Overview
In this role you will help design, backtest, and implement Bloomberg’s Multi-Asset indices with a focus on commodities within diversified strategies. You’ll work at the intersection of research, product, and engineering to deliver scalable, production-ready index and QIS solutions. You’ll translate client requests into implementation plans and collaborate with data, engineering, and risk teams to ensure robust, automated solutions. The role emphasizes data-driven decision making, regulatory awareness, and delivering impactful, market-relevant benchmarks.
Responsibilities
- Design, backtest, and validate multi-asset, risk-premia and QIS methodologies with commodity components
- Source and map market data inputs across systems, including commodity futures and curve data
- Collaborate with Engineering to implement and automate indices and strategies
- Refine client requests into implementable plans and assess feasibility
- Contribute to internal tooling and reusable index frameworks
- Support governance and documentation in line with regulatory standards
- Communicate complex quantitative concepts to diverse audiences
- Identify and mitigate backtesting biases and ensure scalability in ideation and production
Key requirements
- strong quantitative academic background in a quantitative discipline
- 5+ years in index development, QIS, or related product development
- hands-on experience building end-to-end systematic index backtests or strategy simulations
- strong understanding of commodities and multi-asset derivatives (carry, trend, curve)
- strong Python proficiency for clean, modular code
- experience with large datasets
- knowledge of financial markets and portfolio construction concepts
- experience collaborating with Engineering to translate research into production systems
- clear communication skills and ability to translate client requests into implementation plans
- working knowledge of benchmark regulations and governance for index events
- clear communication
- collaboration across teams
- creativity and enthusiasm
- Python
- SQL (familiarity)
- data handling and large datasets
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