Quantitative Risk Analyst
4 days ago
Job Summary
Bloomberg is seeking an experienced Liquidity Risk Quantitative Analyst to join our Quantitative Analytics team in New York. The successful candidate will be responsible for researching, designing, and implementing statistical and machine-learning models to estimate liquidity risk for corporate, municipal, and sovereign debt, as well as equity securities.
Key Responsibilities
- Research and develop new liquidity risk models using Python and machine learning algorithms
- Collaborate with the Quantitative Risk Analytics group to deploy models into production
- Communicate modeling concepts and assumptions to external clients, product managers, and risk product support unit
- Assist the QRA Team Leader with Liquidity Risk project management and maintain Liquidity risk methodology thought leadership
Requirements
- Ph.D. in a quantitative field such as Mathematics, Physics, Engineering, or Quantitative Finance
- Minimum of 4+ years of experience in liquidity risk modeling on a buy-side or sell-side institution
- Hands-on experience in designing, implementing, and testing machine learning algorithms and data-analysis pipelines
- Experience in Python and software engineering, including code design, implementation, testing, and production release
About Bloomberg
Bloomberg is an equal opportunity employer and values 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.
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