Quantitative Developer - Credit Derivatives
Bloomberg
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Posted 6+ months ago
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.
This job is no longer accepting applications
See open jobs at Bloomberg.See open jobs similar to "Quantitative Developer - Credit Derivatives" Tech:NYC.