Senior Strategic Risk Quantitative Researcher recruitment
Strategic Risk Research (SRR) responsible for Bloomberg's research effort into cutting edge risk models. Current projects involve research into the appropriate use of fat tailed distributions in risk models, blending statistical models with economic structures, developing regime switching models, formulating early warning signals for crisis detection, and developing robust risk measures for use in determining risk of stressed markets.
The Role
Senior SRR quantitative analysts will be hands-on researchers in the effort to build out our new risk models. This senior member will formulate a regime-switching model for Economic Capital using macroeconomic inputs. This model will ultimately be used in the Enterprise Risk project.
Additional duties may include speaking at Bloomberg client seminars and other conferences to promote our research and writing articles on risk methodology for various internal publications.
Qualifications:
The ideal candidate will have 10 years of experience with developing buy-side or sell side risk modeling, including experience in modeling crises using macroeconomic inputs, with a strong statistical background. Other qualifications include:
-Experience in market risk, country risk
-Knowledge of emerging markets, FX, and other markets
-Knowledge of statistical estimation techniques and optimization.
-Macroeconomic research background
-Experience with major statistical and prototype software packages
-Excellent writing and speaking skills
-Advanced degree in economics, finance, or science/math
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.
