Quantitative Analyst - Credit Derivatives

Overview

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 Analyst with deep expertise in credit derivatives to help us push the boundaries of analytics.

• 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.

• 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.

• PhD in a quantitative field
• Knowledge and practical experience in private credit modeling

You’ll join a team that combines world-class data, innovative models, and real-world impact  you’re passionate about credit derivatives and want to work at the forefront of financial technology, we’d love to hear from you.