Senior Software Engineer - Securitized Products Cashflow Engine
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.
Security @ 4
Mathematics @ 4
.NET @ 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’s Securitized Products (SP) Analytics group develops mission-critical systems that power the global securitized products markets. The SP Cashflow Engine team builds the high-performance software that computes and projects future cashflow payments for complex instruments such as MBS, CMBS, and ABS. These projections underpin analytics, pricing, and risk metrics used across Bloomberg’s Terminal and Enterprise solutions.
Ref #: 10047267
Responsibilities
- Design, develop, and optimize the Cashflow Engine, focusing on C++ models that precisely project security cashflows under various complex scenarios.
- Implement and maintain core projection logic modeling complex behavior of underlying assets and their impact on structured debt payments.
- Solve challenging computer-science problems involved in managing massive datasets and intricate, time-sensitive calculations required for cashflow projections.
- Collaborate closely with financial engineers and industry experts to translate complex instrument structures into robust, production-ready projection code.
- Contribute to core systems that define securitized product modeling across Bloomberg.
Requirements
- 4+ years of experience working with C++.
- Proven track record as a Senior-level contributor in designing and building critical, high-volume software.
- Strong desire and aptitude to develop deep, specialized domain expertise in securitized products cashflow modeling.
- Degree in Computer Science, Engineering, Mathematics, or a similar field, or equivalent work experience.
- Experience or willingness to work with large-scale, time-sensitive calculation engines and performance-sensitive code.
Technologies and domain mentioned: C++, cashflow modeling, securitized products (MBS, CMBS, ABS), financial modeling, high-performance/optimization, large-scale datasets, production systems.
Benefits
- Salary Range: 160000 - 240000 USD annually + Benefits + Bonus.
- Comprehensive benefits package that 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.
- Note: The Company does not provide benefits directly to contingent workers/contractors and interns.
How to Apply
Apply via Bloomberg's career portal: https://bloomberg.avature.net/careers/Login?jobId=15441&source=&tags=&user=&formValues=