Posted Oct 5, 2022 - Requisition No. 101770
Bloomberg's Equity and Convertibles Quant Team is responsible for the design and implementation of analytics that support the calibration of equity implied data (forward curves, implied volatilities) and the pricing & risk of equity derivatives ranging from vanilla products and light exotics to the most sophisticated exotics including structured products and Convertible bonds.
These analytics serve the entire suite of Bloomberg products and services, including its terminal with 300,000+ clients, trading system solutions, enterprise risk management, and derivatives valuation services.
The Equity and Convertible Quant Team is looking for a derivatives quant experienced in the design and implementation of equity derivatives pricers, implementation of routines for the calibration of implied data, e.g. implied volatility, implied dividends, borrow costs, etc.
Interact with the business & external clients to present tools/findings
*Please note we use years of experience as a guide, but we certainly will consider applications from all candidates who are able to demonstrate the skills necessary for the role.
If this sounds like you:Apply if you think we're a good match! We'll get in touch with you to let you know what the next steps are.Bloomberg is an equal opportunity employer and we value diversity at our company. We do not discriminate on the basis of age, ancestry, colour, gender identity or expression, genetic predisposition or carrier status, marital status, national or ethnic origin, race, religion or belief, sex, sexual orientation, sexual and other reproductive health decisions, parental or caring status, physical or mental disability, pregnancy or maternity/parental leave, protected veteran status, status as a victim of domestic violence, or any other classification protected by applicable law.
Bloomberg is a disability inclusive employer. Please let us know if you require any reasonable adjustments to be made for the recruitment process. If you would prefer to discuss this confidentially, please email emea_recruit@bloomberg.net. Alternatively, you can get support from our disability partner EmployAbility, please contact +44 7852 764 684 or info@employ-ability.org.uk
Why Bloomberg?
Bloomberg is committed to diversity. It drives our innovation. At Bloomberg, you'll have the opportunity to go above and beyond and to take risks. You'll be a part of an organization that is entering new markets, launching new ventures, and pushing boundaries. Our ever-expanding array of technology, data, news, and media services fosters innovation and empowers clients -- and offers nearly limitless opportunities for career growth