11 May 2018

Permanent Liquidity Quantitative Analyst

Bloomberg – Posted by AdminNew York, New York, United States

Job Description

Bloomberg Regulatory & Liquidity content enables banks, asset managers, insurers, and other financial organizations to navigate the increasingly complex liquidity, regulatory, and accounting disclosure environment.

In this role you will use your quantitative skills and knowledge of statistical models to contribute to the validation of an innovative regulatory liquidity assessment tool, Bloomberg’s Liquidity Assessment (LQA) as well as other risk related products such as Early Alerts. Bloomberg LQA tool helps firms measure liquidity in a consistent, repeatable way. With access to accurate and unbiased calculations for liquid and illiquid fixed income assets, firms gain the ability to develop more reliable measures of liquidation costs, which are used widely in regulatory reporting, risk assessment and pre- and post-trade analysis. Bloomberg Early Alerts will provide a daily “early alerts” security level indicator highlighting increased likelihood of significant price deterioration. This product will leverage proprietary Bloomberg data and predictive analytics.

We’ll trust you to:

  • Conduct statistical analysis
  • Generate statistical summaries
  • Back test liquidity assessments
  • Check the stability of liquidity assessment across multiple asset classes
  • Identify model weakness
  • Detect outliers and propose potential enhancements

You’ll need to have:

  • Advanced degree in quantitative discipline (statistics, computer science, engineering, etc)
  • 2 or more years of quantitative analysis, statistical modeling experience and data mining
  • Solid understanding of statistics
  • Track record of gathering, matching, and pre-processing large data sets from varied sources and of different characteristics
  • Professional experience in statistical software, like Python, R, VBA, Matlab or SAS

Closing Date: Ongoing

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Job Categories: Analyst. Job Types: Permanent. Job Tags: Job. Salary: Competitive.

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