BVAL Agency Securitized Pricing Expert

Bloomberg

New York (NY)

On-site

USD 160,000 - 210,000

Full time

5 days ago

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Benefits offered by this job

Medical

Dental

Vision

401(k) + match

Paid holidays

Paid time off

Life insurance

Disability benefits

Wellness programs

Job summary

Bloomberg's BVAL Evaluator - US Agency Structured Products in New York is seeking an experienced professional to join the Agency Securitized Products Rates team as an Evaluator. You will deliver accurate, data-driven valuations for Agency MBS, CMOs, and related derivatives, collaborating with cross-functional teams to enhance models and processes.

The ideal candidate has 5+ years in fixed income pricing or related areas, strong Excel/data modeling skills, and the ability to present complex

Qualifications

5+ years of market experience in fixed income pricing or related areas.
Proven ability to work with complex systems and models such as databases and in-house analytics.
Strong communication skills to present complex concepts clearly to technical and non-technical audiences.
Advanced skills in Excel and data modeling.
Familiarity with Python, VBA, SQL and data visualization tools.

Responsibilities

Leverage market expertise and BVAL framework to produce accurate pricing.
Work with engineering to design, maintain, and enhance valuation models.
Collaborate with Product Management and Sales to expand BVAL's Securitized Products offering.
Engage with clients and colleagues to discuss market dynamics, model assumptions, pricing methodologies, and product features.