BVAL Evaluator - Agency Securitized Products

Bloomberg; New York (NY); On-site; USD 120,000 - 190,000; Full time

Job summary

Bloomberg’s Evaluated Pricing Service, BVAL, seeks an Evaluator to deliver precise pricing for Agency MBS, CMOs, and derivatives. You will apply market expertise, refine valuation models with engineering, and support cross-functional teams to enhance the BVAL offering.

Ideal candidates bring 5+ years in securitized products pricing, strong Excel/data modeling, and experience with complex analytics. Collaborative and client-facing, the role focuses on accuracy and service excellence.

Qualifications

• 5+ years of Securitized Products market experience in trading, portfolio management, research, structuring, or valuations.
• Strong pricing analytics for Agency MBS/CMOs and related derivatives.
• Experience working with complex systems, databases, and in-house analytics.
• Excellent communication skills to present complex concepts clearly to diverse audiences.

Responsibilities

• Leverage market expertise and data-driven framework to produce accurate pricing.
• Work with engineering teams 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.

Skills

Fixed income pricing

Excel

Data modeling

Communication skills

Tools

Python

VBA

SQL

Superset

Job description

Bloomberg’s Evaluated Pricing Service, BVAL, provides transparent and accurate valuations for fixed income and derivatives instruments. Our clients — including mutual funds, hedge funds, money managers, internal pricing teams, and auditors — rely on BVAL to establish fair and independent fixed income asset valuations.

We are looking for an Evaluator to join our Agency Securitized Products Rates team. As a BVAL Evaluator, you will serve as a sector expert responsible for delivering accurate, high-quality pricing data to our clients. In this role, you’ll apply your market expertise, contribute to the development of valuation models, enhance workflow efficiency, and collaborate closely with cross-functional teams. You will support valuations for Agency MBS markets, including Agency CMOs (Fixed, Floaters and Derivatives) to help advance the BVAL offering, provide accurate pricing, and excellent service to BVAL clients.

The ideal candidate should have 5+ years of Securitized Products market experience, with a background in trading, portfolio management, research, structuring, or valuations.

We'll trust you to:

• Leverage market expertise, BVAL’s data-driven framework, and relative value analysis to produce accurate pricing
• Work with internal engineering teams to design, maintain, and enhance valuation models
• Partner with internal teams including Product Management and Sales to expand BVAL’s Securitized Products offering
• Engage directly with clients and colleagues to discuss market dynamics, model assumptions, pricing methodologies, and product features

You’ll need to have:

• Proven expertise in fixed income pricing and analytics, including a deep understanding of any of the sectors listed above
• Demonstrated ability to work with complex systems and models, including databases and in-house analytics
• Excellent communication skills, with the ability to present sophisticated concepts clearly to both technical and non-technical audiences
• Advanced skills in Microsoft Excel and data modeling

We’d love to see:

• Experience trading, investing or analysis of Agency CMOs and Derivatives
• Familiarity with Bloomberg Terminal tools and functionality
• Experience in Python, VBA, SQL and/or Data visualization tools like Superset