Quantitative Analyst - FX Derivatives
Bloomberg
IT
New York, NY, USA
Posted on Apr 8, 2026
Bloomberg’s FX, Commodity, and Credit Quant Analytics team develop and delivers models for derivative market data, pricing, and risk across Bloomberg’s full suite of products and services. These include 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. You will 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.
We’ll trust you to:
- 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
You’ll need to have:
- 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
We’d love to see:
- A Ph.D. in a quantitative discipline