Job Description

The Bloomberg Structured Products team is responsible for all data, cash flows and analytics for the two million plus bonds that comprise the structured products universe. We own some of Bloomberg's largest databases, highest hit services, most comprehensive cash flow model libraries, and most complex analytic tools and valuation screens. Our products support Bloomberg's industry leading fixed income indices, security valuation services, portfolio management and trading platforms, as well as the daily workflow of countless traders, portfolio managers and research analysts.Who we are:The Bloomberg Structured Products Quantitative Research TeamWe strive to create best-in-class predictive and economic models for the US Agency MBS/CMBS, US Residential Non-Agency, Credit Risk Transfer (CRT), Auto ABS and Japanese MBS markets in conjunction with a comprehensive suite of daily analytics reports, model surveillance reports, whitepapers, specified pool cohorts, and valuation tools. We aim to provide timely model updates that incorporate the latest prepayment and credit trends along with market developments, while allowing clients the ability to fully customize their user experience with a comprehensive and intuitive set of model overrides. We strive to continually improve our valuation and surveillance platform by maintaining an ongoing, open dialogue with the entire community of traders, portfolio managers, regulators, and mortgage agencies that incorporate our models into their daily workflow as well as internal partners such as Index/PORT, BVAL, MARS, NEWS and BI.