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Senior Quant/ML Engineer - Fixed Income - Artificial Intelligence

Location

New York

Business Area

Engineering and CTO

Ref #

10045737

Description & Requirements

Bloomberg’s Engineering Artificial Intelligence department has 400+ AI practitioners building highly sought after products and features that shape global markets. In our fast-paced Fixed Income domain, you’ll apply mathematics, statistics, machine learning and modern programming frameworks over vast data sources to accurately price millions of securities. You will research methods to offer transparency and accuracy within Fixed Income markets, and you will move Bloomberg’s business forward by assessing, improving, and implementing modern asset pricing models.

We are looking for people who are naturally curious, take ownership, are relentless problem solvers, and have the desire to continuously innovate, learn, and grow within the field of Fixed Income and Credit pricing.

You'll have the opportunity to:

+ Conduct research and analysis to solve complex technical challenges in financial asset pricing within a highly collaborative environment.

+ Conceptualize pricing methodologies, develop and continuously improve mathematical and data-driven models, all while translating algorithms into code.

+ Increase your competency of technical skills as you work on models as research projects, from idea to productionization.

+ Integrate cutting-edge academic and industry research into models and methodologies, staying ahead of emerging developments to drive continuous innovation.

+ Collaborate with cross-functional teams to develop, test, monitor and maintain robust production systems.

You'll need to have:

+ Ph.D. in the fields of Mathematics, Physics, Statistics, Electrical Engineering, Computer Science, Operations Research, Machine Learning or a similar field from a top tier institution.

+ 3+ years of proven experience on Fixed Income valuation within the buy or sell side. A track record designing, building, evaluating, and maintaining statistical and/or Machine Learning solutions in production is a plus.

+ Experience working with, analyzing and extracting patterns and insights from medium size and large datasets is a must.

+ Proficiency in probability and statistics to support time modeling of financial processes, advanced machine learning, pattern recognition, etc.

+ Strong practical computing skills to support the delivery of statistical and ML models. Experience with object oriented languages is a plus.

+ A creative, rigorous approach to developing and testing novel methods and technologies.

+ A track record of authoring publications in top conferences and journals is a strong plus.

We offer you:

+ A flat structure and very collaborative environment of like-minded individuals with strong passion for solving technically challenging problems in an open communication environment.

+ State of the art tech stack to support your day-to-day activities.

+ Tangible growth in skills and impact through the cross-collaboration between AI, Product and technology teams in an open and transparent manner.

+ The ability to work in financial asset pricing in a supportive environment with work-life balance and a casual office environment.

Salary Range = 165000 - 260000 USD Annually + Benefits + Bonus

The referenced salary range is based on the Company's good faith belief at the time of posting. Actual compensation may vary based on factors such as geographic location, work experience, market conditions, education/training and skill level.

We offer one of the most comprehensive and generous benefits plans available and offer a range of total rewards that may include merit increases, incentive compensation (exempt roles only), paid holidays, paid time off, medical, dental, vision, short and long term disability benefits, 401(k) +match, life insurance, and various wellness programs, among others. The Company does not provide benefits directly to contingent workers/contractors and interns.

Discover what makes Bloomberg unique - watch our for an inside look at our culture, values, and the people behind our success.

Bloomberg is an equal opportunity employer and we value diversity at our company. We do not discriminate on the basis of age, ancestry, color, gender identity or expression, genetic predisposition or carrier status, marital status, national or ethnic origin, race, religion or belief, sex, sexual orientation, sexual and other reproductive health decisions, parental or caring status, physical or mental disability, pregnancy or parental leave, protected veteran status, status as a victim of domestic violence, or any other classification protected by applicable law.

Bloomberg is a disability inclusive employer. Please let us know if you require any reasonable adjustments to be made for the recruitment process. If you would prefer to discuss this confidentially, please email [email protected]