Job Information
Bloomberg Quantitative Analyst - FX Derivatives in New York, New York
Quantitative Analyst - FX Derivatives
Location
New York
Business Area
Product
Ref #
10050312
Description & Requirements
Bloomberg’s FX, Commodity, and Credit Quant Analytics team develop and delivers models for derivative market data, pricing, and risk across Bloomberg’s full suite of products and services. These include the Bloomberg Terminal (serving 300,000+ clients), trading solutions, enterprise risk platforms, and derivatives valuation services.
We are seeking a Quantitative Analyst with deep expertise in FX derivatives and strong C++ development experience. You will contribute across the full model lifecycle from prototyping and production implementation to deployment and continuous enhancement while collaborating closely with internal stakeholders and engaging directly with clients.
We’ll trust you to:
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 across FX and other asset classes
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
You’ll need to have:
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 (e.g., Monte Carlo, PDE methods, analytical approaches)
Experience working in collaborative, multi-developer environments, with the ability to engage effectively with quants, engineers, and product stakeholders
Strong written and verbal communication skills
We’d love to see:
- A Ph.D. in a quantitative discipline
Salary Range = 155000 - 285000 USD Annually + Benefits + Bonus
The referenced salary range is based on the Company's good faith belief at the time of posting. Actual compensation may vary based on factors such as geographic location, work experience, market conditions, education/training and skill level.
We offer one of the most comprehensive and generous benefits plans available and offer a range of total rewards that may include merit increases, incentive compensation (exempt roles only), paid holidays, paid time off, medical, dental, vision, short and long term disability benefits, 401(k) +match, life insurance, and various wellness programs, among others. The Company does not provide benefits directly to contingent workers/contractors and interns.
Discover what makes Bloomberg unique - watch our for an inside look at our culture, values, and the people behind our success.
Bloomberg is an equal opportunity employer and we value diversity at our company. We do not discriminate on the basis of age, ancestry, color, gender identity or expression, genetic predisposition or carrier status, marital status, national or ethnic origin, race, religion or belief, sex, sexual orientation, sexual and other reproductive health decisions, parental or caring status, physical or mental disability, pregnancy or parental leave, protected veteran status, status as a victim of domestic violence, or any other classification protected by applicable law.
Bloomberg is a disability inclusive employer. Please let us know if you require any reasonable adjustments to be made for the recruitment process. If you would prefer to discuss this confidentially, please email amer_recruit@bloomberg.net