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Urgent! Senior Quantitative Analyst - Home Price Modeling Job Opening In New York – Now Hiring Bloomberg
Senior Quantitative Analyst - Home Price Modeling
Location
New York
Business Area
Engineering and CTO
Ref #
10045275
Description & Requirements
The Bloomberg Structured Products team is responsible for all data, cash flows and analytics for the two million plus bonds thatprise the structured products universe.
We own some of Bloomberg's largest databases, highest hit services, mostprehensive cash flow model libraries, and mostplex analytic tools and valuation screens.
Our products support Bloomberg's industry leading fixed ie indices, security valuation services, portfolio management and trading platforms, as well as the daily workflow of countless traders, portfolio managers and research analysts.
Who we are
The Bloomberg Structured Products Quantitative Research Team
We are an enthusiastic, talented team of quants who work side by side with product managers, engineers, and sales to create high impact valuation, surveillance and risk management tools for both internal and external clients.
Our teams develop models that forecast cash flows for a variety of Agency, Non-Agency and ABS securities, produce valuation metrics used to determine relative value, and develop risk analytics used to quantify market risk for hedging and return attribution.
We strive to create best-in-class prepayment/credit models for the US Agency MBS/CMBS, US Residential Non-Agency, Credit Risk Transfer (CRT), Mortgage Insurance, HELOC/HEL, Auto ABS and Japanese MBS markets.
We also develop the home price and interest rate models that help power our prepayment and credit models.
Our models are developed in conjunction with aprehensive suite of daily analytics reports, model surveillance reports, whitepapers, specified pool cohorts, and valuation tools.
We aim to provide timely model updates that incorporate the latest prepayment and credit data, stay in sync with evolving market developments and expand model coverage for new product types, while allowing clients the ability to fully customize their user experience with aprehensive and intuitive set of model overrides.
We strive to continually improve our valuation and surveillance platform by maintaining an ongoing, open dialogue with the entiremunity of traders, portfolio managers, regulators, research analysts and mortgage agencies that incorporate our models into their daily workflow as well as internal partners such as Index/PORT, BVAL, MARS, NEWS and BI.
Our current Agency MBS projects include the development of a loan-level agency prepayment model and a new prepayment model for the GNMA project loan sector.
Our current residential credit projects include the development of a new prepay/credit model for securities backed by home equity lines of credit (HELOC) and home equity loans (HEL), and expanding multipath OAS coverage for existing sectors through BTM model service enhancements.
Other projects include updates to our mortgage rate models and the development of a new home price model.
Who you are
An innovative quantitative research analyst with a strong interest in financial markets.
Someone who cares about the impact of their work and enjoys working with large datasets, conducting regression analysis, building analytic valuation tools, and supporting our clients.
You enjoy collaborating and working closely with other people.
You're a problem solver, eager to learn, and have a strong interest in the structured products domain.
As part of this team, we'll trust you to
✨ Smart • Intelligent • Private • Secure
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Unlock Your Senior Quantitative Potential: Insight & Career Growth Guide
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Great news! Bloomberg is currently hiring and seeking a Senior Quantitative Analyst Home Price Modeling to join their team. Feel free to download the job details.
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An organization's rules and standards set how people should be treated in the office and how different situations should be handled. The work culture at Bloomberg adheres to the cultural norms as outlined by Expertini.
The fundamental ethical values are:The average salary range for a Senior Quantitative Analyst Home Price Modeling Jobs United States varies, but the pay scale is rated "Standard" in New York. Salary levels may vary depending on your industry, experience, and skills. It's essential to research and negotiate effectively. We advise reading the full job specification before proceeding with the application to understand the salary package.
Key qualifications for Senior Quantitative Analyst Home Price Modeling typically include Mathematical Science Occupations and a list of qualifications and expertise as mentioned in the job specification. Be sure to check the specific job listing for detailed requirements and qualifications.
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