**Job Requisition Number:**41220
Senior Software Developer - Enterprise Risk/Scenario/Pricing Team
The Portfolio Risk Analytics group's Pricing/Scenario Analysis/Enterprise risk team is looking for skilled senior software developers to design and build systems to provide cutting edge risk analytics and portfolio insight to Bloomberg users around the world. The team's responsibilities include components of the risk engine to generate simulations based on Monte Carlo methods, historical simulations, predictive scenario generation, stressed market Monte Carlo etc. These simulations are used to drive analytics such as Counterparty risk, VaR, greeks, default analytics such as incremental risk charge and specific risk and stress scenario analysis. We also provides efficient pricing for non-linear securities such as derivatives based on stress matrix methodologies and liquidity risk analytics.
A successful candidate will have to solve large scale distributed computation problems to manage millions of these calculations every day in a new service oriented architecture running on a cluster of Linux machines, in an efficient and fault-tolerant fashion. He will have to apply broad financial and mathematical knowledge across a range of asset types to develop a constantly growing set of analytics. Keeping pace with these analytics is the development of libraries and services to link these analytics to the real time client facing services. Limited UI work in some areas such as liquidity risk will be part of the responsibilities.
The team works extensively with groups all over the firm including trading systems, quantitative teams, pricing and market data teams etc. As such, strong communication skills and the ability to do well in a collaborative environment are paramount.
**Qualifications:**
* 2+ years of professional experience with C++ on Unix/Linux
* Experience with design, problem solving and development of large scalable systems
* Passion for hands on development along with strong knowledge of algorithms, data structures, object oriented design, systems and application programming and multi-threading
* Desire to apply finance and mathematical knowledge to build products; prior experience is a plus
* Strong team work and communication skills.
**The Company:**
Bloomberg, the global business and financial information and news leader, gives influential decision makers a critical edge by connecting them to a dynamic network of information, people and ideas. The company's strength - delivering data, news and analytics through innovative technology, quickly and accurately- is at the core of the Bloomberg Professional service, which provides real time financial information to more than 315,000 subscribers globally. Bloomberg's enterprise solutions build on the company's core strength, leveraging technology to allow customers to access, integrate, distribute and manage data and information across organizations more efficiently and effectively. Through Bloomberg Law, Bloomberg Government, Bloomberg New Energy Finance and Bloomberg BNA, the company provides data, news and analytics to decision makers in industries beyond finance. And Bloomberg News, delivered through the Bloomberg Professional service, television, radio, mobile, the Internet and three magazines, Bloomberg Businessweek, Bloomberg Markets and Bloomberg Pursuits, covers the world with more than 2,400 news and multimedia professionals at more than 150 bureaus in 73 countries. Headquartered in New York, Bloomberg employs more than 15,000 people in 192 locations around the world.
*Req ID:* 41220
*Date:* Thu, 19 06 2014 00:00:00 GMT
*Country:* US
*State:* NY
*City:* New York
*Locale:* en_US