Strategic Risk Junior Quantitative Researcher recruitment
Strategic Risk Research (SRR) is responsible for Bloomberg's research and development effort for cutting edge risk models. Current projects include the implementation of counterparty risk models and other models for the Enterprise Risk system. Other SRR projects involve developing regime switching models, formulating early warning crisis detection models, and implementing robust risk measures for stressed markets.
The Role
SRR quantitative researcher will be hands-on implementers in the build out of our new risk models. This person will participate in the development and implementation of a counterparty risk model and other models for Enterprise Risk. This person will also participate on an as-needed basis in the other SRR projects.
Qualifications:
The ideal candidate will have at least 2-5 years of experience developing risk models, experience in credit risk, and a strong mathematics / statistics background. Other qualifications include:
-Practical experience in risk management and models
-Knowledge of statistical estimation techniques and optimization
-Experience in programming and statistical and prototype software packages (Matlab, Excel)
-Masters degree or higher in science, math, or CS
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.
