FA - Structured Products Cashflow Modeler
The Structured Products market makes up nearly $10 trillion of US public and private bond market debt. Banks use financial engineering to transform a variety of assets, such as residential and commercial mortgages, auto and student loans, and credit card debt, into securities that are structured to meet nearly any investor appetite.
We are responsible for creating and maintaining a large library of cashflow models and data for these securities. Cash flow models are required along with prepayment and credit assumptions in order to price these securities accurately. You will be creating cashflow models for a variety of asset sectors including Agency Collateralized Mortgage Obligations (CMO), Residential Mortgage Backed Securities (RMBS), Commercial Mortgage Backed Securities (CMBS), Collateralized Loan Obligations (CLO), and various Asset Backed Securities (ABS, Credit Card, Auto, SLABS). You will be developing ground breaking tools to improve the accuracy and coverage of our product as well as to improve the efficiency and quality of supporting processes. We are working on multiple projects to increase our deal coverage while building infrastructure necessary to help us meet our goal of providing cashflows for all varieties of structured products. As part of our team, your contributions will be crucial to the development and growth of our product. You will be asked to work closely with our software developers, product managers and global data partners to ensure our product’s capabilities and offerings are world class in order to meet the requirements of our clients, which include groups within Bloomberg, our core terminal customers, and our enterprise services subscribers.
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Bloomberg is an equal opportunities employer, and we value diversity at our company. We do not discriminate on the basis of race, religion, color, national origin, gender, sexual orientation, age, marital status, veteran status, or disability status.
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