Senior Data Management Professional - Cashflow Modeler - Securitized Products
Bloomberg · New York, United States · 3d ago
SeniorOn-siteData & Analytics
Bloomberg runs on data. Our products are fueled by powerful information. We combine data and context to paint the whole picture for our clients, around the clock - from around the world. In Data, we are responsible for delivering this data, news, and analytics through innovative technology - quickly and accurately. We apply problem-solving skills to identify workflow efficiencies and implement technology solutions to enhance our systems, products, and processes.
Our Team:
The Global Securitized Products Data Team is responsible for researching and supporting a $12 trillion global securitized product market. The securitized product market uses financial engineering to transform a variety of assets (residential and commercial mortgages, auto and equipment leases, managed corporate loan portfolios, credit card debt, and even music royalties) into securities that are structured to meet nearly any investor appetite. Our team supports the full data lifecycle and analytical capabilities, through reverse financial engineering, of all securitized products globally for Bloomberg.
Leveraging strong expertise in data management and data modelling frameworks, you will contribute to the design and continuous improvement of data quality control frameworks and core data processes. You will help ensure the integrity, consistency, and reliability of our analytics and underlying datasets.
The Securitized Products CLO team is responsible for creating and maintaining a large library of cash flow models and data for Broadly Syndicated, Middle Market and CRE CLOs. Our cash flow models are required, along with prepayment and credit assumptions, in order to price these securities accurately and support the expanding markets.
What’s the Role?
You will be creating cash flow models primarily for various Collateralized Loan Obligations with the potential to cover other asset sectors including Agency Collateralized Mortgage Obligations (CMO), Residential Mortgage Backed Securities (RMBS), Asset Backed Securities (ABS) and Commercial Mortgage Backed Securities (CMBS). As a Senior Data Management Professional CLO Modeler, you will develop bespoke schemas to automate periodic factor, coupon, and collateral performance data extraction using cutting edge technology such as Python and Regex. Proficiently maintaining, debugging and ensuring timely monthly cashflow projections is a key responsibility of all CLO Modelers within the team. You will also work closely with our engineering teams and product teams to expand cashflow and data coverage. As part of our team, your input on technology and business insight will be crucial to the development and growth of our product.
We’ll trust you to:
- Reverse engineer and manage a large library of CLO cashflow models in a Python-based platform
- Communicate with lead managers and other clients to properly create, update, and validate cash flow models based on offering documents and preliminary information
- Ensure consistency, quality and timely product delivery while providing excellent service to internal and external customers
- Liaise with Business Managers, Engineering, Trustees, and Lead Managers regularly to further develop the cashflow model engine, expand CLO coverage, and enhance modeling and testing capabilities
- Develop and maintain automated data extraction and processing solutions for deal, bond and collateral data, using Python, RegEx, and AI-enabled technologies to streamline operations, improve data quality, and support business-critical workflows.
- Understand customer needs and Securitized Products markets to ensure our dataset and processes are fit-for-purpose to provide ready to use information
- Assist with the training and mentoring of junior team members
You’ll need to have:
- BA/BS degree or higher in Finance or STEM with good technical skills
- 4+ years professional experience in cash flow modeling, preferably in the CLO market
- Working knowledge of programming and data management fundamentals, including command-line environments, data modeling, algorithms, and AI-assisted development and productivity tools.
- Demonstrated ability to apply AI technologies to address business challenges, automate tasks, optimize workflows, and deliver scalable solutions
- Excellent communication, analytical, and problem-solving skills
- Strong time management skills and the ability to multi-task in a fast-paced environment
- Ability to work independently as well as in a team environment
We’d love to see:
- Strong understanding of the Securitized Products market and Bloomberg terminal functions
- Prior experience with cashflow modeling and data analysis for CLOs
- Strong knowledge of Python, Unix, JIRA.
- Established relationships with key stakeholders within the CLO market
- Knowledge of statistics and advanced data management practices
Does this sound like you?
Apply if you think we're a good match. We'll get in touch to let you know what the next steps are!
Salary Range = 110,000 - 190,000 USD Annual + 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.
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.