Quantitative Developer - Credit Derivatives

  • Posted 1 day ago | Updated 1 day ago

Overview

On Site
USD 155,000.00 - 285,000.00 per year
Full Time

Skills

FX
Commodities
Bloomberg Terminal
Trading
Risk Management
Valuation
Quantitative Analysis
Analytics
Market Analysis
Customer Facing
C++
Python
Finance
Numerical Analysis
Derivatives
Pricing
Collaboration
Communication
Modeling
Bloomberg
Credit Derivatives
Financial Technology
Training
Life Insurance

Job Details

Quantitative Developer - Credit Derivatives

Location
New York

Business Area
Product

Ref #
10046821

Description & Requirements

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 Developer with strong C++ skills and deep expertise in credit derivatives to help us push the boundaries of analytics.

What You'll Do
  • 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.


What We're Looking For

  • 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.


Nice to Have

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

Why Bloomberg?

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

Salary Range = 00 USD Annually + Benefits + Bonus

The referenced salary range is based on the Company's good faith belief at the time of posting. Actual compensation may vary based on factors such as geographic location, work experience, market conditions, education/training and skill level.

We offer one of the most comprehensive and generous benefits plans available and offer a range of total rewards 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, among others. The Company does not provide benefits directly to contingent workers/contractors and interns.
Employers have access to artificial intelligence language tools (“AI”) that help generate and enhance job descriptions and AI may have been used to create this description. The position description has been reviewed for accuracy and Dice believes it to correctly reflect the job opportunity.