a top-tier institution.
- At least 3 years of experience in fixed income valuation on the buy or sell side.
- Experience with probability and statistics for financial process modeling, advanced machine learning, and pattern recognition.
- Strong practical computing skills for delivering statistical and machine learning models.
- Experience designing, building, evaluating, and maintaining statistical or machine learning solutions in production is preferred.
- Experience with object-oriented languages is preferred.
- Publications in top conferences and journals are a strong plus.
Benefits
- Collaborative, flat organizational structure with cross-functional work across AI, product, and technology teams.
- Opportunities for growth in skills and impact, with a supportive environment and work-life balance.
- Casual office environment.
- Benefits may include merit increases, incentive compensation for exempt roles, paid holidays, paid time off, medical, dental, vision, short- and long-term disability, 401(k) match, life insurance, and wellness programs.
Categories
About Bloomberg
Bloomberg is a global leader in business and financial information, delivering trusted data, news, and insights that bring transparency and efficiency, and fairness to markets. We help connect influential communities across the global financial ecosystem via reliable technology solutions that enable our customers to make more informed decisions and foster better collaboration. We challenge the status quo through constant innovation. We collaborate broadly because we know that other perspectives matter. We put our customers first, as a guiding beacon. And we believe doing the right thing – by our people, our clients, and our communities – is the best thing for our business.