Senior Software Engineer - Portfolio Risk
Bloomberg is the global leader in business and financial data, news, and insight. Using the power of technology, we connect the world’s decision makers to accurate information on the financial markets – and help them make faster, smarter decisions.
Bloomberg Portfolio Analytics (PORT) empowers the biggest players in the financial world to manage their portfolios, assess exposures, and make decisions that move the markets. Our flagship product on the Bloomberg Professional service is a mission-critical tool used daily by money managers, mutual funds, hedge funds, and pension funds around the world. PORT provides industry-leading quantitative financial tools to assess hidden and not-so-hidden risk factors and build robust, optimized portfolios for the future. We are experiencing tremendous growth of our products and user base, and we are constantly looking to innovate upon our existing software and technologies.
The PORT Risk team crafts calculators for risk analytics including VaR & Tracking Error using various methodologies such as Monte Carlo, simulations, and parametric. Our portfolio optimization products automatically rebalance a user's portfolio given a specific user-defined strategy of goals, constraints, and trading universes that are mapped to a mixed-integer quadratic problem. We utilize a variety of modern technologies including C++ quantitative libraries, CPLEX, Apache Spark, Cassandra, and machine learning. Our latest high-profile initiative is opening up APIs to allow sophisticated users to access the risk analytics and optimization engines programmatically.
We'll trust you to:
You'll need to have:
We'd love to see:
While these are examples of skills that will help you be successful in this role, they are not exhaustive or comprehensive, and we encourage you to apply if you believe this role is a great next step for your career.
Bloomberg is an equal opportunities employer, and we value diversity at our company. We do not discriminate on the basis of race, religion, color, national origin, gender, sexual orientation, age, marital status, veteran status, or disability status.
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