Job Description
Bloomberg's Financial Engineering Services team concentrates on offering premium structuring, valuation and risk services to our clients including cross-asset flexible, customizable tools and models that illustrate valuation transparency. Our models are fed with high-quality data giving our clients the context they need, so they can trade expertly and stay ahead of the markets.As a Financial Engineer, we'll expect you to:Interact with production clients on queries including price challenges, model/data validation requests, workflow testing, etc.Work with the sales team in new client engagements, often involving in-person client visits as well as conducting in-depth product testing and coverage checks/validationAs a derivatives SME (Subject Matter Expert), collaborate with internal stakeholders, including quants, engineers, data/product owners and drive new enhancements in our valuation/data platformStay up-to-date with the latest developments in derivatives, including market evolutions and new pricing methodologiesBuild custom scripts to price bespoke payoffs based on term sheets provided by clients. Financial Engineers with extensive coding experience may also be involved in building sophisticated pricing solutions in a rapid development environment
Responsibilities + Skills
Education
Master's degree or PhD in STEM or quantitative financeExperience using Bloomberg, and other derivative pricing platformsTechnical experience with financial libraries and a solid understanding of Windows/Unix/Linux systems
Experience
Proven understanding of derivatives models in at least one major asset class, including market conventions, vanilla/exotic options, and market practices regarding bespoke exotic valuation and hedging
