- New York, NY, États-Unis New York NY US
- CDI, Plein-temps
- 19 juin 18 2018-06-19
We're Bloomberg. We sit at the heart of the financial markets, from the largest super sell side institutions right through to the two person hedge fund - we're an integral part of the financial markets workflow in every corner of the world. We provide our users with up to the millisecond market moves and analytics as well as connecting them with their counterparts and the wider community of 325,000 Bloomberg Terminal subscribers.
What's the role?
As a Senior Quantitative Developer, you will be responsible for working with a team dedicated to producing high quality Financial Modeling software. With the help of Quantitative Analyst and Computer Scientist professionals, you will be part of the team developing the Bloomberg's derivatives pricing library. This library is used throughout the company and supports the full spectrum of Bloomberg's terminal and Enterprise analytics across all asset classes. Experience with large scale software design & implementation within a financial context is key to the success of this role and team.
You'll need to have:
- A degree in Computer Science.
- Exceptional C++ (11/14/17) skills and intimate familiarity with STL (structures and algorithms).
- Experience developing quant model libraries. - Experience with build/release process on multiple platforms (eg experience of team city/jenkins or distributed build tools, compilation acceleration tools)
- Proficient with both Linux and Window development environments.
- Working experience with Visual Studio/gcc/clang, git and systems administration.
- Competent in scripting and shell skills (e.g. Python, bash)
- Advocate for Continuous Integration, testing and modern software engineering practices (including peer reviews and technical documentation)
- Outstanding oral and written communication skills
- Self-reliant collaborator who loves sharing knowledge, helping people and interacting with others
We'd love to see:
- Knowledge/experience with Google Protocol buffers
- Understanding of concurrency in C++
- Experience with cluster/grid computing
- Experience with algorithmic differentiation
If this sounds like you:
Apply if you think we're a good match and we'll get in touch with you to let you know next steps. In the meantime, check out:
We are an equal opportunity employer and value diversity at our company. We do not discriminate on the basis of race, religion, colour, national origin, gender, sexual orientation, age, marital status, veteran status, or disability status.