Research Analyst - PORT Quantitative Research

6 days left

Employer
Bloomberg
Location
San Francisco, USA
Salary
Competitive
Posted
Nov 15, 2022
Closes
Dec 15, 2022
Ref
17528611
Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Bloomberg's Portfolio Analytics Research group is responsible for the development of quantitative models for the analysis of portfolio risk and performance. Our team is committed to delivering industry-leading quantitative models for portfolio analysis. These models are used by many of the largest and most sophisticated investors across the globe. We value teamwork and are dedicated to fostering a collaborative and vibrant research culture with a commitment to excellence.

Bloomberg is seeking an exceptional candidate to join our Portfolio Analytics Research team. The role is mainly on enhancing portfolio optimization capabilities and developing new portfolio construction tools, but the successful candidate is expected to understand and contribute to all aspects of portfolio analytics, including factor modeling, volatility forecasting, risk attribution, performance attribution, scenario analysis, tail-risk estimation, and portfolio optimization.

We'll trust you to:
  • Research, develop, and validate models and algorithms for portfolio optimization
  • Collaborate with Data, Product and Software Engineering teams
  • Propose and substantiate new research ideas
  • Communicate clearly through face-to-face meetings, presentations, and written publications
  • Deliver on complex projects with multiple stakeholders
  • Perform literature reviews and keep apprised of current research

  • You'll need to have:
  • PhD
  • Demonstrated effective communication with both internal and external stakeholders
  • Page Break
  • Proven knowledge in C, C++, or Python programming languages

We'd love to see:
  • Degree in Operations Research, Physics, Mathematics, Economics, Computer Science, or similar quantitative field
  • Experience with portfolio construction, backtesting, quantitative investment strategy development, factor models, transaction cost models, working with large-scale data
  • Expertise in numerical optimization and experience with linear algebra software packages
  • Experience with optimization software such as CPLEX, Gurobi, Mosek.
  • Familiarity with software maintenance tools such as GitHub

  • If this sounds like you:

    Apply if you think we're a good match. We'll get in touch with you to let you know the next steps, but in the meantime feel free to browse this: http://www.bloomberg.com/professional

    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.