Senior Software Engineer - Risk and Performance Platform

Bloomberg

New York, NY

Full Time

Senior

160k-240k

2 days ago

Job Description

About the Role

The Market Risk team within the Risk and Performance Platform group at Bloomberg builds Risk solutions for both buy-side and sell-side enterprise clients in the Terminal and programmatic APIs. The team employs a wide range of technologies to manage a distributed calculation farm that handles billions of computations daily, focusing on expanding risk offerings such as speeding up VaR calculations and scaling calculation farms. The role involves working on enterprise applications that support financial professionals in managing portfolios, executing trades, and analyzing markets, with a focus on risk domain solutions.

Key Responsibilities

Work directly with product owners to build products that our clients use to tackle complex problems
Take ownership of technical solutions, development, and delivery to production
Develop in all levels of an application stack, from the client to server side
Be open to learning and using any language needed for the role (mainly C++)

Requirements

A Degree in Computer Science, Engineering, Mathematics, similar field of study or equivalent work experience
Hands-on experience in developing risk solutions using C++ (or other object oriented language)
7 years of experience building software applications for the Fintech domain
Deep understanding of the Risk domain and regulations with emphasis on Market Risk (full valuation Value at Risk, term structure risk, historical and predictive stress test scenarios)
Deep knowledge of market risk factors and how they impact security valuations
Good understanding of cross assets pricing and valuation
Strong communication skills and ability to collaborate effectively across different stakeholders

Nice to Have

Design experience in distributed systems
Experience in harnessing approximation methodologies to increase scalability
Experience in clients' facing API development using Rest
Experience in producing technical requirements for financial products

Qualifications

Educational background in Computer Science, Engineering, Mathematics, or equivalent work experience

Benefits & Perks

Salary range of $160,000 - $240,000 USD annually plus benefits and bonus
Comprehensive and generous benefits plan including merit increases, incentive compensation, paid holidays, paid time off, medical, dental, vision, short and long term disability benefits, 401(k) with match, life insurance, and wellness programs

Working at Bloomberg

Bloomberg values building innovative risk solutions and supporting financial professionals with reliable enterprise applications. The company emphasizes collaboration, continuous learning, and providing a comprehensive benefits package to support its employees.

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