Quantitative Developer - Credit Derivatives
Bloomberg
Software Engineering
New York, NY, USA
Posted on Oct 2, 2025
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.