Bloomberg's Index Research group needs to develop and refine quantitative index methodologies for benchmarking and investment strategies, supporting sophisticated investors with portfolio and sustainability analytics.
Requirements
- Advanced degree in Financial Engineering, Economics, Mathematics, Physics, or a related quantitative discipline
- 3–10+ years of experience in financial markets, preferably in a research role focused on indices, derivatives, or commodities
- Strong understanding of pricing models for options, futures, and other derivatives
- Proficiency in Python
Responsibilities
- Design and develop quantitative index methodologies across multiple asset classes
- Analyze market data, derivative structures, and commodity fundamentals to enhance index performance and robustness
- Work closely with product and engineering teams to integrate research models into production environments
- Monitor existing indices and recommend improvements to methodology and construction
- Document and present research findings, white papers, and model specifications to internal and external stakeholders
Other
- Excellent written and verbal communication skills
- Strong analytical thinking, attention to detail, and a proactive, collaborative mindset
