• Quantitative Developer - Credit Derivatives

    Bloomberg (New York, NY)


    Quantitative Developer – Credit Derivatives

     

    Location

     

    New York

     

    Business Area

     

    Product

     

    Ref #

     

    10046821

     

    Description & Requirements

     

    Bloomberg FX/Commodity/Credit Quant Analytics Team

     

    Join Bloomberg’s Quant Analytics team, where we design and deliver cutting-edge models for derivative market data, pricing, and risk. Our work powers everything from the Bloomberg Terminal (used by 300,000+ clients) to trading systems, enterprise risk management, and valuation services.

     

    We’re looking for a Quant Developer with strong C++ skills and deep expertise in credit derivatives to help us push the boundaries of analytics.

    What You’ll Do

    + Build and enhance credit derivatives pricing models in C++.

    + Optimize performance and accuracy of existing market data and pricing engines.

    + Partner with engineers, and product teams to bring models into production.

    + Communicate insights clearly to both technical and client-facing teams.

    What We’re Looking For

    + 7+ years in credit derivatives modeling.

    + Strong knowledge of credit instruments (CDS, CDX, iTraxx, tranched credit).

    + Advanced programming skills in C++ (plus Python).

    + Solid grasp of mathematical finance, and numerical methods in derivatives pricing.

    + Proven ability to collaborate in a multi-developer, cross-functional environment.

    + Excellent communication skills.

    Nice to Have

    + PhD in a quantitative field

    + Knowledge and practical experience in private credit modeling

     

    Why Bloomberg?

     

    You’ll join a team that combines world-class data, innovative models, and real-world impact at scale. If you’re passionate about credit derivatives and want to work at the forefront of financial technology, we’d love to hear from you.

     

    Salary Range = 155000 - 285000 USD Annually + 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.

     

    Bloomberg is an equal opportunity employer and we value diversity at our company. We do not discriminate on the basis of age, ancestry, color, gender identity or expression, genetic predisposition or carrier status, marital status, national or ethnic origin, race, religion or belief, sex, sexual orientation, sexual and other reproductive health decisions, parental or caring status, physical or mental disability, pregnancy or parental leave, protected veteran status, status as a victim of domestic violence, or any other classification protected by applicable law.

     

    Bloomberg is a disability inclusive employer. Please let us know if you require any reasonable adjustments to be made for the recruitment process. If you would prefer to discuss this confidentially, please email [email protected]