RMBS Evaluator - Bloomberg BVAL

  • Competitive
  • New York, NY, USA New York NY US
  • Permanent, Full time
  • Bloomberg
  • 17 Aug 18 2018-08-17

RMBS Evaluator - Bloomberg BVAL

Bloomberg's evaluated pricing service, BVAL, provides increased transparency through accurate pricing of fixed income and derivatives instruments. Mutual funds, money managers, hedge funds, internal pricing groups, and auditors rely on BVAL to establish fair and independent fixed income asset valuations.

BVAL Evaluators are capital markets experts responsible for managing innovative and leading-edge valuation models that leverage Bloomberg's in-house analytics to provide high-quality data for the front, middle office, and operations. We are seeking a valuation specialist for US Non-Agency Residential Mortgage Backed Securities (RMBS) to help advance the BVAL offering, provide accurate pricing, and excellent service to BVAL clients.

We'll trust you to:

  • Design and support bond valuation models in the US Non-Agency RMBS market
  • Work closely with other BVAL team members, business development, and R&D to develop innovative models and enhance our Securitized Products offering
  • Partner with sales in presenting the BVAL service to our clients
  • Discuss markets, complex ABS valuation models, pricing, and questions with colleagues and clients

You'll need to have:
  • A minimum of five years of US Non-Agency RMBS market experience from a trading, portfolio management, securities valuations or research background covering; Legacy RMBS, Credit Risk Transfer (CRT), RMBS 2.0, Re-Performing/Non-Performing (RPL/NPL) sectors
  • Strong technical abilities with demonstrated experience learning and navigating complex systems, including databases and analytical models
  • Advanced Microsoft Excel skills including experience in data modeling
  • Strong knowledge of US Non-Agency RMBS, bond structures, market drivers, fixed income analytics, and pricing approaches
  • Ability to articulate complex valuation models in a clear and concise manner with internal and external constituents

We'd love to see:
  • Experience trading or investing in US Non-Agency RMBS
  • Knowledge of the Bloomberg terminal
  • Advanced technical skills such as VBA and/or Python
  • Direct or indirect experience working with developers in a time-sensitive environment

If this sounds like you:
Apply if you think we're a good match and we'll get in touch with you to let you know next steps. In the meantime, check out https://www.bloomberg.com/professional/

We are an equal opportunity employer and value diversity at our company. We do not discriminate on the basis of race, religion, color, national origin, gender, sexual orientation, age, marital status, veteran status, or disability status.