Senior Data Management Professional - Cashflow Modeler - Securitized Products
Used Tools & Technologies
Not specified
Required Skills & Competences
Tag name is followed by "@" symbol and proficiency level value.
About proficiency levels:
- 1-2 — basic awareness. Minimal hands-on experience, and a rudimentary understanding of the technology's purpose;
- 3-6 — daily use. Comfortable and regular usage, capable of handling common tasks and challenges related to the technology;
- 7-9 — you are an expert, you can teach others, you know all the pitfalls and tricks;
- 10 — exceptional knowledge, comprehensive understanding, and adeptness in all aspects of the technology, including advanced problem-solving. Think twice before claiming or demanding such level.
Python @ 4
Statistics @ 4
Algorithms @ 4
Communication @ 4
Mentoring @ 4
Jira @ 7
AI @ 4
Data Modeling @ 4
- 1-2 — basic awareness. Minimal hands-on experience, and a rudimentary understanding of the technology's purpose;
- 3-6 — daily use. Comfortable and regular usage, capable of handling common tasks and challenges related to the technology;
- 7-9 — you are an expert, you can teach others, you know all the pitfalls and tricks;
- 10 — exceptional knowledge, comprehensive understanding, and adeptness in all aspects of the technology, including advanced problem-solving. Think twice before claiming or demanding such level.
Details
Bloomberg runs on data. Our products are fueled by powerful information. We combine data and context to paint the whole picture for our clients, around the clock - from around the world. In Data, we are responsible for delivering this data, news, and analytics through innovative technology - quickly and accurately. We apply problem-solving skills to identify workflow efficiencies and implement technology solutions to enhance our systems, products, and processes.
Team overview
The Global Securitized Products Data Team is responsible for researching and supporting a $12 trillion global securitized product market. The securitized product market uses financial engineering to transform a variety of assets (residential and commercial mortgages, auto and equipment leases, managed corporate loan portfolios, credit card debt, and even music royalties) into securities that are structured to meet nearly any investor appetite. Our team supports the full data lifecycle and analytical capabilities, through reverse financial engineering, of all securitized products globally for Bloomberg.
The Securitized Products CLO team is responsible for creating and maintaining a large library of cash flow models and data for Broadly Syndicated, Middle Market and CRE CLOs. Our cash flow models are required, along with prepayment and credit assumptions, in order to price these securities accurately and support the expanding markets.
Leveraging strong expertise in data management and data modelling frameworks, you will contribute to the design and continuous improvement of data quality control frameworks and core data processes. You will help ensure the integrity, consistency, and reliability of our analytics and underlying datasets.
Responsibilities
- Reverse engineer and manage a large library of CLO cashflow models in a Python-based platform
- Create cash flow models primarily for Collateralized Loan Obligations (CLOs) and potentially for CMO, RMBS, ABS and CMBS
- Develop bespoke schemas to automate periodic factor, coupon, and collateral performance data extraction
- Maintain, debug and ensure timely monthly cashflow projections
- Communicate with lead managers and other clients to create, update, and validate cash flow models based on offering documents and preliminary information
- Ensure consistency, quality and timely product delivery while providing excellent service to internal and external customers
- Liaise with Business Managers, Engineering, Trustees, and Lead Managers to develop the cashflow model engine, expand CLO coverage, and enhance modeling and testing capabilities
- Develop and maintain automated data extraction and processing solutions for deal, bond and collateral data using Python, RegEx, and AI-enabled technologies
- Understand customer needs and securitized products markets to ensure datasets and processes are fit-for-purpose
- Assist with training and mentoring of junior team members
Requirements
- BA/BS degree or higher in Finance or STEM with good technical skills
- 4+ years professional experience in cash flow modeling, preferably in the CLO market
- Working knowledge of programming and data management fundamentals, including command-line environments, data modeling, algorithms, and AI-assisted development and productivity tools
- Demonstrated ability to apply AI technologies to address business challenges, automate tasks, optimize workflows, and deliver scalable solutions
- Strong knowledge of Python, Unix, and JIRA (listed as desirable)
- Experience building and maintaining automated data extraction and processing using Python and RegEx
- Excellent communication, analytical, and problem-solving skills
- Strong time management skills and ability to multi-task in a fast-paced environment
- Ability to work independently as well as in a team environment
Nice to have
- Strong understanding of the Securitized Products market and Bloomberg terminal functions
- Established relationships with key stakeholders within the CLO market
- Knowledge of statistics and advanced data management practices
Compensation & Benefits
- Salary Range: 110,000 - 190,000 USD Annual + Benefits + Bonus
- Benefits may include merit increases, incentive compensation (exempt roles only), paid holidays, paid time off, medical, dental, vision, short and long term disability benefits, 401(k) + match, life insurance, and various wellness programs (contingent workers/contractors and interns not eligible for benefits)
Location
- New York
How to apply
Apply through Bloomberg's careers page linked in the original posting.