Quantitative Analyst - Fx Derivatives

Bloomberg LP

New York, US
Base: $155,000 - $285,000 usd annual; bonus/equity...
On-site
Deep expertise in fx derivatives
Strong c++ development experience
Numerical methods like monte carlo
The role involves developing and integrating derivatives pricing models within Bloomberg's in-house C++ analytics libraries across FX and other asset classes

Job Summary

  • The role involves developing and integrating derivatives pricing models within Bloomberg's in-house C++ analytics libraries across FX and other asset classes.
  • Candidates will contribute across the full model lifecycle from prototyping to production deployment while collaborating closely with internal stakeholders.
  • The position offers a competitive salary range of $155,000 to $285,000 USD annually plus comprehensive benefits including 401(k) matching.

Matching Summary

The role involves developing and integrating derivatives pricing models within Bloomberg's in-house C++ analytics libraries across FX and other asset classes.

Salary

Base: $155,000 - $285,000 USD Annual; Bonus/Equity: Incentive compensation (exempt roles only); Benefits: Comprehensive plan including medical, dental, vision, 401(k) match

Skills & Requirements

Must-have

  • Deep expertise in FX derivatives
  • Strong C++ development experience
  • Numerical methods like Monte Carlo
  • Production environment coding skills
  • Collaborative multi-developer environments

Nice-to-have

  • Ph.D. in quantitative discipline
  • Direct client engagement experience
  • Clear communication of model results
  • Experience with other asset classes

Key Requirements

  • Hands-on experience with FX market conventions
  • Solid understanding of numerical methods
  • Strong written and verbal communication skills
  • Ph.D. preferred but not explicitly mandatory

Work Rights

Not specified

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