Job Details

Senior Software Engineer - Fixed Income Pricing & Risk

Job Info:

Category: Software Engineering
Company Description: Leading global provider of data, news and analytics
Salary: Highly Competitive, Depending on Experience
Position Type: Permanent
Job Number: 9741

Job Description:

The Fixed Income Pricing & Risk team provides transparency to the Fixed Income markets, both on the terminal and through the enterprise suite of products. Our suite of applications includes high-precision pricing algorithms, liquidity hubs for storing and retrieving pricing information, and big data analytics. You'll focus on building high performance, high throughput systems that use advanced statistical techniques to generate the fastest, most accurate pricing information out there.

Teams you can join:

Liquidity Risk

The Liquidity Risk (LQA) team is responsible for providing liquidity risk analytics for various asset classes including treasuries, corporate bonds, muni bonds, equities and structured products. The LQA team builds a distributed platform on top of Apache Spark in the Cloud, processes millions of data points each day, works closely with the quantitative team to apply machine learning models to market data to generate liquidity analytics.

Market Transparency

Market makers depend on our products to screen and search for securities in conjunction with liquidity and marketability metrics, for price transparency, and to integrate with their pricing engines and trading platforms. We receive tens of billions of quotes daily in real-time from various sources and then enrich these quotes with valuable information from other proprietary databases and services. Our UI gives clients a gamut of features including filtering, aggregated views, alerting, historical trend analysis, liquidity based sorting and rich analytics.

Message (MSG) Mining

The MSG Mining team develops infrastructure and tools needed for information extraction. We use machine learning and language processing tools to pull unstructured data from various sources, such as the Instant Message platform and Mail Platform and feed this to a structured, real-time feed that integrates into all functionality.


The Bloomberg Regulatory team processes over 16,000,000 securities of various asset classes and uses distributed systems to classify them according to different domestic and international financial regulations. We acquire and cache hundreds of millions of data points to use with our proprietary decision tree evaluation system. We deliver these classifications in batches on-demand in order to meet our clients reporting obligations.

We’ll trust you to:

  • Handle all stages of the product development from design to coding, deployment and support
  • Work independently and as part of the team
  • Generate ideas and come up with solutions
  • Communicate closely with product and content managers to refine requirements and validate results
  • Create new connections when working on complex inter-group projects
  •  Adjust to priorities based on market demand
  • Learn both product and technology domain
  •  Lead and own complex projects

You’ll need to have:

  • At least 3 years working in C++, Python, Java, UNIX/LINUX, relational databases
  • Working knowledge of OpenStack technologies and middleware
  • Experience with Big Data, Spark, Scala, NoSQL databases
  • Strong communication, collaboration and problem solving

We’d Love to see:

  • Strong understanding of the Hadoop ecosystem, Cassandra
  • Passion to choose various technologies to solve a multitude of problems
  • Desire to learn new technologies
  • Understanding of or desire to learn the fixed income domain

All qualified candidates are encouraged to apply by submitting their resume as an MS word document including a cover letter with a summary of relevant qualifications, highlighting clearly any special or relevant experience.

Please Note: All inquiries will be treated with the utmost confidentiality. Your resume will not be submitted to any client company without your prior knowledge and consent.

Contact Recruiter
Senior Technical Recruiter
Andiamo Partners | 90 Broad Street, Suite 1501, New York, NY 10004

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