Code-mixing or language-mixing is a linguistic phenomenon where multiple language mix together during conversation. Standard natural language processing (NLP) tools such as part-of-speech (POS) tagger and parsers perform poorly because such tools are generally trained with monolingual content. Thus there is a need for code-mixed NLP. This research focuses on creating a code-mixed corpus in English-Hindi-Bengali and using it to develop a world-level language identifier and a POS tagger for such code-mixed content. The first target of this research is word-level language identification. A data set of romanised and code-mixed content written in English, Hindi and Bengali was created and annotated. Word-level language identification (LID) was performed on this data using dictionaries and machine learn- ing techniques. We find that among a dictionary-based system, a character-n-gram based linear model, a character-n-gram based first order Conditional Random Fields (CRF) and a recurrent neural network in the form of a Long Short Term Memory (LSTM) that consider words as well as characters, LSTM outperformed the other methods. We also took part in the First Workshop of Computational Approaches to Code-Switching, EMNLP, 2014 where we achieved the highest token-level accuracy in the word-level language identification task of Nepali-English. The second target of this research is part-of-speech (POS) tagging. POS tagging methods for code- mixed data (e.g. pipeline and stacked systems and LSTM-based neural models) have been implemented, among them, neural approach outperformed the other approach. Further, we investigate building a joint model to perform language identification and POS tagging jointly. We compare between a factorial CRF (FCRF) based joint model and three LSTM-based multi-task models for word-level language identification and POS tagging. The neural models achieve good accuracy in language identification and POS tagging by outperforming the FCRF approach. Further- more, we found that it is better to go for a multi-task learning approach than to perform individual task (e.g. language identification and POS tagging) using neural approach. Comparison between the three neural approaches revealed that without using task-specific recurrent layers, it is possible to achieve good accuracy by careful handling of output layers for these two tasks e.g. LID and POS tagging.