Financial Engineer - Enterprise Products

Derivatives professionals require accurate valuations to assess risk and move with confidence. We provide an integrated solution for every step of the derivatives workflow, across all asset classes. Our models are fed with high quality data giving you the context you need, so you can trade confidently and stay ahead of the markets.

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/validation
• As a derivatives SME (Subject Matter Expert), collaborate with internal stakeholders, including quants, engineers, data/product owners and drive new enhancements in our valuation/data platform
• Stay up-to-date with the latest developments in derivatives, including market evolutions and new pricing methodologies
• Build 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

• 5+ years of work experience in a front-office quantitative role or experience from a derivatives vendor*
• Proven understanding of derivatives models in at least one major asset class (Rates/Equities/FX/Credit/Commodities), including market conventions, vanilla/exotic options, and market practices regarding bespoke exotic valuation and hedging
• Proven effective communication with internal and external stakeholders

• Work experience in interest rate and/or credit derivatives
• Master's degree or PhD in STEM or quantitative finance
• Experience using Bloomberg, and other derivative pricing platforms
• Technical experience with financial libraries and a solid understanding of Windows/Unix/Linux systems
• Work experience in financial engineering, structuring, and/or trading OTC Derivatives/Structured Notes
• Ability to work in a fast-paced, sophisticated and cross-asset environment
• Ability to work with multiple groups across reporting lines and collaborate across teams
• Familiarity with industry standard valuation models and "street practices" used for security valuation and portfolio risk analysis

 
*Please note we use years of experience as a guide, but we will certainly consider applications from all candidates who are able to demonstrate the skills vital for the role.

We'll get in touch with you to let you know next steps. In the meantime, check out https://www.bloomberg.com/company/what-we-do/

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