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Bloomberg

Senior Software Engineer/SRE - Fixed Income Pricing Performance Engineering

Bloomberg, New York, NY


Description & Requirements

Bloomberg's Evaluated Pricing service, BVAL, supplies independent and transparent evaluated pricing daily for over 3 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 the investor. The value of retirement accounts, pension funds, etc, are measured against our data. Our mission is to drive greater transparency, liquidity and confidence 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 ( 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.

FI Pricing Performance engineering team builds systems that provide real-time observability, infrastructure management, and continuous delivery for Bloomberg's Pricing services.

We build systems that leverage data collected from Bloomberg's global systems to provide performance metrics, detect anomalies and generate alarms, with the ultimate goal of increasing the performance and reliability of our products for all clients by proactively detecting and resolving issues.

What's In It For You?

  • Ownership of the full software development life-cycle, from understanding the needs of the business through to coding to deployment and maintenance.
  • Help drive our mission of transparency and safety in fixed income markets.
  • Architect, implement, deploy, and maintain reliable and scalable services and applications
  • Contribute to and support our high standards for code quality, reliability, testing, and automation
  • Collaborate with other engineers within the team and across Bloomberg to continuously improve and expand our systems
  • While engaged in this important mission, we also like to give back to our community and have fun as well. Bloomberg has a significant philanthropic presence, and we regularly represent our organization at multiple local causes.

You'll Need To Have:

  • 4+ years of professional software development experience
  • A Degree in Computer Science, Engineering, Mathematics, similar field of study or equivalent work experience
  • A robust knowledge of data structures and algorithms along with experience in one or more general purpose programming languages.
  • A strong sense of ownership and the ability to collaborate with multiple teams and partners to drive projects and initiatives.
  • Experience with CI/CD, Testing and developer workflow automation


We'd Love To See:

  • Experience with scalable and high availability distributed systems and event stream processing technology.
  • Recent experience with one or more programming languages including but not limited to: Python, Typescript
  • Background in production engineering or monitoring
  • Experience collaborating across a large organization
  • Familiarity with Kafka or similar technologies


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.