Flex C++ Developer (37112051)

Description & Requirements The Quant Analytics department at Bloomberg sits within Enterprise Products and is responsible for modeling market data, pricing, and risk calculations of financial derivatives across all asset classes. Our C++ libraries are used by all Bloomberg products and services, including the Terminal with over 300,000 clients, trading system solutions, enterprise risk management, and derivatives valuation services. The department includes several Quant teams focused on differ

Role: Market Risk Consultant Murex/Financial Markets Location: New York, NY(Hybrid) Type: Contract Position Summary: We are seeking an experienced Market Risk Consultant with strong Financial Markets expertise and hands-on experience with the Murex platform to support market risk management, valuation, risk analytics, and regulatory initiatives across trading businesses. The ideal candidate will have deep knowledge of capital markets products, risk methodologies, and experience configur

Citi's Equities Technology organization is seeking a hands-on Senior Market Data Platform Engineer to join the Market Data Engineering team, focusing on the design and delivery of Citi's next-generation real-time market data distribution platforms supporting global Equities trading, with a roadmap toward multi-asset coverage over time. The role sits within a horizontal Market Data platform organization responsible for delivering accurate, deterministic, and low-latency market data to a broad se

Please send CVs to with "2027 KEPL Application" in the subject line. About Cubist: Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources. About Our Team: KEPL is a fast-growing team a