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Bloomberg

Quantitative Developer - Credit Derivatives

Bloomberg, New York, New York, us, 10261

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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.

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