Software Engineer - FX / Derivatives - C++, UNIX, Options
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Bloomberg
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UK-London
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Competitive + bonus + benefits
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Permanent
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Full time
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06 Oct 2009
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574363
The Foreign Exchange Derivatives team is responsible for building analytical tools used by Front Office Foreign Exchange desks, encompassing analytical pricing, risk/trade management, data analysis and opportunity analysis tools. This involves extensive integration of cutting edge pricing models into the Bloomberg system and making these available via the Bloomberg Terminal.
Using your skills in C++ and OOAD (design patterns) you will be working on new analytical pricing models, tools and the supporting framework. You will achieve this by working closely with a team of quantitative analysts, market data specialists, user interface designers, IT specialists and other Bloomberg teams. You will also be expected to help drive the future development of our products to cater for our extremely diverse and widely distributed customer base, leveraging off your FX market knowledge and experience. In this group developers will be immediately responsible for key aspects of their work, from creating and enhancing business objects to integrating and re-factoring large complex analytical software applications/functionality. You will also be involved in the entire software development cycle.
The Research and Development division of Bloomberg is responsible for creating and maintaining all functions within the BLOOMBERG PROFESSIONAL SERVICE which is used by our clients in the Finance industry. This includes a large scale distributed financial information system comprising - Trading functions, Market analysis, live data and News. All our developers will have direct impact on our product available to the finance industry across the globe.
Requirements
- Mastery of C++ is required (implementation/compilation/optimisation)
- Experience developing front office trading systems to structure, price, analyse data and risk on FX Derivatives
- Extensive knowledge of the FX derivatives markets, including the market conventions in common use
- Experience with interfacing and integrating new pricing models and supporting new deal types, working closely with quantitative analysts
- Excellent communication skills to liaise with all internal stakeholders as well as external clients from a diverse range of backgrounds and institutions
- Extensive mastery of OOD principles and practice
- Working knowledge of development tools such as debuggers/code coverage/Purify/Quantify
- Experience of full development life cycle
- Good working knowledge of programming in a UNIX environment
- Good working knowledge of development tools such as debuggers/code coverage/Purify/Quantify
- Working knowledge of Relational database
Experience of commodities derivatives will also be considered.
The Interview process will be:
- Online skills testing
- 1st Round interview
- 2nd Round interview
- Phone interview with New York
The Company
Bloomberg is the leading global provider of data, news and analytics. The BLOOMBERG PROFESSIONAL SERVICE and Bloomberg's media services provide real-time and archived financial and market data, pricing, trading, news and communications tools in a single, integrated package to corporations, news organisations, financial and legal professionals and individuals around the world.
Bloomberg is an equal opportunities employer and we welcome applications from all backgrounds regardless of race, colour, religion, sex, ancestry, age, marital status, sexual orientation, gender identity, disability or any other classification protected by law.
- Experience developing systems to structure, price, and analyse OTC FX or Commodity
Derivatives/Structured Notes is essential
- Mastery of C++ is required (implementation/compilation/optimization)
- Working knowledge of development tools such as debuggers/code coverage/Purify/Quantify
- Business Facing role that will require excellent communication with financial customers
- OOD experience is essential
- Relational database experience
- Knowledge of programming with UNIX is essential
- Experience of full development life cycle is essential
- Data Modelling experience
- Unix Scripting/Perl