Senior Software Engineer - Securitized Products Cashflow Engine , NY Posted

Senior Software Engineer - Securitized Products Cashflow Engine

Location

New York

Business Area

Engineering and CTO

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Bloomberg’s Securitized Products (SP) Analytics group develops the mission‑critical systems that power the global securitized products markets. Our SP Cashflow Engine team is at the core of this ecosystem, building the high‑performance software that computes and projects future cashflow payments for complex instruments such as MBS, CMBS, and ABS. These projections are the foundation for the analytics, pricing, and risk metrics used across all of Bloomberg’s Terminal and Enterprise solutions.

We are seeking a Senior Software Engineer who is passionate about writing high‑performance C++, learning about financial modeling, and working with large‑scale, time‑sensitive calculation engines.

• 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 for modeling the complex behavior of underlying assets and their impact on structured debt payments.

• Solve challenging computer science problems inherent in managing the massive datasets and the intricate, time‑sensitive calculations required for cashflow projections.

• Collaborate closely with our world‑class team of expert financial engineers and industry veterans to translate complex instrument structures directly into robust, production‑ready projection code.

• Contribute to the core systems that define the future of securitized product modeling at Bloomberg.

• 4+ Years of experience working with C++.

• A proven track record as a Senior‑level contributor in designing and building critical, high‑volume software.