Senior Software Engineer - Securitized Products Analytics Applications Team

Senior Software Engineer - Securitized Products Analytics Applications Team Location New York Business Area Engineering and CTO Ref # 10046920

Description & Requirements

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.

What you'll do:

• Develop and maintain complex applications native to the Bloomberg Terminal getting 50k+ hits a day.
• Develop and maintain a suite of server-less (TypeScript) services that are tailored to the applications.
• Collaborate with our back-end sister teams to build reliable and scalable distributed systems.
• Ensure application quality through unit tests (Jest) and UI Automation Tests with Cucumber.
• Contribute to the development of internal web tools using Next.js.
• Work directly with product managers, designers, and clients to improve the crucial workflows of the MBS industry.
• Participate in working groups and collaborate with infrastructure to explore new technologies and innovating solutions.

You’ll need to have:

• 4+ years experience in web development / software engineering.
• A Degree in Computer Science, Engineering or similar field of study or equivalent work experience
• Passion about writing JavaScript / TypeScript applications.
• Experience with web frameworks like React and Solid.js.
• A curious and team-focused problem solver.
• Willingness to dive deep into the software stack to understand and solve complex problems.
• Ability to collaborate with our stakeholders to