The Senior Quant/ML Engineer role at Bloomberg focuses on applying mathematics, statistics, and machine learning within the Fixed Income domain. The team is part of the Engineering Artificial Intelligence department, which consists of over 400 AI practitioners. The main objective is to develop and improve asset pricing models while collaborating with cross-functional teams. Candidates will engage in research and analysis to solve complex technical challenges in financial asset pricing.

• Ph.D. in 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 in Fixed Income valuation within the buy or sell side.
• Experience designing, building, evaluating, and maintaining statistical and/or Machine Learning solutions in production.
• Proficiency in probability and statistics to support time modeling of financial processes.
• Strong practical computing skills to support the delivery of statistical and ML models.
• A track record of authoring publications in top conferences and journals is a strong plus.

• Conduct research and analysis to solve complex technical challenges in financial asset pricing.
• Conceptualize pricing methodologies and develop mathematical and data-driven models.
• Integrate cutting-edge academic and industry research into models and methodologies.
• Collaborate with cross-functional teams to develop, test, monitor, and maintain robust production systems.
• Continuously improve mathematical and data-driven models while translating algorithms into code.

• Bloomberg offers a comprehensive suite of benefits designed to support health, financial stability, and work-life balance.