Senior Quantitative Analyst – Interest Rate Modeling & Risk Analytics

Description

The Bloomberg Structured Products team is responsible for all data, cash flows and analytics for the two million plus bonds that comprise the structured products universe. We own some of Bloomberg’s largest databases, highest hit services, most comprehensive cash flow model libraries, and most complex analytic tools and valuation screens. Our products support Bloomberg’s industry leading fixed income indices, security valuation services, portfolio management and trading platforms, as well as the daily workflow of countless traders, portfolio managers and research analysts.

Requirements

• An innovative quantitative research analyst with a strong interest in financial markets.
• Someone who cares about the impact of their work and enjoys working with large datasets, conducting regression analysis, building analytic valuation tools, and supporting our clients.
• You enjoy collaborating and working closely with other people.
• You’re a problem solver, eager to learn, and have a strong interest in the structured products domain.
• Strong quantitative experience within the US Agency MBS Sector with a focus on term structure modeling, PnL tracking, and risk management.
• 4+ years of professional experience building and maintaining term structure models used to value mortgage-backed securities.
• Strong quantitative, analytical and problem solving skills.
• Experience working with large data sets and conducting regression analysis.
• Proficiency in SAS or equivalent, Excel, Linux/windows environments.
• Excellent verbal and written communication and interpersonal skills.
• A BA/BS in Mathematics, Statistics, Economics, or other quantitative field.
• We'd love to see MS or PhD in Mathematics, Statistics, Economics, or other quantitative field.
• A passion for financial markets.

Qualifications

• Salary Range = 155,000 - 285,000 USD Annual + Benefits + Bonus
• The referenced salary range is based on the Company's good faith belief at the time of posting. Actual compensation may vary based on factors such as geographic location, work experience, market conditions, education/training and skill level.
• We offer one of the most comprehensive and generous benefits plans available and offer a range of total rewards that may include merit increases, incentive compensation (exempt roles only), paid holidays, paid time off, medical, dental, vision, short and long term disability benefits, 401(k) +match, life insurance, and various wellness programs, among others.
• The Company does not provide benefits directly to contingent workers/contractors and interns.