Senior Software Engineer - Post Trade

Bloomberg Engineering In Tel Aviv Is Looking For Senior Backend Engineers To Develop Financial Services Which Help Clients Analyze Their Historical Trading. Engineers Use Databases, ETL Processes And Various Analytic Tools And Services To Provide

BTCA - 'Transaction Cost Analysis' is part of the Post Trade Group. We provide our clients with a method of determining the effectiveness of their portfolio transactions by analyzing this 'market impact' and cost, optimizing these is a vital source of return on investment. We also help them conduct surveillance on their trading activities, identifying market abuse and inappropriate trading workflows.

The solution we provide is a Premium function that is sold on top of the basic Bloomberg terminal subscription, which means that we work closely with Product and Sales on the future of our systems.

• Personalized reports and visualizations
• Best execution analysis
• Compliance reporting to meet regulatory needs
• Historical client trading via API
• Broad business intelligence analysis across many clients and features
  
  

We Develop Two Products In Tel Aviv

• BTCA - Bloomberg Transaction Cost Analysis
• Order History
  
  

Both Teams Are Looking For Engineers Who Are

• Diligent C++, Python or Java developers who enjoy improving and maintaining critical functions and designing new systems
• Forward thinkers, understand the value of automated testing and happy to make small, incremental improvements to the existing system while working on new projects
• Want to understand the Trading Surveillance and Execution Management world and learn a lot about financial markets and how our systems influence and integrate within the overall trading activities of our clients
  
  

The Team: BTCA - Transaction Cost Analysis

BTCA - 'Transaction Cost Analysis' is part of the Post Trade Group. We provide our clients with a method of determining the effectiveness of their portfolio transactions by analyzing this 'market impact' and cost, optimizing these is a vital source of return on investment. We also help them conduct surveillance on their trading activities, identifying market abuse and inappropriate trading workflows.

The solution we provide is a Premium function that is sold on top of the basic Bloomberg terminal subscription, which means that we work closely with Product and Sales on the future of our systems.

How do we work?

• We are a back end development team
• We follow the typical Bloomberg technology stack working predominantly in C++ and Python
• We utilize a mix of Oracle and Postgres databases for our data storage
• We work closely with our product managers to ensure that we are providing the right functionality for our clients, and we work closely with Analytics and our technical support team so that the vast majority of client questions can be answered without Engineering assistance
• We have a good on-boarding process for new joiners involving sessions with Engineers and Product managers
  
  

The Team: Order History

Order History is a Big Data application infrastructure team whose goal is to serve detailed historical trading information to Bloomberg applications that require it. Our vision is to have historical trading data, analytics and research proliferate across Bloomberg functions and other services. To achieve this we maintain a massive database with detailed trading data going back 12 years which we update in real time. We serve historical trading from this database to teams via services which offer flexible queries - any range, any resolution, any trading system, any asset class.

Order History is part of a group of teams which are responsible for distributing real time trading and analytic data.

How do we work?

• We are a backend development team
• Our database stack is HBase, Hive and Spark over Hadoop
• We store and serve 2B orders and 25B transactions which is about 350TB of data
• We consume and serve data using services and libraries written in C++, we interact with the database technologies and write distributed computation jobs in Java and Scala
• Being an application infrastructure team, we interact with many businesses and engineering teams that use historical trading data in their applications