Financial Engineer

Bloomberg ,
London, Greater London

Overview

Job Description

**Job Requisition Number:** 82731 Derivatives professionals require accurate valuations to assess risk and move with confidence\. We provide an integrated solution for every step of the derivatives workflow, across all asset classes\. Our models are fed with high quality data giving you the context you need, so you can trade confidently and stay ahead of the markets\. ### What's the role? You will be joining a specialised area of Bloomberg that concentrates on offering premium structuring, valuation and risk services to our clients including cross\-asset flexible, customisable tools and models that illustrate valuation transparency\. Your familiarity with bespoke derivatives term sheets, and the industry standard valuation models and "street practices" used for security valuation and portfolio risk analysis will allow you to successfully contribute to the team\. Valuation will rely heavily on the appropriate choice and use of pricing models \(combined with appropriate adjustments when necessary\)\. Your ability to assess if the model results are reasonable is essential\. As a member of the team you will be have regular contact with clients so you will need to have strong communication skills\. Additionally, you will be working with various people from external clients \(traders, sales, buy side, institutional investors\), and internal sales specialists, to developers and quants\. ### You'll need to have: + Master's degree in a technical area \(such as Math, Physics or Engineering\), quantitative finance field required\. PhD a plus\. + Recent experience at a Dealer \(or at other top financial institutions\) in financial engineering, structuring, and/or trading OTC Derivatives/Structured Notes\. + Cross asset derivatives and market risk experience\. + Strong understanding of derivatives models including market conventions, vanilla/exotic options, and market practices regarding bespoke exotic valuation and hedging\. + Excellent written and verbal communication skills\. + Ability to articulate clearly in group presentations and in interactions with clients, via phone or face\-to\-face\. + Ability to work in a fast\-paced, complex and cross\-asset environment\. + Ability to work with multiple groups across reporting lines\. ### We'd love to see: + Experience using Bloomberg, and other derivative pricing platforms + Familiarity with financial libraries \(C, C\+\+\) and Python/Javascript ### 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 the next steps but in the meantime feel free to browse this: We are an equal opportunity employer and value diversity at our company\. We do not discriminate on the basis of race, religion, colour, national origin, gender, sexual orientation, age, marital status, veteran status, or disability status\. ### Opening Date \- 30th April 2020 Closing Date \- 30th May 2020 Salary \- Competitive & Benefits