Product Developer – Commodities And Multi-Asset
Job Summary
- Communicate complex quantitative concepts clearly to both technical and non-technical audiences
- Design backtest and validate multi-asset risk-premia and QIS methodologies with commodity components
- Identify and mitigate backtesting biases (e.g. survivorship bias look-ahead bias overfitting)
- Source validate and map market data inputs across multiple systems including commodity futures and curve data
- Evaluate technical constraints automation requirements and scalability early in the ideation process
- Partner closely with Engineering to implement and automate indices and strategies efficiently
- Work with Sales and clients to refine custom index and QIS requests including commodity-linked requests and assess feasibility
- Contribute to improving internal tooling and reusable index frameworks
- Support documentation and governance processes in line with regulatory standards
- A strong academic background in a quantitative discipline including but not limited to Finance Engineering Mathematics Physics Computer Science Statistics or Economics
- 5 years of experience in index development QIS systematic strategies quantitative analysis or a related product development role
- Hands-on experience building and validating end-to-end systematic index backtests or quantitative strategy simulations
- Strong understanding of the commodities asset class including futures term structure dynamics roll yield and sector-specific characteristics (Energy Metals Agriculture) and of how commodities behave within diversified multi-asset portfolios
- Strong understanding of multi-asset derivatives and systematic strategy design (e.g. futures options swaps) including risk-premia such as carry trend and curve
- Strong Python proficiency with experience writing clean modular testable code
- Ability to independently prototype an index or strategy from an idea to a validated backtest to a product specification
- Experience working with large datasets
- Strong understanding of financial markets
- Familiarity with portfolio construction concepts and factor-based investing
- Solid understanding of backtesting methodology and common pitfalls
- Experience collaborating with Engineering teams to translate research into production systems
- Clear communication skills and the ability to translate client requests into structured implementation plans
- Working knowledge of benchmark regulations (e.g. BMR IOSCO principles) and day-to-day governance determinations for index events
- Experience with SQL and structured data environments
- Familiarity with performance optimization and vectorized computation
- Hands-on experience applying optimizers to portfolio construction (e.g. mean-variance risk-budgeting constrained optimization) including handling of constraints and turnover
- Exposure to QIS products distributed through banks including familiarity with the structures and payoffs they are typically embedded in
- Understanding of how indices and QIS are monetized (ETFs structured products licensing)
- Experience with version control tools (e.g. Git)
Required Experience:
IC
About Company
Bloomberg is the world's primary distributor of financial data and a top news provider of the 21st century. A global information and technology company, we use our dynamic network of data, ideas and analysis to solve difficult problems every day. Our customers around the world rely on ... View more