Senior Quantitative Developer - BQuant Research Platform

Bloomberg

BQuant is Bloomberg’s cutting edge financial research and data science platform. With the tremendous growth of market data and the increasing sophistication of machine learning and quantitative methods, finance is quickly becoming a business where only the best capitalized firms can compete. BQuant’s mission is to change that, by empowering researchers and investment decision makers around the world with the sophisticated tools that are currently only available to the largest investment firms.

Our team is developing a suite of new, cloud-native products for systematic and quantamental investment workflows. We are designing these products to scale to a broad and diverse client base of hedge funds, asset managers and investment banks who need to run decades-long backtests of complex strategies that depend on traditional and cross-asset signals, alternative data and machine learning techniques. We seamlessly integrate with Bloomberg’s massive troves of high quality market data, and make use of a modern technology stack which includes both in-house solutions and open-source packages such as Pandas, PySpark, Scikit learn and PyTorch. We are looking for a senior quantitative developer with experience in building systems for quantitative investing, including things such as signal generation, portfolio construction, backtesting, and advanced analytics. This is a fantastic opportunity for an entrepreneurial individual to join a growing team, to apply open-source technology at scale, and to help shape a strategic product with industry-wide impact.

See what people are saying about BQuant:

Bloomberg founder, Mike Bloomberg: https://tinyurl.com/mike-bquant

Bloomberg CTO, Shawn Edwards: https://tinyurl.com/shawn-bquant

Bloomberg tech blog: https://tinyurl.com/bquant-platform

We’ll trust you to:

  • Develop a modular framework for implementing and evaluating systematic trading. strategies, including signal generation, portfolio construction and backtesting.
  • Create APIs that are intuitive to quant practitioners.
  • Work hand-in-hand with Bloomberg quantitative researchers to prototype and iterate on new product ideas.
  • Think about how our solutions can be used for both research and production.
  • Collaborate across teams.

You’ll need to have:

  • 4+ years of experience as a quantitative developer writing production-quality Python at financial technology firms
  • Broad experience developing software for quantitative investment workflows in equities, fixed income or multi-asset strategies.
  • Experience working with large financial datasets, in time series or other structures.
  • The ability to work cross-functionally with software engineers, quant researchers and product managers.
  • A Bachelor, Masters or PhD in a quantitative field, such as computer science, computational finance, financial engineering or mathematics.

We’d love to see:

  • Prior buy side experience as a quantitative developer or software developer.
  • Financial domain knowledge in multiple asset classes.
  • Production-level experience with Python’s numerical and machine learning packages.
  • Partnership with front office teams.

Bloomberg is an equal opportunity employer, and we value diversity at our company. We do not discriminate on the basis of age, ancestry, color, gender identity or expression, genetic predisposition or carrier status, marital status, national or ethnic origin, race, religion or belief, sex, sexual orientation, sexual and other reproductive health decisions, parental or caring status, physical or mental disability, pregnancy or maternity/parental leave, protected veteran status, status as a victim of domestic violence, or any other classification protected by applicable law.

Bloomberg is a disability inclusive employer. Please let us know if you require any reasonable adjustments to be made for the recruitment process. If you would prefer to discuss this confidentially, please email amer_recruit@bloomberg.net.

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Confirmed 14 hours ago. Posted 30+ days ago.

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