Financial Engineer — Core Product

As a Financial Engineer, you will combine deep OTC derivatives expertise with strong client-facing skills. You will work closely with product managers, quantitative researchers, engineers and sales teams to design, build, and test best-in-class derivatives solutions. This includes contributing to pricing model design, market convention analysis, data aggregation, price challenges, workflow enhancements, and new business opportunities.

Given the complexity of OTC derivatives, our team is composed primarily of experienced market practitioners from trading, structuring, front-office quantitative research, risk management, or IPV (independent price verification) roles.

We’ll trust you to:
Serve as derivatives SME (subject matter expert), partnering with data, product, quant, and engineering teams to develop Bloomberg’s next-generation pricing, data, and risk platform.
Engage enterprise clients on valuation and data related queries, including price challenges, methodology review, and workflow testing.
Partner with sales teams on new client opportunities, including client meetings, product demos, and coverage reviews.
Stay current on derivatives market developments, evolving market practices, regulatory trends, and emerging pricing methodologies.
Help build and maintain a “Golden Catalog” of pricing templates for structured products and exotic instruments.
For candidates with strong coding experience, contribute to the development of advanced pricing tools and rapid prototyping solutions.
You’ll need to have:
5+ years of experience in a front-office quantitative, structuring, trading, risk, IPV, financial engineering, or derivatives vendor role.
Strong knowledge of derivatives pricing models in at least one major asset class, such as Rates, Equities, FX, Credit, or Commodities.
Practical understanding of market conventions, vanilla and exotic derivatives, bespoke valuation practices, hedging approaches, and street pricing methodologies.
Experience communicating complex quantitative or valuation concepts to clients, prospects, and internal stakeholders.
Strong ownership mindset, with the ability to operate independently, prioritize effectively, and drive work to completion.

We’d love to see:
Asset class expertise in Commodities or FX derivatives.
Master’s degree or PhD in a STEM discipline, quantitative finance, financial engineering, or a related field.
Experience using Bloomberg and other derivatives pricing, risk, or valuation platforms.
Technical experience with financial libraries, scripting, or pricing tool development.
Familiarity with Windows, Unix, and/or Linux environments.