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Quantitative Developer - C++ Infrastructure for Quant AnalyticsBloomberg • New York, New York, United States
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Quantitative Developer - C++ Infrastructure for Quant Analytics

Bloomberg
  • US
    New York, New York, United States
  • US
    New York, New York, United States
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À propos

Quantitative Developer - C++ Infrastructure for Quant Analytics The Quant Analytics department at Bloomberg sits within Enterprise Products and is responsible for modeling market data, pricing, and risk calculations of financial derivatives across all asset classes. Our C++ libraries are used by all Bloomberg products and services, including the Terminal with over 300,000 clients, trading system solutions, enterprise risk management, and derivatives valuation services. The department includes several Quant teams focused on different asset classes, as well as portfolio-level analytics and model validation. These teams deliver C++ libraries, supported by Python-based validation and testing, that are integrated by the Engineering department into Bloomberg's IT systems. The Quant Library Architecture (QLA) team offers the opportunity to build experience at the cutting edge of C++ and financial mathematics, engaging with and influencing a wide variety of stakeholders of differing skill sets, to deliver scalable and strategic enterprise pricing and risk solutions. QLA is a small team of C++ experts tasked with helping the Quants be as productive as possible, for the long term. We are seeking a proficient C++ developer, with a strong interest in modern software development life-cycle practices.
We'll trust you to:
Support Quants; owning the developer experience for Quants. We build and debug C++ libraries either in VS Code remote containers in Docker, or directly on Unix hosts. Much of the infrastructure is provided by Engineering, but QLA maintain significant additional tooling to provide Quants the most powerful and usable development environment possible. Proactively maintain integration builds and test infrastructure. We run largely automated CI/CD builds with a wide variety of static analysis and other code quality assurance tooling. This affords not just ongoing regression testing, but also early warning of issues that might impair Quants' development environment. Rapid response and ongoing improvements to these systems are a key responsibility. Oversee architecture. Quants own a reasonable number of libraries interfaced into a wide variety of systems. QLA are heavily involved in API design and library architecture to meet Engineering standards whilst optimizing time to delivery, performance, and robustness. We also assess and provision 3rd party software when proven superior. Review code. Assisting Quants with coding best practices and improved solutions both when requested and proactively when appropriate. Once those Keep-The-Lights-On responsibilities are met, continue with project work as prioritized in partnership with Quants. This might be longer term improvements related to the above, development work on infrastructural components (such as the interfacing and orchestration library layers), performance tuning, or deeper engagement with Quant projects. Proactively engage stakeholders from a variety of backgrounds. Understand, document and communicate sometimes quite complex requirements. Context switch between strategic projects and urgent support requests. Clearly and concisely communicate a strategy, adapting communication to suit the audience and their concerns.
You'll need to have:
7+ years of full software development life-cycle experience. Demonstrable proficiency with C++. Experience designing effective APIs. Knowledge of Python or other scripting languages. Knowledge of financial products such as derivatives, interest rates, or equity markets.
We'd love to see:
Experience mentoring and coaching other team members. Technical experience in some of CMake, AAD, Linux, Unix (Sun/IBM), Docker, WSL, Python, or OCaml. Knowledge of financial mathematics such as optimization techniques, monte-carlo, etc. A keen interest in developing skills in these areas.
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  • New York, New York, United States

Compétences linguistiques

  • English
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