Commodities Business Quant recruitment
The Role
We have an exciting opportunity for a Commodities Business Quant to work in Bloomberg's OTC Derivatives and Structured Products department in New York.
Responsibilities:
-Review the Commodities pricing models and methodologies that are currently in production, also suggesting testing procedure for existing and future models.
-Supervise the Commodities quant work on the research and implementation of new payoffs, models and methods.
-Regularly meet with the Commodities business managers regarding the delivery of the business plan, and to discuss new market trends and features or possible requests from clients.
-Regularly visit clients, collecting their feedbacks on our models and analytics, advertising our new implementations, and discussing future developments.
Requirements:
-Proven experience of quant work in a major investment bank.
-Strong knowledge of Commodities markets, including conventions and market practices.
-Strong knowledge of Mathematical Finance models for Commodities pricing.
-Strong knowledge of numerical methods in Finance.
-Good experience in object-oriented (specifically C++) design and implementation of financial model libraries for Commodities pricing.
-Strong 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 300,000 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 and Bloomberg New Energy Finance, the company provides data, news and analytics to decision makers in industries beyond finance. And Bloomberg News, delivered through television, radio, mobile, the Internet and two magazines, Bloomberg Businessweek and Bloomberg Markets, covers the world with more than 2,300 news and multimedia professionals at 146 bureaus in 72 countries. Headquartered in New York, Bloomberg employs more than 13,000 people in 185 locations around the world.
Bloomberg is an equal opportunity/affirmative action employer and we welcome applications from all backgrounds regardless of race, color, religion, sex, national origin, ancestry, age, marital status, sexual orientation, gender identity, veteran status, disability, or any other classification protected by law.