London, GBR
5 days ago
Senior Quantitative Engineer (AI/ML) - Fixed Income
Senior Quantitative Engineer (AI/ML) - Fixed Income Location London Business Area Engineering and CTO Ref # 10045475 **Description & Requirements** Bloomberg’s Engineering AI department has 350+ AI practitioners building highly sought after products and features that shape global markets. In our fast-paced Fixed Income domain, you’ll design and implement advanced models that leverage modern ML and statistical techniques on top of novel technology stacks and vast data sources to accurately price millions of securities. We are heavily invested in data-driven solutions that combine statistical and machine learning solutions to price diverse asset classes, with a strong focus on Fixed Income. Building on the success of modern ML-based pricing solutions such as IBVAL, we are expanding our group to tackle more ambitious challenges in Fixed Income modeling. In this role, you will contribute novel modeling ideas and bring them to life by writing clean, modular, production-quality code for cloud-native environments, ensuring your work makes a tangible impact. We seek highly multifaceted skilled individuals with expertise in Fixed Income modeling, interest rate theory, credit risk, or advanced statistical/machine learning techniques. **You'll have the opportunity to:** + Design, build and evaluate statistical and Machine Learning models that directly influence how global markets price fixed income assets + Collaborate with cross-functional teams to develop, test, monitor and maintain robust production systems. + Design new architectures, systems and tools to power next-generation pricing capabilities of Bloomberg. + Integrate cutting-edge academic and industry research into models and methodologies, staying ahead of emerging developments to drive continuous innovation. + Represent Bloomberg at scientific and industry conferences, and publish research findings through documentation, whitepapers, or in leading academic journals and conferences. **You'll need to have:** + Previous relevant work experience with Machine Learning or Statistical Modeling techniques in the financial industry, ideally around asset valuation. A track record designing, building, evaluating, and maintaining statistical or Machine Learning solutions in production is a plus. + Ph.D. or M.Sc. with equivalent research experience in Machine Learning, Computer Science, Mathematics, Statistics or a related field. + Thriving in solving challenging, often ill-defined problems where off-the-shelf solutions fall short, and bring a creative, rigorous approach to developing novel methods and technologies. + Proficiency in software engineering with an understanding of Computer Science fundamentals such as data structures and algorithms. + Excellent communication skills and the ability to collaborate with engineering peers as well as non-engineering stakeholders. + A track record of authoring publications in top conferences and journals is a strong plus. Bloomberg provides reasonable adjustment/accommodation to qualified individuals with disabilities. Please tell us if you require a reasonable adjustment/accommodation to apply for a job or to perform your job. Examples of reasonable adjustment/accommodation include but are not limited to making a change to the application process work procedures, providing documents in an alternate format, using a sign language interpreter, or using specialized equipment. If you would prefer to discuss this confidentially, please email EMEA_recruit@bloomberg.net (Europe, the Middle East and Africa). Alternatively, you can get support from our disability partner EmployAbility, please contact +44 7852 764 684 or info@employ-ability.org.uk 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 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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