RMBS Credit Modeler/Quantitative Analyst recruitment

The Company:

Bloomberg, the global business and financial information and news leader, gives influential decision makers a critical edge by connecting them to a dynamic network of information, people and ideas. The company's strength - delivering data, news and analytics through innovative technology, quickly and accurately - is at the core of the Bloomberg Professional service, which provides real time financial information to more than 300,000 subscribers globally. Bloomberg's enterprise solutions build on the company's core strength, leveraging technology to allow customers to access, integrate, distribute and manage data and information across organizations more efficiently and effectively. Through Bloomberg Law, Bloomberg Government and Bloomberg New Energy Finance, the company provides data, news and analytics to decision makers in industries beyond finance. And Bloomberg News, delivered through television, radio, mobile, the Internet and two magazines, Bloomberg Businessweek and Bloomberg Markets, covers the world with more than 2,300 news and multimedia professionals at 146 bureaus in 72 countries. Headquartered in New York, Bloomberg employs more than 13,000 people in 185 locations around the world.

The Role:

Bloomberg, a recognized leader and industry standard in the MBS and ABS markets, is seeking an experienced quantitative analyst to join the Mortgage and Asset-Backed Research Group, as we aggressively seek to expand our suite of predictive models. Bloomberg prepayment and credit models drive the suite of mortgage analytics, providing accurate and consistent valuations for Agency, Non-agency as well as European MBS securities throughout the Bloomberg products. Responsibilities for the quantitative analyst include developing, maintaining and upgrading a suite of RMBS credit models, analyzing relative value of RMBS securities, as well as participating in writing topical RMBS or ABS research articles. The analyst will have opportunities to work directly with our developers, pricing analysts, and business managers, as well as communicate with Bloomberg clients and other firm's research teams on issues related to RMBS credit and valuation. The team also encourages the publication of research results in leading practitioner journals.

Requirements:

Successful candidate will have the following qualifications:

* Advanced quantitative degree in Computer Science, Physics, Math or Statistics.
* Strong experience in the development and implementation of RMBS credit models is desirable.
* A minimum of two year experience in developing statistical models using SAS or other statistical package.
* Solid skills in C/C++ and SAS programming.
* Experience with Unix shell scripting and debugging.
* Strong verbal and written communication skills.

Bloomberg is an equal opportunity/affirmative action employer and we welcome applications from all backgrounds regardless of race, color, religion, sex, national origin, ancestry, age, marital status, sexual orientation, gender identity, veteran status, disability, or any other classification protected by law.