: Enterprise Product - Model & Integration Testing Engineer, Derivatives Risk and Pricing
731 Lexington Ave
New York, NY 10022

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The Bloomberg Risk, Derivatives and Pricing team has created enterprise solutions built on our robust data and pricing infrastructure to satisfy a wide range of regulatory and business concerns for our financial services and corporate clients.

These solutions include:

  • Market risk oversight and capital calculations
  • Counterparty credit risk
  • OTC pricing/valuation
  • Margining and Collateral management
  • Intraday risk management

What's the role?

The Model & Integration Testing team drive the development of a platform dedicated to functional analytics and testing. As a member of the team you will ensure that Quality Assurance ("QA") processes are in place across the system, sign off on releases, investigate reported issues and their impact, and serve as an information hub for system issues and their status.

We'll trust you to:

  • Define testing requirements
  • Validate market risk and contemporary pricing and risk models as applicable to all financial instruments
  • Design test suites that will run on the testing platform, covering each individual component of the system, as well as, interfaces between the components and the end-to-end workflow
  • Ensure that appropriate documentation is built and maintained on all processes
  • Build and support automated regressions testing
  • Apply QA techniques and methods to examine the output and efficiency of business processes
  • Coordinate the work of new team members as the team expands

You'll need to have:

  • Master Degree (or foreign equivalent) in Computer Science, Operational Research, Information -Systems, Financial Engineering, Quantitative Finance, Mathematics or a related field
  • At least one year experience as a Quality Analyst, Software Engineer, or other related position
  • Strong background and working knowledge of derivative instruments, structured notes, and derivative pricing models
  • Strong understanding of VaR, Greeks and Stress Scenario Testing
  • Experience with Matlab/R, SQL
  • Experience with Perl/Python and other scripting languages
  • Ability to work with multiple teams and to handle multiple builds and frequent releases
  • Position requires a Master's degree, or foreign equivalent, in Computer Science, Operational Research, -Information Systems, Financial Engineering, Quantitative Finance, Mathematics or a related field, and one (1) year of experience in the job offered or as Quality Analyst, Software Engineer or related.

We'd love to see:

  • CFA/FRM certified/Matlab/R;SQL;Perl/Python
  • Automated regressing testing and unit testing;
  • Strong understanding of derivative instruments, structured notes, and derivative pricing models; and, ---VaR, Greeks, and Stress Scenario testing.
  • Excellent written and verbal communication skills

We are an equal opportunity employer and value diversity at our company. We do not discriminate on the basis of race, religion, color, national origin, gender, sexual orientation, age, marital status, veteran status, or disability status

Full-time

Employee Testimonials

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Andrew
Analytics

I’ve been at Bloomberg for almost 5 years now and throughout my time in Analytics, I learned an immense amount about the Customer Service industry. Particularly, how clients interact with client service representatives and through technological means. It also connected me to many different departments throughout the organization, and that knowledge and network has helped me drive results involving multiple stakeholders.

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Jingyi
Analytics

I get uncomfortable if I start feeling too comfortable at work. Luckily there is no shortage of exciting challenges here.

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Sridhar
News

I really enjoy working on stories that allow me to collaborate with other Bloomberg reporters to reveal deep insights on the largest operators in the credit space.