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Bloomberg Senior C++ Engineer - FX Pricing in New York, New York

Job Requisition Number: 82097

In FX Pricing, we are working with foreign exchange (i.e. currency) data. Our mission is two-fold: we compute and supply real-time pricing data of core FX instruments, and we compute FX benchmarks. Our output data is used by other internal applications within Bloomberg, as well as external clients through the Firms' Enterprise real-time data pipe. People use our FX data for trading, derivative contract settlements, scenario analysis, risk management, and so on. Since our FX benchmarks are regulated, our development process and operating procedures are governed by a number of policies and standards, and are subject to internal and external audit.

To accomplish the above, we create and maintain a handful of real-time pricing engines. These are designed to be fault tolerant, with high frequency data input and output, and low data processing latency. The vast majority of our pricing engines are implemented in C++, while the rest are written in Python. They are running 24 hours a day, processing millions and millions of ticks of data every minute.

The position will be part of this team and be responsible for the full SDLC of these server-side systems. The work includes requirements analysis, system design, implementation, test design, testing, documentation, deployment, performance monitoring and optimization, troubleshooting and bug fixes, and production support.

We are looking for someone who is:
  • Pragmatic problem-solver with strong analytic skills
  • Willing to collaborate with team members, other engineering teams, and product management
  • Innovative and willing to take risk and experiment
  • Eager to learn new technologies while willing to work with established code base
  • Self-motivated and self-managed with the ability to multi-task in more than one project at a time
You'll need to have:
  • 4+ years experience with C++
  • Experience with Linux or Unix (any flavor) platform.
  • A degree in Computer Science, Computer Engineering, Electrical Engineering, or other Engineering majors with a strong computational background
We'd love to see:
  • Experience in high frequency software systems development
  • Front office trading system experience in the financial industry
  • Agile software development experience
  • Data wrangling and analysis skills
  • Fluency in Python, SQL, ksh or bash programming
  • A strong background in object-oriented programming and design with other languages instead of C++ will also be considered.

If this sounds like you, apply! We’ll get in touch if we believe you’re a good match and get started with a technical phone interview.

Bloomberg is an equal opportunities employer, and we value diversity at our company. We do not discriminate on the basis of race, religion, color, national origin, gender, sexual orientation, age, marital status, veteran status, or disability status.

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