Pricing and Liquidity Analyst Job
Pricing and Liquidity Analyst
Job Requisition Number: 37801
United States
New York - USA
The Role:
Bloomberg is seeking a highly motivated and enthusiastic candidate to contribute to the development of a regulatory liquidity assessment within the Bloomberg Valuation Service (BVAL). The successful candidate will be responsible for conducting statistical analysis, model calibration and oversee part of the research activities. Key responsibilities will also include exploring current academia and market best practices in liquidity models, accessing quality controls around different approaches and suggesting new approaches in research.
The ideal candidate needs to show special attention to data integrity and robustness of data models, a rigorous scientific/statistical approach and a complete IT background. All candidates need to have experience in project management and superior skills in day-to-day planning.
Qualifications:
- 6 + years of strong quantitative analysis, statistical modeling experience and data mining.
- Strong quantitative analysis and statistical modeling experience.
- Track record of gathering, matching, and pre-processing large data sets from varied sources and of different characteristics.
- Solid Matlab, Vba, SQL (ideally MSSQL Server) programming experience (nice to have c/c++).
- Familiarity with the Bloomberg Professional Service and Bloomberg data structure.
- Strong Project and Time Management skills
- Solid understanding of statistics, time series analysis and data mining methodologies including:
Anomaly/outlier/change detection
Association rule learning
Classification
Cluster analysis
Decision trees
Factor analysis
Neural Networks
Regression analysis
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 315,000 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 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.
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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