Portfolio Risk and Analytics Quantitative Researcher
Portfolio Risk and Analytics Quantitative Researcher
Job Requisition Number: 37093
United States
New York - USA
The Role:
The Quantitative Fixed Income Researcher role is responsible for research and development of Bloomberg's Investment Portfolio Analytics Risk product with the main focus on the Fixed Income area. General responsibilities include: conducting value-added research in the areas of risk model development, portfolio management, portfolio optimization, risk hedging/mitigation, performance attribution etc.
This role plays a vital part in building out a cutting-edge, world-class portfolio analytics and risk platform on Bloomberg. The system includes portfolio optimization, factor modeling, asset allocation, trade execution, index replication, hedging tools, etc.
This multi-asset class platform covers equity, fixed income, currency, commodity, derivatives and non-traditional asset classes. The models you build will be relied upon by risk and portfolio managers for stress testing, scenario analysis, tracking error calculations, portfolio construction, attribution, trading list analysis as well as VaR estimation.
You will generate innovative ideas, develop state-of-the-art equity factor models and perform independent research that helps clients improve the investment management process; supervise model implementation in the software product, publish white papers and educate Bloomberg clients.
Qualifications:
The ideal candidate is familiar with finance theory, asset pricing, factor modeling, and optimization theory, both at the theoretical level as well as for practical purpose. Ability to manipulate large datasets and perform statistical analysis is essential. Required:
-A PhD in natural sciences, Finance, Economics or a related field.
-Good knowledge of Fixed Income markets, instruments and algorithms.
-A minimum of 5 years of industry or relevant academic experience at a top institution.
-Knowledge of advanced statistics and econometrics.
-Advanced knowledge of R programming language.
-Good working knowledge of factor model techniques.
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 companys 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 310,000 subscribers globally. Bloombergs enterprise solutions build on the companys 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 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 15,000 people in 192 locations around the world.
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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.
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