Quantitative Developer recruitment

Bloomberg is seeking a quantitative developer to participate in the development and deployment of the QFD library set. The QFD libraries represent the quantitative intelligence repository of the organization. The libraries implement pricing models and financial analytics spanning asset classes (FX, Credit, Rates, Commodities, Equity and Hybrids). Implementation of the libraries is primarily in the C/C++ programming languages.

Responsibilities:
Working alongside a team of contributing quantitative analysts, develop and maintain the infrastructure needed to build, test, release and integrate clients with the QFD library set. This includes the following process components:
- QFD.CMake:
The QFD library set cross platform build system;
- QFD.Test:
An automated test framework focused on the needs of unit and regression testing the QFD product;
- QFD.CI (continuous integration):
A continuous build/test system built on QFD.CMake and QFD.Test;
- QFD.API:
The development of an API layer for the QFD libaries together with bindings to a variety of client programming languages/environments including (but not limited to):
- C#/F#;
- Java/Scala;
- Python;
- Microsoft Excel Worksheets;
- Microsoft Visual Basic;
- R;
- Matlab.

Requirements:
- Computer Science or Mathematics degree;
- Basic understanding of financial engineering;
- A background in numerical analysis (and desirably quantitative analysis);
- Experience developing in the context of trading/risk management systems desirable;
- A polyglot programmer equally experienced on 32-bit/64-bit Windows and UNIX architectures;
- Advanced C++ skills (design/implementation) and experience;
- Confident in Python;
- Functional programming language experience desirable;
- Ocaml development experience a plus;
- Experienced with revision control systems, Subversion, GIT etc.;
- Systems administration experience;
- Self-starting team player a 'must';
- Strong communication and interpersonal skills;
- Good planning and project management skills.

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.