Bloomberg - Strategic Risk Quantitative Researcher

Employment Type: Permanent
Location: New York, United States of America
Salary: Negotiable
Name: Bloomberg
Posted: 22-05-2012
Code: 32069
Languages:
English
Required Languages: 0

Strategic Risk Research (SRR) is responsible for Bloombergs research and development effort for cutting edge risk models. Current projects include the implementation of counterparty risk models and other models for the Enterprise Risk system. Other SRR projects involve developing regime switching models, formulating early warning crisis detection models, and implementing robust risk measures for stressed markets.

The Role

SRR quantitative researcher will be hands-on implementers in the build out of our new risk models. This person will participate in the development and implementation of a counterparty risk model and other models for Enterprise Risk. This person will also participate on an as-needed basis in the other SRR projects.

Qualifications:

The ideal candidate will have at least 2-5 years of experience developing risk models, experience in credit risk, and a strong mathematics / statistics background. Other qualifications include:

-Practical experience in risk management and models
-Knowledge of statistical estimation techniques and optimization
-Experience in programming and statistical and prototype software packages (Matlab, Excel)
-Masters degree or higher in science, math, or CS

**Please note when you click on the apply button you will be redirected to Bloomberg’s career site where you will need to complete the online application in order to be considered for this role, you will also need to select “ Top Language Jobs” in the how you heard about us section **