Quantitative Analyst - FX Derivatives

Description & Requirements

Bloomberg’s FX, Commodity, and Credit Quant Analytics team develops and delivers models for derivative market data, pricing, and risk across Bloomberg’s full suite of products and services. This includes the Bloomberg Terminal (serving 300,000+ clients), trading solutions, enterprise risk platforms, and derivatives valuation services. We are seeking a Quantitative Analyst with deep expertise in FX derivatives and strong C++ development experience.

Responsibilities

• Contribute across the full model lifecycle from prototyping and production implementation to deployment and continuous enhancement while collaborating closely with internal stakeholders and engaging directly with clients.
• Act as a problem solver, tackling complex quantitative and engineering challenges.
• Develop and integrate derivatives pricing models within Bloomberg’s in-house C++ analytics libraries across FX and other asset classes.
• Proactively enhance the accuracy, robustness, and performance of market data models and pricing engines.
• Contribute across the full development lifecycle, including prototyping, production deployment, and ongoing maintenance.
• Communicate model behavior, results, and enhancements clearly to both internal teams and external clients.

Requirements

• Hands-on experience with FX market conventions and derivatives pricing models.
• Strong C++ development experience in a production environment.
• Solid understanding of numerical methods used in derivatives pricing (e.g., Monte Carlo, PDE methods, analytical approaches).
• Experience working in collaborative, multi-developer environments, with the ability to engage effectively with quants, engineers, and product stakeholders.
• Strong written and verbal communication skills.

Pay

Salary Range: $155,000 - $285,000 USD Annual + Benefits + Bonus

Benefits

• Comprehensive and generous benefits plan
• 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
• Variety of wellness programs