Senior Quantitative Analyst - Liquidity Risk
BloombergJob Overview
Bloomberg is seeking a Senior Quantitative Analyst specializing in Liquidity Risk to join our Quantitative Risk Analytics group in New York. This team is responsible for developing and implementing models that support client pricing and risk management solutions across Bloomberg's suite of products and services. As a Senior Quantitative Analyst, you will play a crucial role in researching, designing, and prototyping liquidity risk models, as well as integrating these models into production systems.
Key Responsibilities
- Research and Development: Conduct research and develop statistical and machine-learning models for liquidity risk. Prototype and implement these models using modern C++ and Python libraries.
- Model Integration: Work closely with Model Validation and Engineering teams to integrate and release quantitative code into production systems.
- Documentation and Support: Document model assumptions and methodologies. Provide day-to-day production support and communicate modeling concepts to clients and internal stakeholders.
- Project Management: Assist in managing liquidity risk projects, coordinating with team members and collaborating with Engineering, Product Managers, and Model Validation partners.
- Thought Leadership: Maintain and advance liquidity risk methodology thought leadership, contributing to research papers and industry journals.
Qualifications
- Education: Ph.D. in Mathematics, Physics, Engineering, Quantitative Finance, or a related quantitative field.
- Experience: At least 4 years of experience in liquidity risk modeling within a financial institution.
- Technical Skills: Proficiency in Python and experience with machine learning algorithms, particularly deep neural networks. Strong understanding of probability theory, stochastic processes, and statistical estimation.
- Project Management: Demonstrated experience in project management and delivery.
Preferred Skills
- Strong communication skills, both oral and written.
- Collaborative mindset and ability to work effectively in teams.
- Familiarity with object-oriented and functional design patterns.
- Leadership skills and ability to engage with stakeholders and clients.
Why Bloomberg?
Bloomberg offers a dynamic work environment where you can grow your career while contributing to innovative solutions in the financial industry. We provide competitive compensation, comprehensive benefits, and opportunities for professional development.
If you are passionate about quantitative finance and eager to make an impact in liquidity risk management, we encourage you to apply.
Benefits Extracted with AI
- Competitive salary
- Health insurance
- Paid vacation
- Professional development opportunities
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