Logo
Bloomberg

Data Platform Engineer - FI Pricing Data Team

Bloomberg, New York, NY


Description & Requirements

Bloomberg's Evaluated Pricing service, BVAL, supplies independent and transparent evaluated pricing daily for over 2.5 million securities across all fixed income asset classes, including thinly-traded and hard-to-price fixed income securities. Our customers rely on us to understand markets and analyze complex structures which allow them to make thoughtful investment decisions, which ultimately builds more value for you, the investor. The value of retirement accounts, pension funds, etc, are measured against our data. Our mission is to drive greater transparency, liquidity and safety in global fixed income markets.

To produce this pricing data, we absorb billions of data points from hundreds of financial markets every day using highly scalable and fault tolerant streaming technology (think Kafka, Redis, Argo, Flink, Hadoop). We pipe this data through pricing algorithms which employ quantitative and machine learning techniques derived by working closely with market experts. This process produces the high quality pricing that the market and our customers need. We also develop applications that provide intelligent analytics and transparency into these prices.

How we give back:

This team will make extensive use of open source software. As part of that, we make a commitment to upstreaming features we'll be developing. Whether pushing bug-fixes upstream, developing new features, giving presentations at conferences and meetups, or collaborating with industry leaders, open source will be at the heart of this team. It's not just something we do in our free time, it is how we work.

What's in it for you:

You will help the platform grow by bringing on new datasets and enhancing tooling for onboarding new datasets quickly. You'll be able to apply your existing knowledge while gaining experience from working with specialists in stream processing, data lake technologies, query engines and more. You'll help achieve the vision of the team 'Accelerate usage of data within Fixed Income Pricing`.

We'll trust you to:
  • Design and implement new features and tools following software development best practices
  • Work with team members and other engineering teams to design scalable and robust systems
  • Proactively recommend and contribute improvements to the platform
  • Work with a variety of technologies to develop innovative solutions

You'll need to have:
  • 4+ years working with an object-oriented programming language (C/C++, Python, Java, etc.)
  • A Degree in Computer Science, Engineering, Mathematics, similar field of study or equivalent work experience
  • Experience working with any Big Data technologies from storing of data at large scale, to processing of data at large scale.
  • Strong software development skills and ability to quickly learn

We would love to see experience with or passion for:
  • Experience with Big data streaming technologies like Spark, Flink etc.
  • Experience with Lake house technologies like Iceberg, Delta Lake, Hudi etc.
  • Experience with Data governance, Data Observability & Distributed systems

Check out some of Fixed Income Pricing's content:
  • A walkthrough of the FI Pricing Organization - https://mediaspace.blpvideohub.com/playlist/dedicated/515/0_u18tu5tl/0_llibwm5h
  • The FI Pricing Documentation Hub - http://bburl/fipricingdoc
  • The FI Pricing ELRN Channel https://mediaspace.blpvideohub.com/channel/FI+Pricing/515

If interested, please apply! To learn more, please contact {FON Shalin Shah} directly or our Internal Mobility Partner, {FON Isaac Moran}.

Salary Range = 160000 - 240000 USD Annually + Benefits + Bonus

The referenced salary range is based on the Company's good faith belief at the time of posting. Actual compensation may vary based on factors such as geographic location, work experience, market conditions, education/training and skill level.

We offer one of the most comprehensive and generous benefits plans available and offer a range of total rewards that may include merit increases, incentive compensation, [Exempt roles only], paid holidays, paid time off, medical, dental, vision, short and long term disability benefits, 401(k) +match, life insurance, and various wellness programs, among others. The Company does not provide benefits directly to contingent workers/contractors and interns.