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Senior Software Engineer - Securitized Products Cashflow Engine

Location

New York

Business Area

Engineering and CTO

Ref #

10047267

Description & Requirements

Bloomberg’s Securitized Products (SP) Analytics group develops the mission-critical systems that power the global securitized products markets. Our SP Cashflow Engine team is at the core of this ecosystem, building the high-performance software that computes and projects future cashflow payments for complex instruments such as MBS, CMBS, and ABS. These projections are the foundation for the analytics, pricing, and risk metrics used across all of Bloomberg’s Terminal and Enterprise solutions.

We are seeking a Senior Software Engineer who is passionate about writing high-performance C++, learning about financial modeling, and working with large-scale, time-sensitive calculation engines.

What You'll Do:

+ Design, develop, and optimize the Cashflow Engine, focusing on C++ models that precisely project security cashflows under various complex scenarios.

+ Implement and maintain core projection logic for modeling the complex behavior of underlying assets and their impact on structured debt payments.

+ Solve challenging computer science problems inherent in managing the massive datasets and the intricate, time-sensitive calculations required for cashflow projections.

+ Collaborate closely with our world-class team of expert financial engineers and industry veterans to translate complex instrument structures directly into robust, production-ready projection code.

+ Contribute to the core systems that define the future of securitized product modeling at Bloomberg.

You'll Need to Have:

+ 4+ Years of experience working with C++.

+ A proven track record as a Senior-level contributor in designing and building critical, high-volume software.

+ A strong desire and aptitude to develop deep, specialized domain expertise in the intricacies of Securitized Products cashflow modeling.

+ A Degree in Computer Science, Engineering, Mathematics, similar field of study or equivalent work experience.

Salary Range = 160000 - 240000 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]