Quantitative Analyst - FX Derivatives

Job description

Quantitative Analyst - FX Derivatives Location: New York: Business Area: Product: Ref #: 10050312 Description & Requirements: Bloomberg’s FX, Commodity, and Credit Quant Analytics team develop and delivers models for derivative market data, pricing, and risk across Bloomberg’s full suite of products and services. These include the Bloomberg Terminal (serving 300,000+ clients), trading solutions, enterprise risk platforms, and derivatives valuation services. We are seeking a Quantitative Analyst with deep expertise in FX derivatives and strong C++ development experience. You will contribute across the full model lifecycle from prototyping and production implementation to deployment and continuous enhancement while collaborating closely with internal stakeholders and engaging directly with clients. We’ll trust you to: - Act as a problem solver, tackling complex quantitative and engineering challenges - Develop and integrate derivatives pricing models within Bloomberg’s in-house C++ analytics libraries across FX and other asset classes - Proactively enhance the accuracy, robustness, and performance of market data models and pricing engines - Contribute across the full development life...