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:

The Mortgage Structured Products team seeks talented and motivated software developers with proven abilities in delivering well-designed software solutions. The team is responsible for delivering a comprehensive data and analytics platform for a wide variety of domestic and international residential, commercial and asset-backed securitizations. We are presently spearheading the development of an array of products such as sophisticated structuring tools, flexible cashflow engines and a suite of advanced credit and risk analytics addressing all securitized asset sectors. This is an ideal opportunity for a developer to join the team and make significant contributions to our product, while learning the Mortgage Structured products domain.
Programming typically utilizes C and C++, as well as scripting languages such as Python, Perl and Lua. The structuring tool is a C#, WPF client side application, similar to an IDE, and uses the MVVM architecture and UI components with extensive styling. The development team employs high performance computing architectures and design methodologies, including parallel programming techniques. Core technologies used include Linux/Solaris, GPGPU (CUDA) and cluster computing.
The candidate should possess excellent communication skills and a strong desire to learn the sophisticated Mortgage Structured Products securities domain including structuring techniques, default and prepayment modeling, amortization methods, and advanced Fixed Income analytics.

Qualifications

• BS/MS/PhD Degree in Computer Science, Engineering, Finance or Related Field (or equivalent expertise)
• 3+ years hands-on C/C++ development experience on Unix (or equivalent expertise)
• Solid understanding of Data Structures, Algorithms, and Object-Oriented design
• Expert debugging skills
• Ability to write clear and well-documented code
• Solid verbal and written communication skills
• Knowledge of Perl, Python, Unix scripting is a plus
• Knowledge of Mortgage/Asset structuring, residential loan analysis, or Fixed Income Markets is a plus