The Securitized Products (SP) engineering group in Bloomberg is responsible for the core systems and workflows supporting the Mortgage Backed Securities (MBS) industry. More generally, any structured/securitized debt falls under the SP umbrella and has info, projections, and analytics on the Bloomberg terminal through the F4 Mtge yellow key. SP bonds look straight forward on the surface by paying principal and interest like any other bond, however, under the hood can have many layers of complex structuring, significant amounts of data, and optionality that provide a large pool of interesting computer science problems. The SP infrastructure is comprised of a massive data acquisition pipeline, cutting edge distributed systems, deep financial domain expertise, and advanced predictive modeling. The SP Analytics Applications team is where everything comes together in the form of building robust workflows for every role in the industry including traders, structurers, and risk analysts. Specifically, we build applications native to the Bloomberg terminal for creating, visualizing, and analyzing projections for these SP bonds. Our team owns the flagship function (YT - Yield Table) of the Mtge yellow key which is also a top function of the Bloomberg terminal. Additionally, there is a whole suite of applications for visualizing projections, as well as, future applications that can be built to provide deeper transparency into how these bonds tick and better inform our clients in the advantages and risks of individual bonds. Aside from Securitized Products, our team is passionate in pushing the boundaries of application design for native Bloomberg terminal apps. This looks like bringing in the latest web development libraries / practices and modifying / testing them for the terminal environment. A lot of our advancements have gone on to influence software infrastructure and impact application development across the entire company. This spirit of experimentation and collaboration fuels an innovative culture on our team, where new ideas are not only welcomed but actively shape the future of our products.
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Job Type
Full-time
Career Level
Mid Level
Industry
Web Search Portals, Libraries, Archives, and Other Information Services
Education Level
Bachelor's degree
Number of Employees
5,001-10,000 employees