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Software Development Internship
Bloomberg
New York, NY, United States
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Bloomberg's Quantitative Library Architecture team is responsible for designing and writing the infrastructure that powers Bloomberg's derivatives pricing models and supports its risk management and derivatives valuation services. A large part of this infrastructure is written in OCaml, most notably BLAN, a DSL for describing derivative contracts.
The team is looking for an Intern with functional programming experience in the context of programming language design and implementation. In this role, you will participate in the full life-cycle of software development of the BLAN language, starting from researching existing literature on statically typed functional languages, prototyping and production implementations, and deployment.
Practical experience with type system design is a plus, but by no means required.
We'll trust you to:
• Come up to speed on BLAN and its implementation
• Design and implement extensions to BLAN
• Research the literature on programming languages and type systems
• Recommend additional extensions to BLAN
• Work independently or in collaboration with your team members
You’ll need to:
• Have 1-2 years (academic or professional) experience programming in a functional language, especially a statically typed language
• Be working toward a BA, BS, MS or PhD in Computer Science, Computer Engineering, Math, or related field
• Enthusiasm for programming languages and type systems!
• Be able to learn on the job
We'd love to see:
• Extensive experience with OCaml or Haskell, and/or familiarity with their implementations
• Experience implementing compilers or interpreters
• Experience implementing static types systems, and especially type inference
• Familiarity with derivatives pricing models