Senior Quantitative Analyst – Interest Rate Modeling & Risk Analytics

The Bloomberg Structured Products Quantitative Research Team is responsible for creating high-impact valuation, surveillance, and risk management tools for both internal and external clients. The team develops models that forecast cash flows for various securities, produce valuation metrics, and quantify market risk. The ideal candidate has strong quantitative experience, analytical and problem-solving skills, and a passion for financial markets.

Requirements

• 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

Benefits

• 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
• various wellness programs