Bloomberg
Senior Quantitative Analyst – Home Price Modeling
This range is provided by Bloomberg. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more. Base pay range
$155,000.00/yr - $285,000.00/yr Location: New York Business Area: Engineering and CTO Description & Requirements 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 Team. We are an enthusiastic, talented team of quants who work side by side with product managers, engineers, and sales to create high impact valuation, surveillance and risk management tools for both internal and external clients. Our teams develop models that forecast cash flows for a variety of Agency, Non-Agency and ABS securities, produce valuation metrics used to determine relative value, and develop risk analytics used to quantify market risk for hedging and return attribution. We strive to create best-in-class prepayment/credit models for the US Agency MBS/CMBS, US Residential Non-Agency, Credit Risk Transfer (CRT), Mortgage Insurance, HELOC/HEL, Auto ABS and Japanese MBS markets. We also develop the home price and interest rate models that help power our prepayment and credit models. Who You Are An innovative quantitative research analyst with a strong interest in financial markets. Someone who cares about the impact of their work and enjoys working with large datasets, conducting regression analysis, building analytic valuation tools, and supporting our clients. Work collaboratively with team members to develop a new US regional home price model for use in valuing mortgage-backed securities Create analytical tools and reports that help clients track model performance, quantify market risk, and assess relative value Contribute to whitepapers, published reports, and webinars Help the team evolve and operate on a day-to-day basis You’ll need to have Strong quantitative experience within the US housing markets with a focus on home price modeling 4+ years of professional experience building and maintaining home price models used to value mortgage-backed securities Strong quantitative, analytical and problem solving skills Experience working with large data sets and conducting regression analysis Proficiency in SAS or equivalent, Excel, Linux/windows environments Excellent verbal and written communication and interpersonal skills BA/BS in Mathematics, Statistics, Economics, or other quantitative field We'd love to see MS or PhD in Mathematics, Statistics, Economics, or other quantitative field A passion for financial markets Salary Range = 155000 - 285000 USD Annually + Benefits + Bonus We offer one of the most comprehensive and generous benefits plans available and offer a range of total rewards that may include merit increases, incentive compensation, paid holidays, paid time off, medical, dental, vision, short and long term disability benefits, 401(k) +match, life insurance, and various wellness programs, among others.
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This range is provided by Bloomberg. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more. Base pay range
$155,000.00/yr - $285,000.00/yr Location: New York Business Area: Engineering and CTO Description & Requirements 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 Team. We are an enthusiastic, talented team of quants who work side by side with product managers, engineers, and sales to create high impact valuation, surveillance and risk management tools for both internal and external clients. Our teams develop models that forecast cash flows for a variety of Agency, Non-Agency and ABS securities, produce valuation metrics used to determine relative value, and develop risk analytics used to quantify market risk for hedging and return attribution. We strive to create best-in-class prepayment/credit models for the US Agency MBS/CMBS, US Residential Non-Agency, Credit Risk Transfer (CRT), Mortgage Insurance, HELOC/HEL, Auto ABS and Japanese MBS markets. We also develop the home price and interest rate models that help power our prepayment and credit models. Who You Are An innovative quantitative research analyst with a strong interest in financial markets. Someone who cares about the impact of their work and enjoys working with large datasets, conducting regression analysis, building analytic valuation tools, and supporting our clients. Work collaboratively with team members to develop a new US regional home price model for use in valuing mortgage-backed securities Create analytical tools and reports that help clients track model performance, quantify market risk, and assess relative value Contribute to whitepapers, published reports, and webinars Help the team evolve and operate on a day-to-day basis You’ll need to have Strong quantitative experience within the US housing markets with a focus on home price modeling 4+ years of professional experience building and maintaining home price models used to value mortgage-backed securities Strong quantitative, analytical and problem solving skills Experience working with large data sets and conducting regression analysis Proficiency in SAS or equivalent, Excel, Linux/windows environments Excellent verbal and written communication and interpersonal skills BA/BS in Mathematics, Statistics, Economics, or other quantitative field We'd love to see MS or PhD in Mathematics, Statistics, Economics, or other quantitative field A passion for financial markets Salary Range = 155000 - 285000 USD Annually + Benefits + Bonus We offer one of the most comprehensive and generous benefits plans available and offer a range of total rewards that may include merit increases, incentive compensation, paid holidays, paid time off, medical, dental, vision, short and long term disability benefits, 401(k) +match, life insurance, and various wellness programs, among others.
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