Job Information
Bloomberg LP Quantitative Analyst in New York, New York
Position Duties: Build applications and algorithms that fuel markets by providing intelligent analytics and transparency into these markets. Develop bespoke Machine Learning/Artificial Intelligence ("ML/AI) prediction models for financial times series data. Write and maintain production-quality code. Collaborate with ML engineers on model maintenance and rollout. Work on Fixed Income markets in order to develop more continuous pricing to produce more distributed, continuous, and highly available systems. Collaborate seamlessly and deliver solutions to clients across all industries. Research new prediction models real-time pricing of millions of bonds.Position Requirements: Position requires a Master's degree or the foreign equivalent in Mathematics, Computer Science, Engineering, Financial Engineering, Finance, Economics, or related field and six (6) months of experience in the job offered, Quantitative Researcher, Quantitative Developer, Financial Engineer, or related.Must have education or experience in each of the following skills: Data and Statistical Analysis; Modern deep learning frameworks: PyTorch or TensorFIow; Model validation and backtesting in a noisy data environment; C, C++, C#, Java, JavaScript, Python, or another high-level programming language; and ML/AI prediction models for financial times series data.
Minimum Salary: 200000 Maximum Salary: 300000 Salary Unit: Yearly