Data Scientist - Bi Ficc Strategy

At Bloomberg, our products are fueled by powerful information: we combine data and context to paint the whole picture for our clients, around the clock, when it matters! Bloomberg Intelligence creates unique insights which are distributed directly to clients via engaging, and often market moving, articles; unique on-terminal data-sets; internal and externally facing applications; and custom calculators.

Our Team

The BI Data Science team resides within our Engineering business unit but is dedicated strongly to BI partner teams, assisting them in performing unique research and innovative solutions via new and emerging technologies and eccentric and insightful data. We are a small team of dedicated data scientists who work closely with publishing analysts to supplement rigorous financial analysis with innovative methods and approaches.

The team members aligned with Fixed Income, Currency and Commodities Strategy (FICC) have produced multiple innovative analyses and products for BI including an analysis of Federal Reserve publications via Large Language Models to create a unique and insightful index of F.R.B. member sentiment that represents popular on-terminal content and has had significant impact with clients and the financial press; 'fair value' models for U.S. Interest Rates and Mortgage Backed Securities; analysis of the distributions of future interest rates and exchange rates implied by listed option markets; the construction and tracking of baskets of emerging market exchange rates based on fundamental models; and many other projects.

We'll Trust You To

• Test and embed unique asset scores, factors and themes in portfolio strategies and market models.
• Build solutions that can be extended to other coverage areas, such as our Equity Strategy and Companies & Industries franchises, and to other business units including News, our Core Product, and Bloomberg Indices.
• Apply financial modeling at scale to build custom insights about the economy, fixed income and currency markets, and other securities that derive their value from global interest and exchange rates.
• Work with a suite of modern data science tools, transform knowledge and apply econometric methods and machine learning algorithms to drive data-driven research for BI FICC Strategy, automate the influx of data, conduct feature engineering, model development and data visualization.
• Identify and explore alternative datasets that can help inform on emerging issues and generate new insights.
• Extend our language models to cover other publications of the Federal Reserve and other significant Central Banks such as the E.C.B. and the Bank of England.

You'll Need to Have

• 2+ years of proven ability with Python programming for data analysis and modeling, including familiarity with concepts of software engineering and product development.
• 4+ years of experience in a quantitative discipline
• A Degree in Computer Science, Engineering, Mathematics, similar field of study or equivalent work experience

Even Better if You Have

• Excellent written and verbal communication and presentation skills.
• Demonstrated proficiency using data and statistical modeling and data pipelining methods to solve real world problems.
• Strong financial market knowledge, including knowledge of accounting principles, interpreting financial statements, quantitative financial analysis and econometric methods as applied in the real world.

Bloomberg is an equal opportunity employer and we value diversity at our company. We do not discriminate on the basis of age, ancestry, color, gender identity or expression, genetic predisposition or carrier status, marital status, national or ethnic origin, race, religion or belief, sex, sexual orientation, sexual and other reproductive health decisions, parental or caring status, physical or mental disability, pregnancy or maternity/parental leave, protected veteran status, status as a victim of domestic violence, or any other classification protected by applicable law.

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