The Senior Quantitative Analyst role focuses on interest rate modeling and risk analytics within the Bloomberg Structured Products team. This team is responsible for developing high-impact valuation and risk management tools for both internal and external clients. The analyst will work with large datasets to create models that forecast cash flows and assess market risk for various securities. Collaboration with product managers, engineers, and sales is essential to enhance Bloomberg's offerings in the structured products domain.

• Strong quantitative experience within the US Agency MBS Sector with a focus on term structure modeling, PnL tracking, and risk management.
• 4+ years of professional experience building and maintaining term structure 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.

• Work collaboratively with team members to manage and enhance the implementation of Bloomberg’s RFR market model for valuing US mortgage-backed securities.
• Develop and release tools for conducting return attribution, total/excess return analysis, interest rate/volatility scenario analysis, and risk measurement of US 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.

• Bloomberg offers a comprehensive suite of benefits designed to support health, financial stability, and work-life balance.