JobsQuantitative Analyst - FX Derivatives
Job description
The Quantitative Analyst role focuses on developing and delivering models for FX derivatives within Bloomberg's FX, Commodity, and Credit Quant Analytics team. The position requires deep expertise in FX derivatives and strong C++ development skills. The analyst will work across the full model lifecycle, from prototyping to deployment, while collaborating with internal stakeholders and engaging with clients. The role emphasizes problem-solving and enhancing the accuracy and performance of pricing models.
Requirements
- Hands-on experience with FX market conventions and derivatives pricing models
- Strong C++ development experience in a production environment
- Solid understanding of numerical methods used in derivatives pricing, such as Monte Carlo and PDE methods
- Experience working in collaborative, multi-developer environments
- Strong written and verbal communication skills
Responsibilities
- Act as a problem solver, tackling complex quantitative and engineering challenges
- Develop and integrate derivatives pricing models within Bloomberg's in-house C++ analytics libraries
- Proactively enhance the accuracy, robustness, and performance of market data models and pricing engines
- Contribute across the full development lifecycle, including prototyping, production deployment, and ongoing maintenance
- Communicate model behavior, results, and enhancements clearly to both internal teams and external clients
Benefits
- Bloomberg offers a comprehensive suite of benefits designed to support health, financial stability, and work-life balance.
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